CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 26-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2018 |
26-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1407 |
1.1355 |
-0.0052 |
-0.5% |
1.1442 |
| High |
1.1454 |
1.1403 |
-0.0052 |
-0.4% |
1.1495 |
| Low |
1.1350 |
1.1342 |
-0.0008 |
-0.1% |
1.1350 |
| Close |
1.1355 |
1.1347 |
-0.0008 |
-0.1% |
1.1355 |
| Range |
0.0104 |
0.0061 |
-0.0044 |
-41.8% |
0.0145 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
203,792 |
147,894 |
-55,898 |
-27.4% |
733,033 |
|
| Daily Pivots for day following 26-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1545 |
1.1507 |
1.1380 |
|
| R3 |
1.1485 |
1.1446 |
1.1364 |
|
| R2 |
1.1424 |
1.1424 |
1.1358 |
|
| R1 |
1.1386 |
1.1386 |
1.1353 |
1.1375 |
| PP |
1.1364 |
1.1364 |
1.1364 |
1.1358 |
| S1 |
1.1325 |
1.1325 |
1.1341 |
1.1314 |
| S2 |
1.1303 |
1.1303 |
1.1336 |
|
| S3 |
1.1243 |
1.1265 |
1.1330 |
|
| S4 |
1.1182 |
1.1204 |
1.1314 |
|
|
| 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 |
1.1342 |
0.0153 |
1.3% |
0.0082 |
0.7% |
3% |
False |
True |
176,185 |
| 10 |
1.1495 |
1.1246 |
0.0250 |
2.2% |
0.0088 |
0.8% |
41% |
False |
False |
203,068 |
| 20 |
1.1546 |
1.1246 |
0.0300 |
2.6% |
0.0081 |
0.7% |
34% |
False |
False |
209,353 |
| 40 |
1.1695 |
1.1246 |
0.0450 |
4.0% |
0.0080 |
0.7% |
23% |
False |
False |
218,473 |
| 60 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0082 |
0.7% |
16% |
False |
False |
203,467 |
| 80 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0080 |
0.7% |
16% |
False |
False |
153,428 |
| 100 |
1.1936 |
1.1246 |
0.0690 |
6.1% |
0.0078 |
0.7% |
15% |
False |
False |
122,836 |
| 120 |
1.2014 |
1.1246 |
0.0768 |
6.8% |
0.0079 |
0.7% |
13% |
False |
False |
102,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1660 |
|
2.618 |
1.1561 |
|
1.618 |
1.1500 |
|
1.000 |
1.1463 |
|
0.618 |
1.1440 |
|
HIGH |
1.1403 |
|
0.618 |
1.1379 |
|
0.500 |
1.1372 |
|
0.382 |
1.1365 |
|
LOW |
1.1342 |
|
0.618 |
1.1305 |
|
1.000 |
1.1282 |
|
1.618 |
1.1244 |
|
2.618 |
1.1184 |
|
4.250 |
1.1085 |
|
|
| Fisher Pivots for day following 26-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1372 |
1.1398 |
| PP |
1.1364 |
1.1381 |
| S1 |
1.1355 |
1.1364 |
|