CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 16-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2018 |
16-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1342 |
1.1350 |
0.0009 |
0.1% |
1.1350 |
| High |
1.1389 |
1.1447 |
0.0058 |
0.5% |
1.1447 |
| Low |
1.1297 |
1.1347 |
0.0050 |
0.4% |
1.1246 |
| Close |
1.1377 |
1.1438 |
0.0061 |
0.5% |
1.1438 |
| Range |
0.0093 |
0.0100 |
0.0008 |
8.1% |
0.0201 |
| ATR |
0.0082 |
0.0084 |
0.0001 |
1.5% |
0.0000 |
| Volume |
242,762 |
220,310 |
-22,452 |
-9.2% |
1,149,756 |
|
| Daily Pivots for day following 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1710 |
1.1674 |
1.1493 |
|
| R3 |
1.1610 |
1.1574 |
1.1466 |
|
| R2 |
1.1510 |
1.1510 |
1.1456 |
|
| R1 |
1.1474 |
1.1474 |
1.1447 |
1.1492 |
| PP |
1.1410 |
1.1410 |
1.1410 |
1.1419 |
| S1 |
1.1374 |
1.1374 |
1.1429 |
1.1392 |
| S2 |
1.1310 |
1.1310 |
1.1420 |
|
| S3 |
1.1210 |
1.1274 |
1.1411 |
|
| S4 |
1.1110 |
1.1174 |
1.1383 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1980 |
1.1910 |
1.1549 |
|
| R3 |
1.1779 |
1.1709 |
1.1493 |
|
| R2 |
1.1578 |
1.1578 |
1.1475 |
|
| R1 |
1.1508 |
1.1508 |
1.1456 |
1.1543 |
| PP |
1.1377 |
1.1377 |
1.1377 |
1.1394 |
| S1 |
1.1307 |
1.1307 |
1.1420 |
1.1342 |
| S2 |
1.1176 |
1.1176 |
1.1401 |
|
| S3 |
1.0975 |
1.1106 |
1.1383 |
|
| S4 |
1.0774 |
1.0905 |
1.1327 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1447 |
1.1246 |
0.0201 |
1.8% |
0.0093 |
0.8% |
96% |
True |
False |
229,951 |
| 10 |
1.1546 |
1.1246 |
0.0300 |
2.6% |
0.0085 |
0.7% |
64% |
False |
False |
211,966 |
| 20 |
1.1601 |
1.1246 |
0.0355 |
3.1% |
0.0081 |
0.7% |
54% |
False |
False |
221,480 |
| 40 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0080 |
0.7% |
30% |
False |
False |
229,598 |
| 60 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0082 |
0.7% |
30% |
False |
False |
189,249 |
| 80 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0079 |
0.7% |
30% |
False |
False |
142,447 |
| 100 |
1.1936 |
1.1246 |
0.0690 |
6.0% |
0.0078 |
0.7% |
28% |
False |
False |
114,045 |
| 120 |
1.2014 |
1.1246 |
0.0768 |
6.7% |
0.0078 |
0.7% |
25% |
False |
False |
95,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1872 |
|
2.618 |
1.1708 |
|
1.618 |
1.1608 |
|
1.000 |
1.1547 |
|
0.618 |
1.1508 |
|
HIGH |
1.1447 |
|
0.618 |
1.1408 |
|
0.500 |
1.1397 |
|
0.382 |
1.1385 |
|
LOW |
1.1347 |
|
0.618 |
1.1285 |
|
1.000 |
1.1247 |
|
1.618 |
1.1185 |
|
2.618 |
1.1085 |
|
4.250 |
1.0922 |
|
|
| Fisher Pivots for day following 16-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1424 |
1.1415 |
| PP |
1.1410 |
1.1392 |
| S1 |
1.1397 |
1.1369 |
|