CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 21-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2018 |
21-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1475 |
1.1391 |
-0.0084 |
-0.7% |
1.1350 |
| High |
1.1495 |
1.1448 |
-0.0048 |
-0.4% |
1.1447 |
| Low |
1.1381 |
1.1389 |
0.0008 |
0.1% |
1.1246 |
| Close |
1.1391 |
1.1411 |
0.0021 |
0.2% |
1.1438 |
| Range |
0.0114 |
0.0059 |
-0.0055 |
-48.2% |
0.0201 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
197,119 |
186,238 |
-10,881 |
-5.5% |
1,149,756 |
|
| Daily Pivots for day following 21-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1593 |
1.1561 |
1.1443 |
|
| R3 |
1.1534 |
1.1502 |
1.1427 |
|
| R2 |
1.1475 |
1.1475 |
1.1422 |
|
| R1 |
1.1443 |
1.1443 |
1.1416 |
1.1459 |
| PP |
1.1416 |
1.1416 |
1.1416 |
1.1424 |
| S1 |
1.1384 |
1.1384 |
1.1406 |
1.1400 |
| S2 |
1.1357 |
1.1357 |
1.1400 |
|
| S3 |
1.1298 |
1.1325 |
1.1395 |
|
| S4 |
1.1239 |
1.1266 |
1.1379 |
|
|
| 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 |
1.1297 |
0.0199 |
1.7% |
0.0087 |
0.8% |
58% |
False |
False |
198,462 |
| 10 |
1.1495 |
1.1246 |
0.0250 |
2.2% |
0.0086 |
0.8% |
66% |
False |
False |
206,348 |
| 20 |
1.1546 |
1.1246 |
0.0300 |
2.6% |
0.0081 |
0.7% |
55% |
False |
False |
215,862 |
| 40 |
1.1831 |
1.1246 |
0.0585 |
5.1% |
0.0081 |
0.7% |
28% |
False |
False |
224,918 |
| 60 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0081 |
0.7% |
26% |
False |
False |
197,933 |
| 80 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0080 |
0.7% |
26% |
False |
False |
149,045 |
| 100 |
1.1936 |
1.1246 |
0.0690 |
6.0% |
0.0077 |
0.7% |
24% |
False |
False |
119,327 |
| 120 |
1.2014 |
1.1246 |
0.0768 |
6.7% |
0.0079 |
0.7% |
22% |
False |
False |
99,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1698 |
|
2.618 |
1.1602 |
|
1.618 |
1.1543 |
|
1.000 |
1.1507 |
|
0.618 |
1.1484 |
|
HIGH |
1.1448 |
|
0.618 |
1.1425 |
|
0.500 |
1.1418 |
|
0.382 |
1.1411 |
|
LOW |
1.1389 |
|
0.618 |
1.1352 |
|
1.000 |
1.1330 |
|
1.618 |
1.1293 |
|
2.618 |
1.1234 |
|
4.250 |
1.1138 |
|
|
| Fisher Pivots for day following 21-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1418 |
1.1438 |
| PP |
1.1416 |
1.1429 |
| S1 |
1.1413 |
1.1420 |
|