CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 14-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2018 |
14-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1474 |
1.1531 |
0.0057 |
0.5% |
1.1607 |
| High |
1.1513 |
1.1564 |
0.0051 |
0.4% |
1.1727 |
| Low |
1.1454 |
1.1491 |
0.0038 |
0.3% |
1.1559 |
| Close |
1.1494 |
1.1563 |
0.0069 |
0.6% |
1.1564 |
| Range |
0.0059 |
0.0073 |
0.0014 |
22.9% |
0.0168 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
2.0% |
0.0000 |
| Volume |
46 |
95 |
49 |
106.5% |
284 |
|
| Daily Pivots for day following 14-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1757 |
1.1732 |
1.1602 |
|
| R3 |
1.1684 |
1.1660 |
1.1582 |
|
| R2 |
1.1612 |
1.1612 |
1.1576 |
|
| R1 |
1.1587 |
1.1587 |
1.1569 |
1.1599 |
| PP |
1.1539 |
1.1539 |
1.1539 |
1.1545 |
| S1 |
1.1515 |
1.1515 |
1.1556 |
1.1527 |
| S2 |
1.1467 |
1.1467 |
1.1549 |
|
| S3 |
1.1394 |
1.1442 |
1.1543 |
|
| S4 |
1.1322 |
1.1370 |
1.1523 |
|
|
| 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 |
1.1654 |
1.1454 |
0.0201 |
1.7% |
0.0061 |
0.5% |
54% |
False |
False |
70 |
| 10 |
1.1727 |
1.1454 |
0.0273 |
2.4% |
0.0055 |
0.5% |
40% |
False |
False |
49 |
| 20 |
1.1761 |
1.1454 |
0.0308 |
2.7% |
0.0046 |
0.4% |
35% |
False |
False |
55 |
| 40 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0039 |
0.3% |
18% |
False |
False |
92 |
| 60 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0045 |
0.4% |
18% |
False |
False |
76 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0042 |
0.4% |
18% |
False |
False |
64 |
| 100 |
1.2111 |
1.1454 |
0.0658 |
5.7% |
0.0042 |
0.4% |
17% |
False |
False |
55 |
| 120 |
1.2188 |
1.1454 |
0.0735 |
6.4% |
0.0044 |
0.4% |
15% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1872 |
|
2.618 |
1.1753 |
|
1.618 |
1.1681 |
|
1.000 |
1.1636 |
|
0.618 |
1.1608 |
|
HIGH |
1.1564 |
|
0.618 |
1.1536 |
|
0.500 |
1.1527 |
|
0.382 |
1.1519 |
|
LOW |
1.1491 |
|
0.618 |
1.1446 |
|
1.000 |
1.1419 |
|
1.618 |
1.1374 |
|
2.618 |
1.1301 |
|
4.250 |
1.1183 |
|
|
| Fisher Pivots for day following 14-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1551 |
1.1545 |
| PP |
1.1539 |
1.1527 |
| S1 |
1.1527 |
1.1509 |
|