CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 20-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2018 |
20-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1623 |
1.1674 |
0.0051 |
0.4% |
1.1536 |
| High |
1.1670 |
1.1674 |
0.0004 |
0.0% |
1.1632 |
| Low |
1.1612 |
1.1574 |
-0.0038 |
-0.3% |
1.1454 |
| Close |
1.1670 |
1.1582 |
-0.0088 |
-0.8% |
1.1632 |
| Range |
0.0058 |
0.0100 |
0.0042 |
72.4% |
0.0179 |
| ATR |
0.0059 |
0.0062 |
0.0003 |
5.0% |
0.0000 |
| Volume |
8 |
134 |
126 |
1,575.0% |
4,374 |
|
| Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1910 |
1.1846 |
1.1637 |
|
| R3 |
1.1810 |
1.1746 |
1.1610 |
|
| R2 |
1.1710 |
1.1710 |
1.1600 |
|
| R1 |
1.1646 |
1.1646 |
1.1591 |
1.1628 |
| PP |
1.1610 |
1.1610 |
1.1610 |
1.1601 |
| S1 |
1.1546 |
1.1546 |
1.1573 |
1.1528 |
| S2 |
1.1510 |
1.1510 |
1.1564 |
|
| S3 |
1.1410 |
1.1446 |
1.1555 |
|
| S4 |
1.1310 |
1.1346 |
1.1527 |
|
|
| 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 |
1.1674 |
1.1491 |
0.0183 |
1.6% |
0.0073 |
0.6% |
50% |
True |
False |
883 |
| 10 |
1.1727 |
1.1454 |
0.0273 |
2.4% |
0.0064 |
0.6% |
47% |
False |
False |
469 |
| 20 |
1.1727 |
1.1454 |
0.0273 |
2.4% |
0.0055 |
0.5% |
47% |
False |
False |
255 |
| 40 |
1.2060 |
1.1454 |
0.0606 |
5.2% |
0.0044 |
0.4% |
21% |
False |
False |
199 |
| 60 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0047 |
0.4% |
21% |
False |
False |
146 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0044 |
0.4% |
21% |
False |
False |
115 |
| 100 |
1.2111 |
1.1454 |
0.0658 |
5.7% |
0.0042 |
0.4% |
20% |
False |
False |
97 |
| 120 |
1.2188 |
1.1454 |
0.0735 |
6.3% |
0.0044 |
0.4% |
17% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2099 |
|
2.618 |
1.1936 |
|
1.618 |
1.1836 |
|
1.000 |
1.1774 |
|
0.618 |
1.1736 |
|
HIGH |
1.1674 |
|
0.618 |
1.1636 |
|
0.500 |
1.1624 |
|
0.382 |
1.1612 |
|
LOW |
1.1574 |
|
0.618 |
1.1512 |
|
1.000 |
1.1474 |
|
1.618 |
1.1412 |
|
2.618 |
1.1312 |
|
4.250 |
1.1149 |
|
|
| Fisher Pivots for day following 20-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1624 |
1.1616 |
| PP |
1.1610 |
1.1605 |
| S1 |
1.1596 |
1.1593 |
|