CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 06-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2018 |
06-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1532 |
1.1537 |
0.0005 |
0.0% |
1.1544 |
| High |
1.1560 |
1.1574 |
0.0014 |
0.1% |
1.1592 |
| Low |
1.1489 |
1.1532 |
0.0043 |
0.4% |
1.1444 |
| Close |
1.1555 |
1.1549 |
-0.0006 |
-0.1% |
1.1521 |
| Range |
0.0071 |
0.0042 |
-0.0030 |
-41.5% |
0.0148 |
| ATR |
0.0073 |
0.0070 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
3,472 |
3,123 |
-349 |
-10.1% |
8,095 |
|
| Daily Pivots for day following 06-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1676 |
1.1654 |
1.1571 |
|
| R3 |
1.1634 |
1.1612 |
1.1560 |
|
| R2 |
1.1593 |
1.1593 |
1.1556 |
|
| R1 |
1.1571 |
1.1571 |
1.1552 |
1.1582 |
| PP |
1.1551 |
1.1551 |
1.1551 |
1.1557 |
| S1 |
1.1529 |
1.1529 |
1.1545 |
1.1540 |
| S2 |
1.1510 |
1.1510 |
1.1541 |
|
| S3 |
1.1468 |
1.1488 |
1.1537 |
|
| S4 |
1.1427 |
1.1446 |
1.1526 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1963 |
1.1890 |
1.1602 |
|
| R3 |
1.1815 |
1.1742 |
1.1562 |
|
| R2 |
1.1667 |
1.1667 |
1.1548 |
|
| R1 |
1.1594 |
1.1594 |
1.1535 |
1.1557 |
| PP |
1.1519 |
1.1519 |
1.1519 |
1.1500 |
| S1 |
1.1446 |
1.1446 |
1.1507 |
1.1409 |
| S2 |
1.1371 |
1.1371 |
1.1494 |
|
| S3 |
1.1223 |
1.1298 |
1.1480 |
|
| S4 |
1.1075 |
1.1150 |
1.1440 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1592 |
1.1444 |
0.0148 |
1.3% |
0.0070 |
0.6% |
71% |
False |
False |
2,316 |
| 10 |
1.1623 |
1.1444 |
0.0179 |
1.5% |
0.0069 |
0.6% |
58% |
False |
False |
1,932 |
| 20 |
1.1777 |
1.1444 |
0.0333 |
2.9% |
0.0069 |
0.6% |
31% |
False |
False |
2,180 |
| 40 |
1.1989 |
1.1444 |
0.0545 |
4.7% |
0.0071 |
0.6% |
19% |
False |
False |
1,414 |
| 60 |
1.1989 |
1.1444 |
0.0545 |
4.7% |
0.0069 |
0.6% |
19% |
False |
False |
973 |
| 80 |
1.1989 |
1.1444 |
0.0545 |
4.7% |
0.0062 |
0.5% |
19% |
False |
False |
740 |
| 100 |
1.2003 |
1.1444 |
0.0559 |
4.8% |
0.0059 |
0.5% |
19% |
False |
False |
599 |
| 120 |
1.2121 |
1.1444 |
0.0677 |
5.9% |
0.0062 |
0.5% |
15% |
False |
False |
508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1750 |
|
2.618 |
1.1682 |
|
1.618 |
1.1641 |
|
1.000 |
1.1615 |
|
0.618 |
1.1599 |
|
HIGH |
1.1574 |
|
0.618 |
1.1558 |
|
0.500 |
1.1553 |
|
0.382 |
1.1548 |
|
LOW |
1.1532 |
|
0.618 |
1.1506 |
|
1.000 |
1.1491 |
|
1.618 |
1.1465 |
|
2.618 |
1.1423 |
|
4.250 |
1.1356 |
|
|
| Fisher Pivots for day following 06-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1553 |
1.1546 |
| PP |
1.1551 |
1.1543 |
| S1 |
1.1550 |
1.1541 |
|