CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 09-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2018 |
09-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1654 |
1.1590 |
-0.0065 |
-0.6% |
1.1607 |
| High |
1.1654 |
1.1590 |
-0.0065 |
-0.6% |
1.1727 |
| Low |
1.1586 |
1.1559 |
-0.0027 |
-0.2% |
1.1559 |
| Close |
1.1586 |
1.1564 |
-0.0022 |
-0.2% |
1.1564 |
| Range |
0.0069 |
0.0031 |
-0.0038 |
-54.7% |
0.0168 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
78 |
82 |
4 |
5.1% |
284 |
|
| Daily Pivots for day following 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1664 |
1.1645 |
1.1581 |
|
| R3 |
1.1633 |
1.1614 |
1.1572 |
|
| R2 |
1.1602 |
1.1602 |
1.1569 |
|
| R1 |
1.1583 |
1.1583 |
1.1566 |
1.1577 |
| PP |
1.1571 |
1.1571 |
1.1571 |
1.1568 |
| S1 |
1.1552 |
1.1552 |
1.1561 |
1.1546 |
| S2 |
1.1540 |
1.1540 |
1.1558 |
|
| S3 |
1.1509 |
1.1521 |
1.1555 |
|
| S4 |
1.1478 |
1.1490 |
1.1546 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2120 |
1.2010 |
1.1656 |
|
| R3 |
1.1952 |
1.1842 |
1.1610 |
|
| R2 |
1.1784 |
1.1784 |
1.1594 |
|
| R1 |
1.1674 |
1.1674 |
1.1579 |
1.1645 |
| PP |
1.1616 |
1.1616 |
1.1616 |
1.1602 |
| S1 |
1.1506 |
1.1506 |
1.1548 |
1.1477 |
| S2 |
1.1448 |
1.1448 |
1.1533 |
|
| S3 |
1.1280 |
1.1338 |
1.1517 |
|
| S4 |
1.1112 |
1.1170 |
1.1471 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1727 |
1.1559 |
0.0168 |
1.5% |
0.0042 |
0.4% |
3% |
False |
True |
56 |
| 10 |
1.1727 |
1.1551 |
0.0176 |
1.5% |
0.0040 |
0.3% |
7% |
False |
False |
45 |
| 20 |
1.1846 |
1.1551 |
0.0295 |
2.6% |
0.0038 |
0.3% |
4% |
False |
False |
146 |
| 40 |
1.2069 |
1.1551 |
0.0518 |
4.5% |
0.0038 |
0.3% |
3% |
False |
False |
89 |
| 60 |
1.2069 |
1.1551 |
0.0518 |
4.5% |
0.0044 |
0.4% |
3% |
False |
False |
74 |
| 80 |
1.2069 |
1.1551 |
0.0518 |
4.5% |
0.0041 |
0.4% |
3% |
False |
False |
62 |
| 100 |
1.2111 |
1.1551 |
0.0561 |
4.8% |
0.0042 |
0.4% |
2% |
False |
False |
54 |
| 120 |
1.2188 |
1.1551 |
0.0638 |
5.5% |
0.0042 |
0.4% |
2% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1721 |
|
2.618 |
1.1671 |
|
1.618 |
1.1640 |
|
1.000 |
1.1621 |
|
0.618 |
1.1609 |
|
HIGH |
1.1590 |
|
0.618 |
1.1578 |
|
0.500 |
1.1574 |
|
0.382 |
1.1570 |
|
LOW |
1.1559 |
|
0.618 |
1.1539 |
|
1.000 |
1.1528 |
|
1.618 |
1.1508 |
|
2.618 |
1.1477 |
|
4.250 |
1.1427 |
|
|
| Fisher Pivots for day following 09-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1574 |
1.1643 |
| PP |
1.1571 |
1.1616 |
| S1 |
1.1567 |
1.1590 |
|