CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 14-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2018 |
14-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1354 |
1.1427 |
0.0073 |
0.6% |
1.1532 |
| High |
1.1422 |
1.1477 |
0.0055 |
0.5% |
1.1645 |
| Low |
1.1353 |
1.1395 |
0.0042 |
0.4% |
1.1449 |
| Close |
1.1399 |
1.1468 |
0.0069 |
0.6% |
1.1468 |
| Range |
0.0069 |
0.0083 |
0.0014 |
19.6% |
0.0196 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.6% |
0.0000 |
| Volume |
4,616 |
8,701 |
4,085 |
88.5% |
11,026 |
|
| Daily Pivots for day following 14-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1694 |
1.1663 |
1.1513 |
|
| R3 |
1.1611 |
1.1581 |
1.1490 |
|
| R2 |
1.1529 |
1.1529 |
1.1483 |
|
| R1 |
1.1498 |
1.1498 |
1.1475 |
1.1514 |
| PP |
1.1446 |
1.1446 |
1.1446 |
1.1454 |
| S1 |
1.1416 |
1.1416 |
1.1460 |
1.1431 |
| S2 |
1.1364 |
1.1364 |
1.1452 |
|
| S3 |
1.1281 |
1.1333 |
1.1445 |
|
| S4 |
1.1199 |
1.1251 |
1.1422 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2107 |
1.1983 |
1.1575 |
|
| R3 |
1.1911 |
1.1787 |
1.1521 |
|
| R2 |
1.1716 |
1.1716 |
1.1503 |
|
| R1 |
1.1592 |
1.1592 |
1.1485 |
1.1556 |
| PP |
1.1520 |
1.1520 |
1.1520 |
1.1503 |
| S1 |
1.1396 |
1.1396 |
1.1450 |
1.1361 |
| S2 |
1.1325 |
1.1325 |
1.1432 |
|
| S3 |
1.1129 |
1.1201 |
1.1414 |
|
| S4 |
1.0934 |
1.1005 |
1.1360 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1580 |
1.1353 |
0.0227 |
2.0% |
0.0081 |
0.7% |
51% |
False |
False |
3,451 |
| 10 |
1.1645 |
1.1353 |
0.0292 |
2.5% |
0.0081 |
0.7% |
39% |
False |
False |
2,800 |
| 20 |
1.1700 |
1.1353 |
0.0347 |
3.0% |
0.0076 |
0.7% |
33% |
False |
False |
2,382 |
| 40 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0074 |
0.6% |
18% |
False |
False |
1,853 |
| 60 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0071 |
0.6% |
18% |
False |
False |
1,283 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0065 |
0.6% |
18% |
False |
False |
970 |
| 100 |
1.2003 |
1.1353 |
0.0650 |
5.7% |
0.0061 |
0.5% |
18% |
False |
False |
785 |
| 120 |
1.2110 |
1.1353 |
0.0757 |
6.6% |
0.0063 |
0.5% |
15% |
False |
False |
663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1828 |
|
2.618 |
1.1693 |
|
1.618 |
1.1610 |
|
1.000 |
1.1560 |
|
0.618 |
1.1528 |
|
HIGH |
1.1477 |
|
0.618 |
1.1445 |
|
0.500 |
1.1436 |
|
0.382 |
1.1426 |
|
LOW |
1.1395 |
|
0.618 |
1.1344 |
|
1.000 |
1.1312 |
|
1.618 |
1.1261 |
|
2.618 |
1.1179 |
|
4.250 |
1.1044 |
|
|
| Fisher Pivots for day following 14-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1457 |
1.1450 |
| PP |
1.1446 |
1.1433 |
| S1 |
1.1436 |
1.1415 |
|