CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 15-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2018 |
15-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1427 |
1.1445 |
0.0018 |
0.2% |
1.1532 |
| High |
1.1477 |
1.1487 |
0.0010 |
0.1% |
1.1645 |
| Low |
1.1395 |
1.1398 |
0.0004 |
0.0% |
1.1449 |
| Close |
1.1468 |
1.1477 |
0.0010 |
0.1% |
1.1468 |
| Range |
0.0083 |
0.0089 |
0.0007 |
7.9% |
0.0196 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.2% |
0.0000 |
| Volume |
8,701 |
13,583 |
4,882 |
56.1% |
11,026 |
|
| Daily Pivots for day following 15-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1721 |
1.1688 |
1.1526 |
|
| R3 |
1.1632 |
1.1599 |
1.1501 |
|
| R2 |
1.1543 |
1.1543 |
1.1493 |
|
| R1 |
1.1510 |
1.1510 |
1.1485 |
1.1527 |
| PP |
1.1454 |
1.1454 |
1.1454 |
1.1462 |
| S1 |
1.1421 |
1.1421 |
1.1469 |
1.1438 |
| S2 |
1.1365 |
1.1365 |
1.1461 |
|
| S3 |
1.1276 |
1.1332 |
1.1453 |
|
| S4 |
1.1187 |
1.1243 |
1.1428 |
|
|
| 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 |
1.1500 |
1.1353 |
0.0147 |
1.3% |
0.0079 |
0.7% |
84% |
False |
False |
5,913 |
| 10 |
1.1645 |
1.1353 |
0.0292 |
2.5% |
0.0079 |
0.7% |
43% |
False |
False |
4,072 |
| 20 |
1.1700 |
1.1353 |
0.0347 |
3.0% |
0.0076 |
0.7% |
36% |
False |
False |
2,964 |
| 40 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0073 |
0.6% |
19% |
False |
False |
2,176 |
| 60 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0072 |
0.6% |
19% |
False |
False |
1,509 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0066 |
0.6% |
19% |
False |
False |
1,140 |
| 100 |
1.2003 |
1.1353 |
0.0650 |
5.7% |
0.0061 |
0.5% |
19% |
False |
False |
921 |
| 120 |
1.2110 |
1.1353 |
0.0757 |
6.6% |
0.0062 |
0.5% |
16% |
False |
False |
775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1865 |
|
2.618 |
1.1720 |
|
1.618 |
1.1631 |
|
1.000 |
1.1576 |
|
0.618 |
1.1542 |
|
HIGH |
1.1487 |
|
0.618 |
1.1453 |
|
0.500 |
1.1443 |
|
0.382 |
1.1432 |
|
LOW |
1.1398 |
|
0.618 |
1.1343 |
|
1.000 |
1.1309 |
|
1.618 |
1.1254 |
|
2.618 |
1.1165 |
|
4.250 |
1.1020 |
|
|
| Fisher Pivots for day following 15-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1466 |
1.1458 |
| PP |
1.1454 |
1.1439 |
| S1 |
1.1443 |
1.1420 |
|