CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 07-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2018 |
07-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1443 |
1.1455 |
0.0012 |
0.1% |
1.1442 |
| High |
1.1475 |
1.1546 |
0.0071 |
0.6% |
1.1494 |
| Low |
1.1428 |
1.1430 |
0.0003 |
0.0% |
1.1343 |
| Close |
1.1449 |
1.1491 |
0.0042 |
0.4% |
1.1423 |
| Range |
0.0047 |
0.0116 |
0.0069 |
145.7% |
0.0151 |
| ATR |
0.0076 |
0.0079 |
0.0003 |
3.7% |
0.0000 |
| Volume |
159,045 |
268,365 |
109,320 |
68.7% |
1,186,475 |
|
| Daily Pivots for day following 07-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1835 |
1.1778 |
1.1554 |
|
| R3 |
1.1720 |
1.1663 |
1.1522 |
|
| R2 |
1.1604 |
1.1604 |
1.1512 |
|
| R1 |
1.1547 |
1.1547 |
1.1501 |
1.1576 |
| PP |
1.1489 |
1.1489 |
1.1489 |
1.1503 |
| S1 |
1.1432 |
1.1432 |
1.1480 |
1.1460 |
| S2 |
1.1373 |
1.1373 |
1.1469 |
|
| S3 |
1.1258 |
1.1316 |
1.1459 |
|
| S4 |
1.1142 |
1.1201 |
1.1427 |
|
|
| 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 |
1.1546 |
1.1352 |
0.0194 |
1.7% |
0.0086 |
0.7% |
72% |
True |
False |
220,667 |
| 10 |
1.1546 |
1.1343 |
0.0203 |
1.8% |
0.0076 |
0.7% |
73% |
True |
False |
225,377 |
| 20 |
1.1678 |
1.1343 |
0.0335 |
2.9% |
0.0077 |
0.7% |
44% |
False |
False |
223,520 |
| 40 |
1.1893 |
1.1343 |
0.0550 |
4.8% |
0.0080 |
0.7% |
27% |
False |
False |
232,844 |
| 60 |
1.1893 |
1.1343 |
0.0550 |
4.8% |
0.0080 |
0.7% |
27% |
False |
False |
164,185 |
| 80 |
1.1893 |
1.1343 |
0.0550 |
4.8% |
0.0078 |
0.7% |
27% |
False |
False |
123,299 |
| 100 |
1.1936 |
1.1343 |
0.0593 |
5.2% |
0.0078 |
0.7% |
25% |
False |
False |
98,744 |
| 120 |
1.2019 |
1.1343 |
0.0676 |
5.9% |
0.0079 |
0.7% |
22% |
False |
False |
82,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2036 |
|
2.618 |
1.1848 |
|
1.618 |
1.1732 |
|
1.000 |
1.1661 |
|
0.618 |
1.1617 |
|
HIGH |
1.1546 |
|
0.618 |
1.1501 |
|
0.500 |
1.1488 |
|
0.382 |
1.1474 |
|
LOW |
1.1430 |
|
0.618 |
1.1359 |
|
1.000 |
1.1315 |
|
1.618 |
1.1243 |
|
2.618 |
1.1128 |
|
4.250 |
1.0939 |
|
|
| Fisher Pivots for day following 07-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1490 |
1.1483 |
| PP |
1.1489 |
1.1475 |
| S1 |
1.1488 |
1.1467 |
|