CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 28-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2018 |
28-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1446 |
1.1407 |
-0.0039 |
-0.3% |
1.1540 |
| High |
1.1457 |
1.1497 |
0.0040 |
0.3% |
1.1592 |
| Low |
1.1391 |
1.1380 |
-0.0011 |
-0.1% |
1.1451 |
| Close |
1.1408 |
1.1488 |
0.0080 |
0.7% |
1.1453 |
| Range |
0.0067 |
0.0118 |
0.0051 |
76.7% |
0.0141 |
| ATR |
0.0078 |
0.0080 |
0.0003 |
3.7% |
0.0000 |
| Volume |
15,929 |
15,334 |
-595 |
-3.7% |
25,283 |
|
| Daily Pivots for day following 28-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1807 |
1.1765 |
1.1552 |
|
| R3 |
1.1690 |
1.1647 |
1.1520 |
|
| R2 |
1.1572 |
1.1572 |
1.1509 |
|
| R1 |
1.1530 |
1.1530 |
1.1498 |
1.1551 |
| PP |
1.1455 |
1.1455 |
1.1455 |
1.1465 |
| S1 |
1.1412 |
1.1412 |
1.1477 |
1.1434 |
| S2 |
1.1337 |
1.1337 |
1.1466 |
|
| S3 |
1.1220 |
1.1295 |
1.1455 |
|
| S4 |
1.1102 |
1.1177 |
1.1423 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1921 |
1.1828 |
1.1531 |
|
| R3 |
1.1780 |
1.1687 |
1.1492 |
|
| R2 |
1.1639 |
1.1639 |
1.1479 |
|
| R1 |
1.1546 |
1.1546 |
1.1466 |
1.1522 |
| PP |
1.1498 |
1.1498 |
1.1498 |
1.1486 |
| S1 |
1.1405 |
1.1405 |
1.1440 |
1.1381 |
| S2 |
1.1357 |
1.1357 |
1.1427 |
|
| S3 |
1.1216 |
1.1264 |
1.1414 |
|
| S4 |
1.1075 |
1.1123 |
1.1375 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1550 |
1.1380 |
0.0170 |
1.5% |
0.0080 |
0.7% |
64% |
False |
True |
9,120 |
| 10 |
1.1592 |
1.1380 |
0.0212 |
1.8% |
0.0084 |
0.7% |
51% |
False |
True |
9,068 |
| 20 |
1.1645 |
1.1353 |
0.0292 |
2.5% |
0.0081 |
0.7% |
46% |
False |
False |
5,622 |
| 40 |
1.1777 |
1.1353 |
0.0424 |
3.7% |
0.0076 |
0.7% |
32% |
False |
False |
3,779 |
| 60 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0074 |
0.6% |
21% |
False |
False |
2,634 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0071 |
0.6% |
21% |
False |
False |
1,993 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0065 |
0.6% |
21% |
False |
False |
1,602 |
| 120 |
1.2097 |
1.1353 |
0.0744 |
6.5% |
0.0063 |
0.6% |
18% |
False |
False |
1,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1996 |
|
2.618 |
1.1805 |
|
1.618 |
1.1687 |
|
1.000 |
1.1615 |
|
0.618 |
1.1570 |
|
HIGH |
1.1497 |
|
0.618 |
1.1452 |
|
0.500 |
1.1438 |
|
0.382 |
1.1424 |
|
LOW |
1.1380 |
|
0.618 |
1.1307 |
|
1.000 |
1.1262 |
|
1.618 |
1.1189 |
|
2.618 |
1.1072 |
|
4.250 |
1.0880 |
|
|
| Fisher Pivots for day following 28-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1471 |
1.1471 |
| PP |
1.1455 |
1.1455 |
| S1 |
1.1438 |
1.1439 |
|