CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 02-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2018 |
02-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1563 |
1.1669 |
0.0106 |
0.9% |
1.1620 |
| High |
1.1645 |
1.1669 |
0.0024 |
0.2% |
1.1669 |
| Low |
1.1563 |
1.1617 |
0.0055 |
0.5% |
1.1551 |
| Close |
1.1643 |
1.1617 |
-0.0026 |
-0.2% |
1.1617 |
| Range |
0.0082 |
0.0052 |
-0.0031 |
-37.2% |
0.0118 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
12 |
6 |
-6 |
-50.0% |
169 |
|
| Daily Pivots for day following 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1789 |
1.1754 |
1.1645 |
|
| R3 |
1.1737 |
1.1703 |
1.1631 |
|
| R2 |
1.1686 |
1.1686 |
1.1626 |
|
| R1 |
1.1651 |
1.1651 |
1.1622 |
1.1643 |
| PP |
1.1634 |
1.1634 |
1.1634 |
1.1630 |
| S1 |
1.1600 |
1.1600 |
1.1612 |
1.1591 |
| S2 |
1.1583 |
1.1583 |
1.1608 |
|
| S3 |
1.1531 |
1.1548 |
1.1603 |
|
| S4 |
1.1480 |
1.1497 |
1.1589 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1966 |
1.1910 |
1.1682 |
|
| R3 |
1.1848 |
1.1792 |
1.1649 |
|
| R2 |
1.1730 |
1.1730 |
1.1639 |
|
| R1 |
1.1674 |
1.1674 |
1.1628 |
1.1643 |
| PP |
1.1612 |
1.1612 |
1.1612 |
1.1597 |
| S1 |
1.1556 |
1.1556 |
1.1606 |
1.1525 |
| S2 |
1.1494 |
1.1494 |
1.1595 |
|
| S3 |
1.1376 |
1.1438 |
1.1585 |
|
| S4 |
1.1258 |
1.1320 |
1.1552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1669 |
1.1551 |
0.0118 |
1.0% |
0.0038 |
0.3% |
56% |
True |
False |
33 |
| 10 |
1.1761 |
1.1551 |
0.0211 |
1.8% |
0.0046 |
0.4% |
32% |
False |
False |
50 |
| 20 |
1.1851 |
1.1551 |
0.0300 |
2.6% |
0.0033 |
0.3% |
22% |
False |
False |
143 |
| 40 |
1.2069 |
1.1551 |
0.0518 |
4.5% |
0.0041 |
0.4% |
13% |
False |
False |
86 |
| 60 |
1.2069 |
1.1551 |
0.0518 |
4.5% |
0.0045 |
0.4% |
13% |
False |
False |
72 |
| 80 |
1.2069 |
1.1551 |
0.0518 |
4.5% |
0.0042 |
0.4% |
13% |
False |
False |
60 |
| 100 |
1.2176 |
1.1551 |
0.0625 |
5.4% |
0.0043 |
0.4% |
11% |
False |
False |
51 |
| 120 |
1.2213 |
1.1551 |
0.0662 |
5.7% |
0.0042 |
0.4% |
10% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1887 |
|
2.618 |
1.1803 |
|
1.618 |
1.1752 |
|
1.000 |
1.1720 |
|
0.618 |
1.1700 |
|
HIGH |
1.1669 |
|
0.618 |
1.1649 |
|
0.500 |
1.1643 |
|
0.382 |
1.1637 |
|
LOW |
1.1617 |
|
0.618 |
1.1585 |
|
1.000 |
1.1566 |
|
1.618 |
1.1534 |
|
2.618 |
1.1482 |
|
4.250 |
1.1398 |
|
|
| Fisher Pivots for day following 02-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1643 |
1.1615 |
| PP |
1.1634 |
1.1612 |
| S1 |
1.1626 |
1.1610 |
|