CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 20-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2018 |
20-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1540 |
1.1574 |
0.0034 |
0.3% |
1.1452 |
| High |
1.1585 |
1.1592 |
0.0007 |
0.1% |
1.1545 |
| Low |
1.1523 |
1.1480 |
-0.0043 |
-0.4% |
1.1353 |
| Close |
1.1576 |
1.1489 |
-0.0088 |
-0.8% |
1.1537 |
| Range |
0.0063 |
0.0112 |
0.0050 |
79.2% |
0.0192 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
3.2% |
0.0000 |
| Volume |
1,874 |
14,139 |
12,265 |
654.5% |
34,811 |
|
| Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1856 |
1.1784 |
1.1550 |
|
| R3 |
1.1744 |
1.1672 |
1.1519 |
|
| R2 |
1.1632 |
1.1632 |
1.1509 |
|
| R1 |
1.1560 |
1.1560 |
1.1499 |
1.1540 |
| PP |
1.1520 |
1.1520 |
1.1520 |
1.1510 |
| S1 |
1.1448 |
1.1448 |
1.1478 |
1.1428 |
| S2 |
1.1408 |
1.1408 |
1.1468 |
|
| S3 |
1.1296 |
1.1336 |
1.1458 |
|
| S4 |
1.1184 |
1.1224 |
1.1427 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2054 |
1.1988 |
1.1643 |
|
| R3 |
1.1862 |
1.1796 |
1.1590 |
|
| R2 |
1.1670 |
1.1670 |
1.1572 |
|
| R1 |
1.1604 |
1.1604 |
1.1555 |
1.1637 |
| PP |
1.1478 |
1.1478 |
1.1478 |
1.1495 |
| S1 |
1.1412 |
1.1412 |
1.1519 |
1.1445 |
| S2 |
1.1286 |
1.1286 |
1.1502 |
|
| S3 |
1.1094 |
1.1220 |
1.1484 |
|
| S4 |
1.0902 |
1.1028 |
1.1431 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1592 |
1.1395 |
0.0197 |
1.7% |
0.0089 |
0.8% |
48% |
True |
False |
9,016 |
| 10 |
1.1645 |
1.1353 |
0.0292 |
2.5% |
0.0087 |
0.8% |
46% |
False |
False |
5,525 |
| 20 |
1.1645 |
1.1353 |
0.0292 |
2.5% |
0.0078 |
0.7% |
46% |
False |
False |
3,729 |
| 40 |
1.1969 |
1.1353 |
0.0616 |
5.4% |
0.0075 |
0.7% |
22% |
False |
False |
2,727 |
| 60 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0073 |
0.6% |
21% |
False |
False |
1,887 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0068 |
0.6% |
21% |
False |
False |
1,424 |
| 100 |
1.2003 |
1.1353 |
0.0650 |
5.7% |
0.0062 |
0.5% |
21% |
False |
False |
1,148 |
| 120 |
1.2110 |
1.1353 |
0.0757 |
6.6% |
0.0062 |
0.5% |
18% |
False |
False |
963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2068 |
|
2.618 |
1.1885 |
|
1.618 |
1.1773 |
|
1.000 |
1.1704 |
|
0.618 |
1.1661 |
|
HIGH |
1.1592 |
|
0.618 |
1.1549 |
|
0.500 |
1.1536 |
|
0.382 |
1.1522 |
|
LOW |
1.1480 |
|
0.618 |
1.1410 |
|
1.000 |
1.1368 |
|
1.618 |
1.1298 |
|
2.618 |
1.1186 |
|
4.250 |
1.1004 |
|
|
| Fisher Pivots for day following 20-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1536 |
1.1519 |
| PP |
1.1520 |
1.1509 |
| S1 |
1.1504 |
1.1499 |
|