CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 01-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2018 |
01-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1560 |
1.1563 |
0.0003 |
0.0% |
1.1761 |
| High |
1.1560 |
1.1645 |
0.0085 |
0.7% |
1.1761 |
| Low |
1.1551 |
1.1563 |
0.0012 |
0.1% |
1.1577 |
| Close |
1.1551 |
1.1643 |
0.0093 |
0.8% |
1.1651 |
| Range |
0.0010 |
0.0082 |
0.0073 |
763.2% |
0.0185 |
| ATR |
0.0049 |
0.0052 |
0.0003 |
6.6% |
0.0000 |
| Volume |
3 |
12 |
9 |
300.0% |
335 |
|
| Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1863 |
1.1835 |
1.1688 |
|
| R3 |
1.1781 |
1.1753 |
1.1666 |
|
| R2 |
1.1699 |
1.1699 |
1.1658 |
|
| R1 |
1.1671 |
1.1671 |
1.1651 |
1.1685 |
| PP |
1.1617 |
1.1617 |
1.1617 |
1.1624 |
| S1 |
1.1589 |
1.1589 |
1.1635 |
1.1603 |
| S2 |
1.1535 |
1.1535 |
1.1628 |
|
| S3 |
1.1453 |
1.1507 |
1.1620 |
|
| S4 |
1.1371 |
1.1425 |
1.1598 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2216 |
1.2118 |
1.1752 |
|
| R3 |
1.2032 |
1.1933 |
1.1701 |
|
| R2 |
1.1847 |
1.1847 |
1.1684 |
|
| R1 |
1.1749 |
1.1749 |
1.1667 |
1.1706 |
| PP |
1.1663 |
1.1663 |
1.1663 |
1.1641 |
| S1 |
1.1564 |
1.1564 |
1.1634 |
1.1521 |
| S2 |
1.1478 |
1.1478 |
1.1617 |
|
| S3 |
1.1294 |
1.1380 |
1.1600 |
|
| S4 |
1.1109 |
1.1195 |
1.1549 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1651 |
1.1551 |
0.0100 |
0.9% |
0.0043 |
0.4% |
93% |
False |
False |
49 |
| 10 |
1.1761 |
1.1551 |
0.0211 |
1.8% |
0.0044 |
0.4% |
44% |
False |
False |
58 |
| 20 |
1.1851 |
1.1551 |
0.0300 |
2.6% |
0.0031 |
0.3% |
31% |
False |
False |
142 |
| 40 |
1.2069 |
1.1551 |
0.0518 |
4.4% |
0.0041 |
0.4% |
18% |
False |
False |
87 |
| 60 |
1.2069 |
1.1551 |
0.0518 |
4.4% |
0.0044 |
0.4% |
18% |
False |
False |
72 |
| 80 |
1.2069 |
1.1551 |
0.0518 |
4.4% |
0.0041 |
0.4% |
18% |
False |
False |
60 |
| 100 |
1.2176 |
1.1551 |
0.0625 |
5.4% |
0.0043 |
0.4% |
15% |
False |
False |
51 |
| 120 |
1.2295 |
1.1551 |
0.0745 |
6.4% |
0.0042 |
0.4% |
12% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1993 |
|
2.618 |
1.1859 |
|
1.618 |
1.1777 |
|
1.000 |
1.1727 |
|
0.618 |
1.1695 |
|
HIGH |
1.1645 |
|
0.618 |
1.1613 |
|
0.500 |
1.1604 |
|
0.382 |
1.1594 |
|
LOW |
1.1563 |
|
0.618 |
1.1512 |
|
1.000 |
1.1481 |
|
1.618 |
1.1430 |
|
2.618 |
1.1348 |
|
4.250 |
1.1214 |
|
|
| Fisher Pivots for day following 01-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1630 |
1.1628 |
| PP |
1.1617 |
1.1613 |
| S1 |
1.1604 |
1.1598 |
|