CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 08-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2018 |
08-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1681 |
1.1654 |
-0.0027 |
-0.2% |
1.1620 |
| High |
1.1727 |
1.1654 |
-0.0073 |
-0.6% |
1.1669 |
| Low |
1.1680 |
1.1586 |
-0.0094 |
-0.8% |
1.1551 |
| Close |
1.1689 |
1.1586 |
-0.0103 |
-0.9% |
1.1617 |
| Range |
0.0047 |
0.0069 |
0.0022 |
45.7% |
0.0118 |
| ATR |
0.0051 |
0.0055 |
0.0004 |
7.2% |
0.0000 |
| Volume |
18 |
78 |
60 |
333.3% |
169 |
|
| Daily Pivots for day following 08-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1814 |
1.1768 |
1.1623 |
|
| R3 |
1.1745 |
1.1700 |
1.1604 |
|
| R2 |
1.1677 |
1.1677 |
1.1598 |
|
| R1 |
1.1631 |
1.1631 |
1.1592 |
1.1620 |
| PP |
1.1608 |
1.1608 |
1.1608 |
1.1603 |
| S1 |
1.1563 |
1.1563 |
1.1579 |
1.1551 |
| S2 |
1.1540 |
1.1540 |
1.1573 |
|
| S3 |
1.1471 |
1.1494 |
1.1567 |
|
| S4 |
1.1403 |
1.1426 |
1.1548 |
|
|
| 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 |
1.1727 |
1.1586 |
0.0141 |
1.2% |
0.0046 |
0.4% |
0% |
False |
True |
41 |
| 10 |
1.1727 |
1.1551 |
0.0176 |
1.5% |
0.0044 |
0.4% |
20% |
False |
False |
45 |
| 20 |
1.1846 |
1.1551 |
0.0295 |
2.5% |
0.0037 |
0.3% |
12% |
False |
False |
143 |
| 40 |
1.2069 |
1.1551 |
0.0518 |
4.5% |
0.0039 |
0.3% |
7% |
False |
False |
88 |
| 60 |
1.2069 |
1.1551 |
0.0518 |
4.5% |
0.0043 |
0.4% |
7% |
False |
False |
73 |
| 80 |
1.2069 |
1.1551 |
0.0518 |
4.5% |
0.0041 |
0.4% |
7% |
False |
False |
62 |
| 100 |
1.2111 |
1.1551 |
0.0561 |
4.8% |
0.0042 |
0.4% |
6% |
False |
False |
53 |
| 120 |
1.2188 |
1.1551 |
0.0638 |
5.5% |
0.0042 |
0.4% |
5% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1945 |
|
2.618 |
1.1833 |
|
1.618 |
1.1765 |
|
1.000 |
1.1723 |
|
0.618 |
1.1696 |
|
HIGH |
1.1654 |
|
0.618 |
1.1628 |
|
0.500 |
1.1620 |
|
0.382 |
1.1612 |
|
LOW |
1.1586 |
|
0.618 |
1.1543 |
|
1.000 |
1.1517 |
|
1.618 |
1.1475 |
|
2.618 |
1.1406 |
|
4.250 |
1.1294 |
|
|
| Fisher Pivots for day following 08-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1620 |
1.1656 |
| PP |
1.1608 |
1.1633 |
| S1 |
1.1597 |
1.1609 |
|