CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 29-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2018 |
29-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1312 |
1.1382 |
0.0070 |
0.6% |
1.1442 |
| High |
1.1406 |
1.1416 |
0.0010 |
0.1% |
1.1495 |
| Low |
1.1283 |
1.1363 |
0.0080 |
0.7% |
1.1350 |
| Close |
1.1392 |
1.1404 |
0.0012 |
0.1% |
1.1355 |
| Range |
0.0123 |
0.0053 |
-0.0070 |
-56.7% |
0.0145 |
| ATR |
0.0085 |
0.0082 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
242,326 |
220,747 |
-21,579 |
-8.9% |
733,033 |
|
| Daily Pivots for day following 29-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1553 |
1.1532 |
1.1433 |
|
| R3 |
1.1500 |
1.1479 |
1.1419 |
|
| R2 |
1.1447 |
1.1447 |
1.1414 |
|
| R1 |
1.1426 |
1.1426 |
1.1409 |
1.1436 |
| PP |
1.1394 |
1.1394 |
1.1394 |
1.1399 |
| S1 |
1.1373 |
1.1373 |
1.1399 |
1.1383 |
| S2 |
1.1341 |
1.1341 |
1.1394 |
|
| S3 |
1.1288 |
1.1320 |
1.1389 |
|
| S4 |
1.1235 |
1.1267 |
1.1375 |
|
|
| 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% |
0.0081 |
0.7% |
71% |
False |
False |
203,086 |
| 10 |
1.1495 |
1.1283 |
0.0212 |
1.9% |
0.0084 |
0.7% |
57% |
False |
False |
200,774 |
| 20 |
1.1546 |
1.1246 |
0.0300 |
2.6% |
0.0085 |
0.7% |
53% |
False |
False |
209,112 |
| 40 |
1.1678 |
1.1246 |
0.0433 |
3.8% |
0.0079 |
0.7% |
37% |
False |
False |
216,089 |
| 60 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0081 |
0.7% |
24% |
False |
False |
213,843 |
| 80 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0082 |
0.7% |
24% |
False |
False |
161,704 |
| 100 |
1.1900 |
1.1246 |
0.0655 |
5.7% |
0.0078 |
0.7% |
24% |
False |
False |
129,440 |
| 120 |
1.2010 |
1.1246 |
0.0765 |
6.7% |
0.0080 |
0.7% |
21% |
False |
False |
107,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1641 |
|
2.618 |
1.1554 |
|
1.618 |
1.1501 |
|
1.000 |
1.1469 |
|
0.618 |
1.1448 |
|
HIGH |
1.1416 |
|
0.618 |
1.1395 |
|
0.500 |
1.1389 |
|
0.382 |
1.1383 |
|
LOW |
1.1363 |
|
0.618 |
1.1330 |
|
1.000 |
1.1310 |
|
1.618 |
1.1277 |
|
2.618 |
1.1224 |
|
4.250 |
1.1137 |
|
|
| Fisher Pivots for day following 29-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1399 |
1.1386 |
| PP |
1.1394 |
1.1368 |
| S1 |
1.1389 |
1.1349 |
|