CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 28-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2018 |
28-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1349 |
1.1312 |
-0.0037 |
-0.3% |
1.1442 |
| High |
1.1361 |
1.1406 |
0.0045 |
0.4% |
1.1495 |
| Low |
1.1295 |
1.1283 |
-0.0012 |
-0.1% |
1.1350 |
| Close |
1.1312 |
1.1392 |
0.0080 |
0.7% |
1.1355 |
| Range |
0.0067 |
0.0123 |
0.0056 |
84.2% |
0.0145 |
| ATR |
0.0082 |
0.0085 |
0.0003 |
3.6% |
0.0000 |
| Volume |
200,671 |
242,326 |
41,655 |
20.8% |
733,033 |
|
| Daily Pivots for day following 28-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1728 |
1.1682 |
1.1459 |
|
| R3 |
1.1605 |
1.1560 |
1.1426 |
|
| R2 |
1.1483 |
1.1483 |
1.1414 |
|
| R1 |
1.1437 |
1.1437 |
1.1403 |
1.1460 |
| PP |
1.1360 |
1.1360 |
1.1360 |
1.1372 |
| S1 |
1.1315 |
1.1315 |
1.1381 |
1.1338 |
| S2 |
1.1238 |
1.1238 |
1.1370 |
|
| S3 |
1.1115 |
1.1192 |
1.1358 |
|
| S4 |
1.0993 |
1.1070 |
1.1325 |
|
|
| 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 |
1.1454 |
1.1283 |
0.0171 |
1.5% |
0.0083 |
0.7% |
64% |
False |
True |
196,184 |
| 10 |
1.1495 |
1.1283 |
0.0212 |
1.9% |
0.0088 |
0.8% |
51% |
False |
True |
203,465 |
| 20 |
1.1546 |
1.1246 |
0.0300 |
2.6% |
0.0085 |
0.7% |
49% |
False |
False |
210,719 |
| 40 |
1.1678 |
1.1246 |
0.0433 |
3.8% |
0.0081 |
0.7% |
34% |
False |
False |
217,453 |
| 60 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0082 |
0.7% |
23% |
False |
False |
210,419 |
| 80 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0082 |
0.7% |
23% |
False |
False |
158,949 |
| 100 |
1.1908 |
1.1246 |
0.0662 |
5.8% |
0.0078 |
0.7% |
22% |
False |
False |
127,235 |
| 120 |
1.2010 |
1.1246 |
0.0765 |
6.7% |
0.0080 |
0.7% |
19% |
False |
False |
106,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1926 |
|
2.618 |
1.1726 |
|
1.618 |
1.1604 |
|
1.000 |
1.1528 |
|
0.618 |
1.1481 |
|
HIGH |
1.1406 |
|
0.618 |
1.1359 |
|
0.500 |
1.1344 |
|
0.382 |
1.1330 |
|
LOW |
1.1283 |
|
0.618 |
1.1207 |
|
1.000 |
1.1161 |
|
1.618 |
1.1085 |
|
2.618 |
1.0962 |
|
4.250 |
1.0762 |
|
|
| Fisher Pivots for day following 28-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1376 |
1.1376 |
| PP |
1.1360 |
1.1360 |
| S1 |
1.1344 |
1.1344 |
|