CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 01-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2018 |
01-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1387 |
1.1355 |
-0.0032 |
-0.3% |
1.1567 |
| High |
1.1402 |
1.1463 |
0.0062 |
0.5% |
1.1601 |
| Low |
1.1343 |
1.1352 |
0.0009 |
0.1% |
1.1380 |
| Close |
1.1356 |
1.1447 |
0.0092 |
0.8% |
1.1455 |
| Range |
0.0059 |
0.0112 |
0.0053 |
90.6% |
0.0221 |
| ATR |
0.0076 |
0.0078 |
0.0003 |
3.4% |
0.0000 |
| Volume |
252,900 |
248,490 |
-4,410 |
-1.7% |
1,123,467 |
|
| Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1755 |
1.1713 |
1.1508 |
|
| R3 |
1.1644 |
1.1601 |
1.1478 |
|
| R2 |
1.1532 |
1.1532 |
1.1467 |
|
| R1 |
1.1490 |
1.1490 |
1.1457 |
1.1511 |
| PP |
1.1421 |
1.1421 |
1.1421 |
1.1431 |
| S1 |
1.1378 |
1.1378 |
1.1437 |
1.1399 |
| S2 |
1.1309 |
1.1309 |
1.1427 |
|
| S3 |
1.1198 |
1.1267 |
1.1416 |
|
| S4 |
1.1086 |
1.1155 |
1.1386 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2140 |
1.2018 |
1.1576 |
|
| R3 |
1.1919 |
1.1797 |
1.1515 |
|
| R2 |
1.1699 |
1.1699 |
1.1495 |
|
| R1 |
1.1577 |
1.1577 |
1.1475 |
1.1528 |
| PP |
1.1478 |
1.1478 |
1.1478 |
1.1454 |
| S1 |
1.1356 |
1.1356 |
1.1434 |
1.1307 |
| S2 |
1.1258 |
1.1258 |
1.1414 |
|
| S3 |
1.1037 |
1.1136 |
1.1394 |
|
| S4 |
1.0817 |
1.0915 |
1.1333 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1466 |
1.1343 |
0.0123 |
1.1% |
0.0072 |
0.6% |
85% |
False |
False |
232,741 |
| 10 |
1.1601 |
1.1343 |
0.0258 |
2.2% |
0.0079 |
0.7% |
40% |
False |
False |
228,575 |
| 20 |
1.1678 |
1.1343 |
0.0335 |
2.9% |
0.0075 |
0.7% |
31% |
False |
False |
223,841 |
| 40 |
1.1893 |
1.1343 |
0.0550 |
4.8% |
0.0081 |
0.7% |
19% |
False |
False |
221,929 |
| 60 |
1.1893 |
1.1343 |
0.0550 |
4.8% |
0.0082 |
0.7% |
19% |
False |
False |
150,036 |
| 80 |
1.1893 |
1.1343 |
0.0550 |
4.8% |
0.0077 |
0.7% |
19% |
False |
False |
112,625 |
| 100 |
1.2010 |
1.1343 |
0.0667 |
5.8% |
0.0079 |
0.7% |
16% |
False |
False |
90,223 |
| 120 |
1.2137 |
1.1343 |
0.0794 |
6.9% |
0.0079 |
0.7% |
13% |
False |
False |
75,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1937 |
|
2.618 |
1.1755 |
|
1.618 |
1.1643 |
|
1.000 |
1.1575 |
|
0.618 |
1.1532 |
|
HIGH |
1.1463 |
|
0.618 |
1.1420 |
|
0.500 |
1.1407 |
|
0.382 |
1.1394 |
|
LOW |
1.1352 |
|
0.618 |
1.1283 |
|
1.000 |
1.1240 |
|
1.618 |
1.1171 |
|
2.618 |
1.1060 |
|
4.250 |
1.0878 |
|
|
| Fisher Pivots for day following 01-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1434 |
1.1432 |
| PP |
1.1421 |
1.1418 |
| S1 |
1.1407 |
1.1403 |
|