CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 06-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2018 |
06-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1607 |
1.1661 |
0.0054 |
0.5% |
1.1620 |
| High |
1.1650 |
1.1661 |
0.0011 |
0.1% |
1.1669 |
| Low |
1.1607 |
1.1642 |
0.0036 |
0.3% |
1.1551 |
| Close |
1.1650 |
1.1645 |
-0.0005 |
0.0% |
1.1617 |
| Range |
0.0044 |
0.0019 |
-0.0025 |
-57.5% |
0.0118 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-4.6% |
0.0000 |
| Volume |
24 |
82 |
58 |
241.7% |
169 |
|
| Daily Pivots for day following 06-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1705 |
1.1693 |
1.1655 |
|
| R3 |
1.1686 |
1.1675 |
1.1650 |
|
| R2 |
1.1668 |
1.1668 |
1.1648 |
|
| R1 |
1.1656 |
1.1656 |
1.1647 |
1.1653 |
| PP |
1.1649 |
1.1649 |
1.1649 |
1.1647 |
| S1 |
1.1638 |
1.1638 |
1.1643 |
1.1634 |
| S2 |
1.1631 |
1.1631 |
1.1642 |
|
| S3 |
1.1612 |
1.1619 |
1.1640 |
|
| S4 |
1.1594 |
1.1601 |
1.1635 |
|
|
| 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% |
0.0041 |
0.4% |
80% |
False |
False |
25 |
| 10 |
1.1702 |
1.1551 |
0.0152 |
1.3% |
0.0045 |
0.4% |
62% |
False |
False |
41 |
| 20 |
1.1851 |
1.1551 |
0.0300 |
2.6% |
0.0035 |
0.3% |
32% |
False |
False |
147 |
| 40 |
1.2069 |
1.1551 |
0.0518 |
4.4% |
0.0039 |
0.3% |
18% |
False |
False |
87 |
| 60 |
1.2069 |
1.1551 |
0.0518 |
4.4% |
0.0043 |
0.4% |
18% |
False |
False |
71 |
| 80 |
1.2069 |
1.1551 |
0.0518 |
4.4% |
0.0042 |
0.4% |
18% |
False |
False |
61 |
| 100 |
1.2111 |
1.1551 |
0.0561 |
4.8% |
0.0041 |
0.4% |
17% |
False |
False |
52 |
| 120 |
1.2188 |
1.1551 |
0.0638 |
5.5% |
0.0042 |
0.4% |
15% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1739 |
|
2.618 |
1.1709 |
|
1.618 |
1.1690 |
|
1.000 |
1.1679 |
|
0.618 |
1.1672 |
|
HIGH |
1.1661 |
|
0.618 |
1.1653 |
|
0.500 |
1.1651 |
|
0.382 |
1.1649 |
|
LOW |
1.1642 |
|
0.618 |
1.1631 |
|
1.000 |
1.1624 |
|
1.618 |
1.1612 |
|
2.618 |
1.1594 |
|
4.250 |
1.1563 |
|
|
| Fisher Pivots for day following 06-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1651 |
1.1643 |
| PP |
1.1649 |
1.1640 |
| S1 |
1.1647 |
1.1638 |
|