CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 05-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2018 |
05-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1669 |
1.1607 |
-0.0062 |
-0.5% |
1.1620 |
| High |
1.1669 |
1.1650 |
-0.0019 |
-0.2% |
1.1669 |
| Low |
1.1617 |
1.1607 |
-0.0011 |
-0.1% |
1.1551 |
| Close |
1.1617 |
1.1650 |
0.0033 |
0.3% |
1.1617 |
| Range |
0.0052 |
0.0044 |
-0.0008 |
-15.5% |
0.0118 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
6 |
24 |
18 |
300.0% |
169 |
|
| Daily Pivots for day following 05-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1766 |
1.1752 |
1.1674 |
|
| R3 |
1.1723 |
1.1708 |
1.1662 |
|
| R2 |
1.1679 |
1.1679 |
1.1658 |
|
| R1 |
1.1665 |
1.1665 |
1.1654 |
1.1672 |
| PP |
1.1636 |
1.1636 |
1.1636 |
1.1639 |
| S1 |
1.1621 |
1.1621 |
1.1646 |
1.1628 |
| S2 |
1.1592 |
1.1592 |
1.1642 |
|
| S3 |
1.1549 |
1.1578 |
1.1638 |
|
| S4 |
1.1505 |
1.1534 |
1.1626 |
|
|
| 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% |
0.0044 |
0.4% |
84% |
False |
False |
22 |
| 10 |
1.1727 |
1.1551 |
0.0177 |
1.5% |
0.0046 |
0.4% |
56% |
False |
False |
36 |
| 20 |
1.1851 |
1.1551 |
0.0300 |
2.6% |
0.0034 |
0.3% |
33% |
False |
False |
144 |
| 40 |
1.2069 |
1.1551 |
0.0518 |
4.4% |
0.0040 |
0.3% |
19% |
False |
False |
86 |
| 60 |
1.2069 |
1.1551 |
0.0518 |
4.4% |
0.0044 |
0.4% |
19% |
False |
False |
72 |
| 80 |
1.2069 |
1.1551 |
0.0518 |
4.4% |
0.0041 |
0.4% |
19% |
False |
False |
60 |
| 100 |
1.2111 |
1.1551 |
0.0561 |
4.8% |
0.0041 |
0.4% |
18% |
False |
False |
51 |
| 120 |
1.2196 |
1.1551 |
0.0645 |
5.5% |
0.0042 |
0.4% |
15% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1835 |
|
2.618 |
1.1764 |
|
1.618 |
1.1720 |
|
1.000 |
1.1694 |
|
0.618 |
1.1677 |
|
HIGH |
1.1650 |
|
0.618 |
1.1633 |
|
0.500 |
1.1628 |
|
0.382 |
1.1623 |
|
LOW |
1.1607 |
|
0.618 |
1.1580 |
|
1.000 |
1.1563 |
|
1.618 |
1.1536 |
|
2.618 |
1.1493 |
|
4.250 |
1.1422 |
|
|
| Fisher Pivots for day following 05-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1643 |
1.1639 |
| PP |
1.1636 |
1.1627 |
| S1 |
1.1628 |
1.1616 |
|