CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 30-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2018 |
30-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1382 |
1.1403 |
0.0021 |
0.2% |
1.1355 |
| High |
1.1416 |
1.1414 |
-0.0002 |
0.0% |
1.1416 |
| Low |
1.1363 |
1.1318 |
-0.0045 |
-0.4% |
1.1283 |
| Close |
1.1404 |
1.1322 |
-0.0082 |
-0.7% |
1.1322 |
| Range |
0.0053 |
0.0096 |
0.0043 |
80.2% |
0.0133 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.1% |
0.0000 |
| Volume |
220,747 |
202,672 |
-18,075 |
-8.2% |
1,014,310 |
|
| Daily Pivots for day following 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1638 |
1.1575 |
1.1375 |
|
| R3 |
1.1542 |
1.1480 |
1.1348 |
|
| R2 |
1.1447 |
1.1447 |
1.1340 |
|
| R1 |
1.1384 |
1.1384 |
1.1331 |
1.1368 |
| PP |
1.1351 |
1.1351 |
1.1351 |
1.1343 |
| S1 |
1.1289 |
1.1289 |
1.1313 |
1.1272 |
| S2 |
1.1256 |
1.1256 |
1.1304 |
|
| S3 |
1.1160 |
1.1193 |
1.1296 |
|
| S4 |
1.1065 |
1.1098 |
1.1269 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1738 |
1.1662 |
1.1395 |
|
| R3 |
1.1605 |
1.1530 |
1.1358 |
|
| R2 |
1.1473 |
1.1473 |
1.1346 |
|
| R1 |
1.1397 |
1.1397 |
1.1334 |
1.1369 |
| PP |
1.1340 |
1.1340 |
1.1340 |
1.1326 |
| S1 |
1.1265 |
1.1265 |
1.1310 |
1.1236 |
| S2 |
1.1208 |
1.1208 |
1.1298 |
|
| S3 |
1.1075 |
1.1132 |
1.1286 |
|
| S4 |
1.0943 |
1.1000 |
1.1249 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1416 |
1.1283 |
0.0133 |
1.2% |
0.0080 |
0.7% |
29% |
False |
False |
202,862 |
| 10 |
1.1495 |
1.1283 |
0.0212 |
1.9% |
0.0085 |
0.7% |
18% |
False |
False |
196,765 |
| 20 |
1.1546 |
1.1246 |
0.0300 |
2.6% |
0.0084 |
0.7% |
26% |
False |
False |
206,821 |
| 40 |
1.1678 |
1.1246 |
0.0433 |
3.8% |
0.0079 |
0.7% |
18% |
False |
False |
215,331 |
| 60 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0082 |
0.7% |
12% |
False |
False |
216,893 |
| 80 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0082 |
0.7% |
12% |
False |
False |
164,232 |
| 100 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0078 |
0.7% |
12% |
False |
False |
131,464 |
| 120 |
1.2010 |
1.1246 |
0.0765 |
6.8% |
0.0080 |
0.7% |
10% |
False |
False |
109,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1819 |
|
2.618 |
1.1664 |
|
1.618 |
1.1568 |
|
1.000 |
1.1509 |
|
0.618 |
1.1473 |
|
HIGH |
1.1414 |
|
0.618 |
1.1377 |
|
0.500 |
1.1366 |
|
0.382 |
1.1354 |
|
LOW |
1.1318 |
|
0.618 |
1.1259 |
|
1.000 |
1.1223 |
|
1.618 |
1.1163 |
|
2.618 |
1.1068 |
|
4.250 |
1.0912 |
|
|
| Fisher Pivots for day following 30-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1366 |
1.1349 |
| PP |
1.1351 |
1.1340 |
| S1 |
1.1337 |
1.1331 |
|