CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 09-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2018 |
09-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1459 |
1.1397 |
-0.0062 |
-0.5% |
1.1427 |
| High |
1.1479 |
1.1401 |
-0.0078 |
-0.7% |
1.1546 |
| Low |
1.1383 |
1.1348 |
-0.0035 |
-0.3% |
1.1348 |
| Close |
1.1388 |
1.1367 |
-0.0021 |
-0.2% |
1.1367 |
| Range |
0.0096 |
0.0053 |
-0.0044 |
-45.3% |
0.0198 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
204,363 |
180,120 |
-24,243 |
-11.9% |
969,909 |
|
| Daily Pivots for day following 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1529 |
1.1501 |
1.1396 |
|
| R3 |
1.1477 |
1.1448 |
1.1381 |
|
| R2 |
1.1424 |
1.1424 |
1.1377 |
|
| R1 |
1.1396 |
1.1396 |
1.1372 |
1.1384 |
| PP |
1.1372 |
1.1372 |
1.1372 |
1.1366 |
| S1 |
1.1343 |
1.1343 |
1.1362 |
1.1331 |
| S2 |
1.1319 |
1.1319 |
1.1357 |
|
| S3 |
1.1267 |
1.1291 |
1.1353 |
|
| S4 |
1.1214 |
1.1238 |
1.1338 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2013 |
1.1887 |
1.1476 |
|
| R3 |
1.1815 |
1.1690 |
1.1421 |
|
| R2 |
1.1618 |
1.1618 |
1.1403 |
|
| R1 |
1.1492 |
1.1492 |
1.1385 |
1.1456 |
| PP |
1.1420 |
1.1420 |
1.1420 |
1.1402 |
| S1 |
1.1295 |
1.1295 |
1.1349 |
1.1259 |
| S2 |
1.1223 |
1.1223 |
1.1331 |
|
| S3 |
1.1025 |
1.1097 |
1.1313 |
|
| S4 |
1.0828 |
1.0900 |
1.1258 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1546 |
1.1348 |
0.0198 |
1.7% |
0.0077 |
0.7% |
10% |
False |
True |
193,981 |
| 10 |
1.1546 |
1.1343 |
0.0203 |
1.8% |
0.0074 |
0.7% |
12% |
False |
False |
215,638 |
| 20 |
1.1678 |
1.1343 |
0.0335 |
2.9% |
0.0077 |
0.7% |
7% |
False |
False |
216,121 |
| 40 |
1.1893 |
1.1343 |
0.0550 |
4.8% |
0.0079 |
0.7% |
4% |
False |
False |
227,985 |
| 60 |
1.1893 |
1.1343 |
0.0550 |
4.8% |
0.0081 |
0.7% |
4% |
False |
False |
170,451 |
| 80 |
1.1893 |
1.1343 |
0.0550 |
4.8% |
0.0078 |
0.7% |
4% |
False |
False |
128,097 |
| 100 |
1.1936 |
1.1343 |
0.0593 |
5.2% |
0.0078 |
0.7% |
4% |
False |
False |
102,572 |
| 120 |
1.2014 |
1.1343 |
0.0671 |
5.9% |
0.0079 |
0.7% |
4% |
False |
False |
85,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1624 |
|
2.618 |
1.1538 |
|
1.618 |
1.1485 |
|
1.000 |
1.1453 |
|
0.618 |
1.1433 |
|
HIGH |
1.1401 |
|
0.618 |
1.1380 |
|
0.500 |
1.1374 |
|
0.382 |
1.1368 |
|
LOW |
1.1348 |
|
0.618 |
1.1316 |
|
1.000 |
1.1296 |
|
1.618 |
1.1263 |
|
2.618 |
1.1211 |
|
4.250 |
1.1125 |
|
|
| Fisher Pivots for day following 09-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1374 |
1.1447 |
| PP |
1.1372 |
1.1420 |
| S1 |
1.1369 |
1.1394 |
|