CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 23-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2018 |
23-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1391 |
1.1407 |
0.0016 |
0.1% |
1.1442 |
| High |
1.1448 |
1.1454 |
0.0007 |
0.1% |
1.1495 |
| Low |
1.1389 |
1.1350 |
-0.0039 |
-0.3% |
1.1350 |
| Close |
1.1411 |
1.1355 |
-0.0057 |
-0.5% |
1.1355 |
| Range |
0.0059 |
0.0104 |
0.0045 |
76.3% |
0.0145 |
| ATR |
0.0083 |
0.0085 |
0.0001 |
1.8% |
0.0000 |
| Volume |
186,238 |
203,792 |
17,554 |
9.4% |
733,033 |
|
| Daily Pivots for day following 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1698 |
1.1630 |
1.1412 |
|
| R3 |
1.1594 |
1.1526 |
1.1383 |
|
| R2 |
1.1490 |
1.1490 |
1.1374 |
|
| R1 |
1.1422 |
1.1422 |
1.1364 |
1.1404 |
| PP |
1.1386 |
1.1386 |
1.1386 |
1.1377 |
| S1 |
1.1318 |
1.1318 |
1.1345 |
1.1300 |
| S2 |
1.1282 |
1.1282 |
1.1335 |
|
| S3 |
1.1178 |
1.1214 |
1.1326 |
|
| S4 |
1.1074 |
1.1110 |
1.1297 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1835 |
1.1740 |
1.1434 |
|
| R3 |
1.1690 |
1.1595 |
1.1394 |
|
| R2 |
1.1545 |
1.1545 |
1.1381 |
|
| R1 |
1.1450 |
1.1450 |
1.1368 |
1.1425 |
| PP |
1.1400 |
1.1400 |
1.1400 |
1.1387 |
| S1 |
1.1305 |
1.1305 |
1.1341 |
1.1280 |
| S2 |
1.1255 |
1.1255 |
1.1328 |
|
| S3 |
1.1110 |
1.1160 |
1.1315 |
|
| S4 |
1.0965 |
1.1015 |
1.1275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1495 |
1.1347 |
0.0149 |
1.3% |
0.0090 |
0.8% |
5% |
False |
False |
190,668 |
| 10 |
1.1495 |
1.1246 |
0.0250 |
2.2% |
0.0087 |
0.8% |
44% |
False |
False |
206,290 |
| 20 |
1.1546 |
1.1246 |
0.0300 |
2.6% |
0.0082 |
0.7% |
36% |
False |
False |
214,291 |
| 40 |
1.1723 |
1.1246 |
0.0478 |
4.2% |
0.0080 |
0.7% |
23% |
False |
False |
222,274 |
| 60 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0082 |
0.7% |
17% |
False |
False |
201,132 |
| 80 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0081 |
0.7% |
17% |
False |
False |
151,588 |
| 100 |
1.1936 |
1.1246 |
0.0690 |
6.1% |
0.0078 |
0.7% |
16% |
False |
False |
121,362 |
| 120 |
1.2014 |
1.1246 |
0.0768 |
6.8% |
0.0079 |
0.7% |
14% |
False |
False |
101,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1896 |
|
2.618 |
1.1726 |
|
1.618 |
1.1622 |
|
1.000 |
1.1558 |
|
0.618 |
1.1518 |
|
HIGH |
1.1454 |
|
0.618 |
1.1414 |
|
0.500 |
1.1402 |
|
0.382 |
1.1390 |
|
LOW |
1.1350 |
|
0.618 |
1.1286 |
|
1.000 |
1.1246 |
|
1.618 |
1.1182 |
|
2.618 |
1.1078 |
|
4.250 |
1.0908 |
|
|
| Fisher Pivots for day following 23-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1402 |
1.1423 |
| PP |
1.1386 |
1.1400 |
| S1 |
1.1370 |
1.1377 |
|