CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 27-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2018 |
27-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1541 |
1.1516 |
-0.0026 |
-0.2% |
1.1623 |
| High |
1.1561 |
1.1533 |
-0.0028 |
-0.2% |
1.1674 |
| Low |
1.1538 |
1.1497 |
-0.0041 |
-0.4% |
1.1545 |
| Close |
1.1538 |
1.1501 |
-0.0037 |
-0.3% |
1.1547 |
| Range |
0.0024 |
0.0036 |
0.0013 |
53.2% |
0.0129 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
26 |
53 |
27 |
103.8% |
341 |
|
| Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1618 |
1.1596 |
1.1521 |
|
| R3 |
1.1582 |
1.1560 |
1.1511 |
|
| R2 |
1.1546 |
1.1546 |
1.1508 |
|
| R1 |
1.1524 |
1.1524 |
1.1504 |
1.1517 |
| PP |
1.1510 |
1.1510 |
1.1510 |
1.1507 |
| S1 |
1.1488 |
1.1488 |
1.1498 |
1.1481 |
| S2 |
1.1474 |
1.1474 |
1.1494 |
|
| S3 |
1.1438 |
1.1452 |
1.1491 |
|
| S4 |
1.1402 |
1.1416 |
1.1481 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1976 |
1.1890 |
1.1617 |
|
| R3 |
1.1847 |
1.1761 |
1.1582 |
|
| R2 |
1.1718 |
1.1718 |
1.1570 |
|
| R1 |
1.1632 |
1.1632 |
1.1558 |
1.1610 |
| PP |
1.1589 |
1.1589 |
1.1589 |
1.1578 |
| S1 |
1.1503 |
1.1503 |
1.1535 |
1.1481 |
| S2 |
1.1460 |
1.1460 |
1.1523 |
|
| S3 |
1.1331 |
1.1374 |
1.1511 |
|
| S4 |
1.1202 |
1.1245 |
1.1476 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1674 |
1.1497 |
0.0177 |
1.5% |
0.0058 |
0.5% |
2% |
False |
True |
82 |
| 10 |
1.1674 |
1.1454 |
0.0221 |
1.9% |
0.0061 |
0.5% |
22% |
False |
False |
474 |
| 20 |
1.1727 |
1.1454 |
0.0273 |
2.4% |
0.0053 |
0.5% |
17% |
False |
False |
258 |
| 40 |
1.1851 |
1.1454 |
0.0397 |
3.5% |
0.0042 |
0.4% |
12% |
False |
False |
201 |
| 60 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0046 |
0.4% |
8% |
False |
False |
147 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0046 |
0.4% |
8% |
False |
False |
118 |
| 100 |
1.2111 |
1.1454 |
0.0658 |
5.7% |
0.0043 |
0.4% |
7% |
False |
False |
99 |
| 120 |
1.2176 |
1.1454 |
0.0722 |
6.3% |
0.0044 |
0.4% |
7% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1686 |
|
2.618 |
1.1627 |
|
1.618 |
1.1591 |
|
1.000 |
1.1569 |
|
0.618 |
1.1555 |
|
HIGH |
1.1533 |
|
0.618 |
1.1519 |
|
0.500 |
1.1515 |
|
0.382 |
1.1511 |
|
LOW |
1.1497 |
|
0.618 |
1.1475 |
|
1.000 |
1.1461 |
|
1.618 |
1.1439 |
|
2.618 |
1.1403 |
|
4.250 |
1.1344 |
|
|
| Fisher Pivots for day following 27-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1515 |
1.1563 |
| PP |
1.1510 |
1.1542 |
| S1 |
1.1506 |
1.1522 |
|