CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 16-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2018 |
16-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1540 |
1.1578 |
0.0039 |
0.3% |
1.1536 |
| High |
1.1580 |
1.1632 |
0.0053 |
0.5% |
1.1632 |
| Low |
1.1522 |
1.1558 |
0.0036 |
0.3% |
1.1454 |
| Close |
1.1571 |
1.1632 |
0.0061 |
0.5% |
1.1632 |
| Range |
0.0058 |
0.0075 |
0.0017 |
28.4% |
0.0179 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
2.0% |
0.0000 |
| Volume |
2,085 |
2,095 |
10 |
0.5% |
4,374 |
|
| Daily Pivots for day following 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1831 |
1.1806 |
1.1673 |
|
| R3 |
1.1756 |
1.1731 |
1.1652 |
|
| R2 |
1.1682 |
1.1682 |
1.1646 |
|
| R1 |
1.1657 |
1.1657 |
1.1639 |
1.1669 |
| PP |
1.1607 |
1.1607 |
1.1607 |
1.1613 |
| S1 |
1.1582 |
1.1582 |
1.1625 |
1.1595 |
| S2 |
1.1533 |
1.1533 |
1.1618 |
|
| S3 |
1.1458 |
1.1508 |
1.1612 |
|
| S4 |
1.1384 |
1.1433 |
1.1591 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2108 |
1.2049 |
1.1730 |
|
| R3 |
1.1930 |
1.1870 |
1.1681 |
|
| R2 |
1.1751 |
1.1751 |
1.1665 |
|
| R1 |
1.1692 |
1.1692 |
1.1648 |
1.1721 |
| PP |
1.1573 |
1.1573 |
1.1573 |
1.1587 |
| S1 |
1.1513 |
1.1513 |
1.1616 |
1.1543 |
| S2 |
1.1394 |
1.1394 |
1.1599 |
|
| S3 |
1.1216 |
1.1335 |
1.1583 |
|
| S4 |
1.1037 |
1.1156 |
1.1534 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1632 |
1.1454 |
0.0179 |
1.5% |
0.0067 |
0.6% |
100% |
True |
False |
874 |
| 10 |
1.1727 |
1.1454 |
0.0273 |
2.3% |
0.0054 |
0.5% |
65% |
False |
False |
465 |
| 20 |
1.1761 |
1.1454 |
0.0308 |
2.6% |
0.0050 |
0.4% |
58% |
False |
False |
258 |
| 40 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0041 |
0.4% |
29% |
False |
False |
196 |
| 60 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0046 |
0.4% |
29% |
False |
False |
145 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0042 |
0.4% |
29% |
False |
False |
114 |
| 100 |
1.2111 |
1.1454 |
0.0658 |
5.7% |
0.0042 |
0.4% |
27% |
False |
False |
96 |
| 120 |
1.2188 |
1.1454 |
0.0735 |
6.3% |
0.0043 |
0.4% |
24% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1949 |
|
2.618 |
1.1827 |
|
1.618 |
1.1753 |
|
1.000 |
1.1707 |
|
0.618 |
1.1678 |
|
HIGH |
1.1632 |
|
0.618 |
1.1604 |
|
0.500 |
1.1595 |
|
0.382 |
1.1586 |
|
LOW |
1.1558 |
|
0.618 |
1.1511 |
|
1.000 |
1.1483 |
|
1.618 |
1.1437 |
|
2.618 |
1.1362 |
|
4.250 |
1.1241 |
|
|
| Fisher Pivots for day following 16-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1620 |
1.1609 |
| PP |
1.1607 |
1.1585 |
| S1 |
1.1595 |
1.1562 |
|