CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 27-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2018 |
27-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1355 |
1.1349 |
-0.0007 |
-0.1% |
1.1442 |
| High |
1.1403 |
1.1361 |
-0.0042 |
-0.4% |
1.1495 |
| Low |
1.1342 |
1.1295 |
-0.0048 |
-0.4% |
1.1350 |
| Close |
1.1347 |
1.1312 |
-0.0035 |
-0.3% |
1.1355 |
| Range |
0.0061 |
0.0067 |
0.0006 |
9.9% |
0.0145 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
147,894 |
200,671 |
52,777 |
35.7% |
733,033 |
|
| Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1522 |
1.1484 |
1.1349 |
|
| R3 |
1.1456 |
1.1417 |
1.1330 |
|
| R2 |
1.1389 |
1.1389 |
1.1324 |
|
| R1 |
1.1351 |
1.1351 |
1.1318 |
1.1337 |
| PP |
1.1323 |
1.1323 |
1.1323 |
1.1316 |
| S1 |
1.1284 |
1.1284 |
1.1306 |
1.1270 |
| S2 |
1.1256 |
1.1256 |
1.1300 |
|
| S3 |
1.1190 |
1.1218 |
1.1294 |
|
| S4 |
1.1123 |
1.1151 |
1.1275 |
|
|
| 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 |
1.1295 |
0.0201 |
1.8% |
0.0081 |
0.7% |
9% |
False |
True |
187,142 |
| 10 |
1.1495 |
1.1250 |
0.0245 |
2.2% |
0.0083 |
0.7% |
25% |
False |
False |
202,874 |
| 20 |
1.1546 |
1.1246 |
0.0300 |
2.7% |
0.0081 |
0.7% |
22% |
False |
False |
208,083 |
| 40 |
1.1678 |
1.1246 |
0.0433 |
3.8% |
0.0080 |
0.7% |
15% |
False |
False |
217,970 |
| 60 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0081 |
0.7% |
10% |
False |
False |
206,648 |
| 80 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0081 |
0.7% |
10% |
False |
False |
155,928 |
| 100 |
1.1936 |
1.1246 |
0.0690 |
6.1% |
0.0078 |
0.7% |
10% |
False |
False |
124,834 |
| 120 |
1.2010 |
1.1246 |
0.0765 |
6.8% |
0.0079 |
0.7% |
9% |
False |
False |
104,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1644 |
|
2.618 |
1.1535 |
|
1.618 |
1.1469 |
|
1.000 |
1.1428 |
|
0.618 |
1.1402 |
|
HIGH |
1.1361 |
|
0.618 |
1.1336 |
|
0.500 |
1.1328 |
|
0.382 |
1.1320 |
|
LOW |
1.1295 |
|
0.618 |
1.1253 |
|
1.000 |
1.1228 |
|
1.618 |
1.1187 |
|
2.618 |
1.1120 |
|
4.250 |
1.1012 |
|
|
| Fisher Pivots for day following 27-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1328 |
1.1374 |
| PP |
1.1323 |
1.1354 |
| S1 |
1.1317 |
1.1333 |
|