CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 01-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2018 |
01-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1482 |
1.1456 |
-0.0026 |
-0.2% |
1.1668 |
| High |
1.1495 |
1.1562 |
0.0067 |
0.6% |
1.1700 |
| Low |
1.1444 |
1.1456 |
0.0012 |
0.1% |
1.1484 |
| Close |
1.1455 |
1.1547 |
0.0092 |
0.8% |
1.1555 |
| Range |
0.0051 |
0.0107 |
0.0056 |
108.8% |
0.0216 |
| ATR |
0.0069 |
0.0072 |
0.0003 |
3.9% |
0.0000 |
| Volume |
2,457 |
860 |
-1,597 |
-65.0% |
10,571 |
|
| Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1841 |
1.1800 |
1.1605 |
|
| R3 |
1.1734 |
1.1694 |
1.1576 |
|
| R2 |
1.1628 |
1.1628 |
1.1566 |
|
| R1 |
1.1587 |
1.1587 |
1.1556 |
1.1608 |
| PP |
1.1521 |
1.1521 |
1.1521 |
1.1532 |
| S1 |
1.1481 |
1.1481 |
1.1537 |
1.1501 |
| S2 |
1.1415 |
1.1415 |
1.1527 |
|
| S3 |
1.1308 |
1.1374 |
1.1517 |
|
| S4 |
1.1202 |
1.1268 |
1.1488 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2228 |
1.2107 |
1.1673 |
|
| R3 |
1.2012 |
1.1891 |
1.1614 |
|
| R2 |
1.1796 |
1.1796 |
1.1594 |
|
| R1 |
1.1675 |
1.1675 |
1.1574 |
1.1627 |
| PP |
1.1580 |
1.1580 |
1.1580 |
1.1556 |
| S1 |
1.1459 |
1.1459 |
1.1535 |
1.1411 |
| S2 |
1.1364 |
1.1364 |
1.1515 |
|
| S3 |
1.1148 |
1.1243 |
1.1495 |
|
| S4 |
1.0932 |
1.1027 |
1.1436 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1562 |
1.1444 |
0.0118 |
1.0% |
0.0066 |
0.6% |
87% |
True |
False |
1,438 |
| 10 |
1.1700 |
1.1444 |
0.0256 |
2.2% |
0.0073 |
0.6% |
40% |
False |
False |
1,856 |
| 20 |
1.1777 |
1.1444 |
0.0333 |
2.9% |
0.0069 |
0.6% |
31% |
False |
False |
1,907 |
| 40 |
1.1989 |
1.1444 |
0.0545 |
4.7% |
0.0072 |
0.6% |
19% |
False |
False |
1,216 |
| 60 |
1.1989 |
1.1444 |
0.0545 |
4.7% |
0.0070 |
0.6% |
19% |
False |
False |
838 |
| 80 |
1.1989 |
1.1444 |
0.0545 |
4.7% |
0.0061 |
0.5% |
19% |
False |
False |
638 |
| 100 |
1.2097 |
1.1444 |
0.0653 |
5.7% |
0.0061 |
0.5% |
16% |
False |
False |
518 |
| 120 |
1.2222 |
1.1444 |
0.0778 |
6.7% |
0.0062 |
0.5% |
13% |
False |
False |
439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2015 |
|
2.618 |
1.1841 |
|
1.618 |
1.1734 |
|
1.000 |
1.1669 |
|
0.618 |
1.1628 |
|
HIGH |
1.1562 |
|
0.618 |
1.1521 |
|
0.500 |
1.1509 |
|
0.382 |
1.1496 |
|
LOW |
1.1456 |
|
0.618 |
1.1390 |
|
1.000 |
1.1349 |
|
1.618 |
1.1283 |
|
2.618 |
1.1177 |
|
4.250 |
1.1003 |
|
|
| Fisher Pivots for day following 01-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1534 |
1.1532 |
| PP |
1.1521 |
1.1518 |
| S1 |
1.1509 |
1.1503 |
|