CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 13-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2018 |
13-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1350 |
1.1250 |
-0.0100 |
-0.9% |
1.1427 |
| High |
1.1362 |
1.1324 |
-0.0038 |
-0.3% |
1.1546 |
| Low |
1.1246 |
1.1250 |
0.0005 |
0.0% |
1.1348 |
| Close |
1.1271 |
1.1298 |
0.0027 |
0.2% |
1.1367 |
| Range |
0.0116 |
0.0074 |
-0.0043 |
-36.6% |
0.0198 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
202,614 |
236,407 |
33,793 |
16.7% |
969,909 |
|
| Daily Pivots for day following 13-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1511 |
1.1478 |
1.1338 |
|
| R3 |
1.1438 |
1.1405 |
1.1318 |
|
| R2 |
1.1364 |
1.1364 |
1.1311 |
|
| R1 |
1.1331 |
1.1331 |
1.1305 |
1.1348 |
| PP |
1.1291 |
1.1291 |
1.1291 |
1.1299 |
| S1 |
1.1258 |
1.1258 |
1.1291 |
1.1274 |
| S2 |
1.1217 |
1.1217 |
1.1285 |
|
| S3 |
1.1144 |
1.1184 |
1.1278 |
|
| S4 |
1.1070 |
1.1111 |
1.1258 |
|
|
| 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 |
1.1246 |
0.0300 |
2.7% |
0.0091 |
0.8% |
18% |
False |
False |
218,373 |
| 10 |
1.1546 |
1.1246 |
0.0300 |
2.7% |
0.0083 |
0.7% |
18% |
False |
False |
217,973 |
| 20 |
1.1636 |
1.1246 |
0.0390 |
3.5% |
0.0080 |
0.7% |
13% |
False |
False |
220,719 |
| 40 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0080 |
0.7% |
8% |
False |
False |
229,295 |
| 60 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0081 |
0.7% |
8% |
False |
False |
177,709 |
| 80 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0078 |
0.7% |
8% |
False |
False |
133,577 |
| 100 |
1.1936 |
1.1246 |
0.0690 |
6.1% |
0.0078 |
0.7% |
8% |
False |
False |
106,951 |
| 120 |
1.2014 |
1.1246 |
0.0768 |
6.8% |
0.0080 |
0.7% |
7% |
False |
False |
89,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1636 |
|
2.618 |
1.1516 |
|
1.618 |
1.1442 |
|
1.000 |
1.1397 |
|
0.618 |
1.1369 |
|
HIGH |
1.1324 |
|
0.618 |
1.1295 |
|
0.500 |
1.1287 |
|
0.382 |
1.1278 |
|
LOW |
1.1250 |
|
0.618 |
1.1205 |
|
1.000 |
1.1177 |
|
1.618 |
1.1131 |
|
2.618 |
1.1058 |
|
4.250 |
1.0938 |
|
|
| Fisher Pivots for day following 13-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1294 |
1.1323 |
| PP |
1.1291 |
1.1315 |
| S1 |
1.1287 |
1.1306 |
|