CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 05-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2018 |
05-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1444 |
1.1427 |
-0.0017 |
-0.1% |
1.1442 |
| High |
1.1494 |
1.1461 |
-0.0033 |
-0.3% |
1.1494 |
| Low |
1.1410 |
1.1389 |
-0.0021 |
-0.2% |
1.1343 |
| Close |
1.1423 |
1.1456 |
0.0033 |
0.3% |
1.1423 |
| Range |
0.0085 |
0.0072 |
-0.0013 |
-14.8% |
0.0151 |
| ATR |
0.0079 |
0.0078 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
269,419 |
158,016 |
-111,403 |
-41.3% |
1,186,475 |
|
| Daily Pivots for day following 05-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1651 |
1.1625 |
1.1495 |
|
| R3 |
1.1579 |
1.1553 |
1.1475 |
|
| R2 |
1.1507 |
1.1507 |
1.1469 |
|
| R1 |
1.1481 |
1.1481 |
1.1462 |
1.1494 |
| PP |
1.1435 |
1.1435 |
1.1435 |
1.1442 |
| S1 |
1.1409 |
1.1409 |
1.1449 |
1.1422 |
| S2 |
1.1363 |
1.1363 |
1.1442 |
|
| S3 |
1.1291 |
1.1337 |
1.1436 |
|
| S4 |
1.1219 |
1.1265 |
1.1416 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1873 |
1.1799 |
1.1506 |
|
| R3 |
1.1722 |
1.1648 |
1.1464 |
|
| R2 |
1.1571 |
1.1571 |
1.1450 |
|
| R1 |
1.1497 |
1.1497 |
1.1436 |
1.1458 |
| PP |
1.1420 |
1.1420 |
1.1420 |
1.1401 |
| S1 |
1.1346 |
1.1346 |
1.1409 |
1.1307 |
| S2 |
1.1269 |
1.1269 |
1.1395 |
|
| S3 |
1.1118 |
1.1195 |
1.1381 |
|
| S4 |
1.0967 |
1.1044 |
1.1339 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1494 |
1.1343 |
0.0151 |
1.3% |
0.0075 |
0.7% |
75% |
False |
False |
223,685 |
| 10 |
1.1543 |
1.1343 |
0.0200 |
1.7% |
0.0075 |
0.7% |
56% |
False |
False |
230,214 |
| 20 |
1.1678 |
1.1343 |
0.0335 |
2.9% |
0.0076 |
0.7% |
34% |
False |
False |
225,736 |
| 40 |
1.1893 |
1.1343 |
0.0550 |
4.8% |
0.0080 |
0.7% |
20% |
False |
False |
230,398 |
| 60 |
1.1893 |
1.1343 |
0.0550 |
4.8% |
0.0080 |
0.7% |
20% |
False |
False |
157,110 |
| 80 |
1.1893 |
1.1343 |
0.0550 |
4.8% |
0.0078 |
0.7% |
20% |
False |
False |
117,963 |
| 100 |
1.1936 |
1.1343 |
0.0593 |
5.2% |
0.0078 |
0.7% |
19% |
False |
False |
94,486 |
| 120 |
1.2033 |
1.1343 |
0.0690 |
6.0% |
0.0079 |
0.7% |
16% |
False |
False |
78,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1767 |
|
2.618 |
1.1649 |
|
1.618 |
1.1577 |
|
1.000 |
1.1533 |
|
0.618 |
1.1505 |
|
HIGH |
1.1461 |
|
0.618 |
1.1433 |
|
0.500 |
1.1425 |
|
0.382 |
1.1417 |
|
LOW |
1.1389 |
|
0.618 |
1.1345 |
|
1.000 |
1.1317 |
|
1.618 |
1.1273 |
|
2.618 |
1.1201 |
|
4.250 |
1.1083 |
|
|
| Fisher Pivots for day following 05-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1445 |
1.1445 |
| PP |
1.1435 |
1.1434 |
| S1 |
1.1425 |
1.1423 |
|