CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 20-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2018 |
20-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1442 |
1.1475 |
0.0033 |
0.3% |
1.1350 |
| High |
1.1489 |
1.1495 |
0.0006 |
0.1% |
1.1447 |
| Low |
1.1418 |
1.1381 |
-0.0037 |
-0.3% |
1.1246 |
| Close |
1.1479 |
1.1391 |
-0.0088 |
-0.8% |
1.1438 |
| Range |
0.0071 |
0.0114 |
0.0043 |
60.6% |
0.0201 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
2.7% |
0.0000 |
| Volume |
145,884 |
197,119 |
51,235 |
35.1% |
1,149,756 |
|
| Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1764 |
1.1691 |
1.1453 |
|
| R3 |
1.1650 |
1.1577 |
1.1422 |
|
| R2 |
1.1536 |
1.1536 |
1.1411 |
|
| R1 |
1.1463 |
1.1463 |
1.1401 |
1.1443 |
| PP |
1.1422 |
1.1422 |
1.1422 |
1.1412 |
| S1 |
1.1349 |
1.1349 |
1.1380 |
1.1329 |
| S2 |
1.1308 |
1.1308 |
1.1370 |
|
| S3 |
1.1194 |
1.1235 |
1.1359 |
|
| S4 |
1.1080 |
1.1121 |
1.1328 |
|
|
| 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 |
1.1495 |
1.1292 |
0.0204 |
1.8% |
0.0093 |
0.8% |
49% |
True |
False |
210,747 |
| 10 |
1.1546 |
1.1246 |
0.0300 |
2.6% |
0.0092 |
0.8% |
48% |
False |
False |
214,560 |
| 20 |
1.1546 |
1.1246 |
0.0300 |
2.6% |
0.0083 |
0.7% |
48% |
False |
False |
219,283 |
| 40 |
1.1875 |
1.1246 |
0.0630 |
5.5% |
0.0081 |
0.7% |
23% |
False |
False |
226,868 |
| 60 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0082 |
0.7% |
22% |
False |
False |
194,905 |
| 80 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0080 |
0.7% |
22% |
False |
False |
146,721 |
| 100 |
1.1936 |
1.1246 |
0.0690 |
6.1% |
0.0078 |
0.7% |
21% |
False |
False |
117,467 |
| 120 |
1.2014 |
1.1246 |
0.0768 |
6.7% |
0.0079 |
0.7% |
19% |
False |
False |
97,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1980 |
|
2.618 |
1.1793 |
|
1.618 |
1.1679 |
|
1.000 |
1.1609 |
|
0.618 |
1.1565 |
|
HIGH |
1.1495 |
|
0.618 |
1.1451 |
|
0.500 |
1.1438 |
|
0.382 |
1.1425 |
|
LOW |
1.1381 |
|
0.618 |
1.1311 |
|
1.000 |
1.1267 |
|
1.618 |
1.1197 |
|
2.618 |
1.1083 |
|
4.250 |
1.0897 |
|
|
| Fisher Pivots for day following 20-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1438 |
1.1421 |
| PP |
1.1422 |
1.1411 |
| S1 |
1.1406 |
1.1401 |
|