CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 19-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2018 |
19-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1449 |
1.1540 |
0.0091 |
0.8% |
1.1452 |
| High |
1.1545 |
1.1585 |
0.0040 |
0.3% |
1.1545 |
| Low |
1.1446 |
1.1523 |
0.0077 |
0.7% |
1.1353 |
| Close |
1.1537 |
1.1576 |
0.0039 |
0.3% |
1.1537 |
| Range |
0.0100 |
0.0063 |
-0.0037 |
-37.2% |
0.0192 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
6,786 |
1,874 |
-4,912 |
-72.4% |
34,811 |
|
| Daily Pivots for day following 19-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1749 |
1.1725 |
1.1610 |
|
| R3 |
1.1686 |
1.1662 |
1.1593 |
|
| R2 |
1.1624 |
1.1624 |
1.1587 |
|
| R1 |
1.1600 |
1.1600 |
1.1582 |
1.1612 |
| PP |
1.1561 |
1.1561 |
1.1561 |
1.1567 |
| S1 |
1.1537 |
1.1537 |
1.1570 |
1.1549 |
| S2 |
1.1499 |
1.1499 |
1.1565 |
|
| S3 |
1.1436 |
1.1475 |
1.1559 |
|
| S4 |
1.1374 |
1.1412 |
1.1542 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2054 |
1.1988 |
1.1643 |
|
| R3 |
1.1862 |
1.1796 |
1.1590 |
|
| R2 |
1.1670 |
1.1670 |
1.1572 |
|
| R1 |
1.1604 |
1.1604 |
1.1555 |
1.1637 |
| PP |
1.1478 |
1.1478 |
1.1478 |
1.1495 |
| S1 |
1.1412 |
1.1412 |
1.1519 |
1.1445 |
| S2 |
1.1286 |
1.1286 |
1.1502 |
|
| S3 |
1.1094 |
1.1220 |
1.1484 |
|
| S4 |
1.0902 |
1.1028 |
1.1431 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1585 |
1.1353 |
0.0232 |
2.0% |
0.0081 |
0.7% |
96% |
True |
False |
7,112 |
| 10 |
1.1645 |
1.1353 |
0.0292 |
2.5% |
0.0080 |
0.7% |
77% |
False |
False |
4,423 |
| 20 |
1.1645 |
1.1353 |
0.0292 |
2.5% |
0.0075 |
0.6% |
77% |
False |
False |
3,256 |
| 40 |
1.1969 |
1.1353 |
0.0616 |
5.3% |
0.0074 |
0.6% |
36% |
False |
False |
2,377 |
| 60 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0072 |
0.6% |
35% |
False |
False |
1,652 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0067 |
0.6% |
35% |
False |
False |
1,248 |
| 100 |
1.2003 |
1.1353 |
0.0650 |
5.6% |
0.0061 |
0.5% |
34% |
False |
False |
1,007 |
| 120 |
1.2110 |
1.1353 |
0.0757 |
6.5% |
0.0062 |
0.5% |
29% |
False |
False |
846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1851 |
|
2.618 |
1.1749 |
|
1.618 |
1.1686 |
|
1.000 |
1.1648 |
|
0.618 |
1.1624 |
|
HIGH |
1.1585 |
|
0.618 |
1.1561 |
|
0.500 |
1.1554 |
|
0.382 |
1.1546 |
|
LOW |
1.1523 |
|
0.618 |
1.1484 |
|
1.000 |
1.1460 |
|
1.618 |
1.1421 |
|
2.618 |
1.1359 |
|
4.250 |
1.1257 |
|
|
| Fisher Pivots for day following 19-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1569 |
1.1548 |
| PP |
1.1561 |
1.1520 |
| S1 |
1.1554 |
1.1492 |
|