CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 19-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2018 |
19-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1350 |
1.1442 |
0.0092 |
0.8% |
1.1350 |
| High |
1.1447 |
1.1489 |
0.0043 |
0.4% |
1.1447 |
| Low |
1.1347 |
1.1418 |
0.0072 |
0.6% |
1.1246 |
| Close |
1.1438 |
1.1479 |
0.0041 |
0.4% |
1.1438 |
| Range |
0.0100 |
0.0071 |
-0.0029 |
-29.0% |
0.0201 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
220,310 |
145,884 |
-74,426 |
-33.8% |
1,149,756 |
|
| Daily Pivots for day following 19-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1675 |
1.1648 |
1.1518 |
|
| R3 |
1.1604 |
1.1577 |
1.1498 |
|
| R2 |
1.1533 |
1.1533 |
1.1492 |
|
| R1 |
1.1506 |
1.1506 |
1.1485 |
1.1519 |
| PP |
1.1462 |
1.1462 |
1.1462 |
1.1469 |
| S1 |
1.1435 |
1.1435 |
1.1472 |
1.1448 |
| S2 |
1.1391 |
1.1391 |
1.1465 |
|
| S3 |
1.1320 |
1.1364 |
1.1459 |
|
| S4 |
1.1249 |
1.1293 |
1.1439 |
|
|
| 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 |
1.1489 |
1.1250 |
0.0239 |
2.1% |
0.0084 |
0.7% |
96% |
True |
False |
218,605 |
| 10 |
1.1546 |
1.1246 |
0.0300 |
2.6% |
0.0085 |
0.7% |
78% |
False |
False |
210,753 |
| 20 |
1.1546 |
1.1246 |
0.0300 |
2.6% |
0.0080 |
0.7% |
78% |
False |
False |
220,484 |
| 40 |
1.1875 |
1.1246 |
0.0630 |
5.5% |
0.0080 |
0.7% |
37% |
False |
False |
227,617 |
| 60 |
1.1893 |
1.1246 |
0.0648 |
5.6% |
0.0081 |
0.7% |
36% |
False |
False |
191,653 |
| 80 |
1.1893 |
1.1246 |
0.0648 |
5.6% |
0.0079 |
0.7% |
36% |
False |
False |
144,265 |
| 100 |
1.1936 |
1.1246 |
0.0690 |
6.0% |
0.0078 |
0.7% |
34% |
False |
False |
115,500 |
| 120 |
1.2014 |
1.1246 |
0.0768 |
6.7% |
0.0078 |
0.7% |
30% |
False |
False |
96,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1791 |
|
2.618 |
1.1675 |
|
1.618 |
1.1604 |
|
1.000 |
1.1560 |
|
0.618 |
1.1533 |
|
HIGH |
1.1489 |
|
0.618 |
1.1462 |
|
0.500 |
1.1454 |
|
0.382 |
1.1445 |
|
LOW |
1.1418 |
|
0.618 |
1.1374 |
|
1.000 |
1.1347 |
|
1.618 |
1.1303 |
|
2.618 |
1.1232 |
|
4.250 |
1.1116 |
|
|
| Fisher Pivots for day following 19-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1470 |
1.1450 |
| PP |
1.1462 |
1.1421 |
| S1 |
1.1454 |
1.1393 |
|