CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 30-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2018 |
30-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1590 |
1.1544 |
-0.0047 |
-0.4% |
1.1541 |
| High |
1.1593 |
1.1544 |
-0.0050 |
-0.4% |
1.1593 |
| Low |
1.1555 |
1.1510 |
-0.0045 |
-0.4% |
1.1478 |
| Close |
1.1590 |
1.1510 |
-0.0080 |
-0.7% |
1.1510 |
| Range |
0.0039 |
0.0034 |
-0.0005 |
-13.0% |
0.0116 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
2.2% |
0.0000 |
| Volume |
193 |
326 |
133 |
68.9% |
1,374 |
|
| Daily Pivots for day following 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1622 |
1.1599 |
1.1528 |
|
| R3 |
1.1588 |
1.1566 |
1.1519 |
|
| R2 |
1.1555 |
1.1555 |
1.1516 |
|
| R1 |
1.1532 |
1.1532 |
1.1513 |
1.1527 |
| PP |
1.1521 |
1.1521 |
1.1521 |
1.1518 |
| S1 |
1.1499 |
1.1499 |
1.1507 |
1.1493 |
| S2 |
1.1488 |
1.1488 |
1.1504 |
|
| S3 |
1.1454 |
1.1465 |
1.1501 |
|
| S4 |
1.1421 |
1.1432 |
1.1492 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1873 |
1.1807 |
1.1574 |
|
| R3 |
1.1758 |
1.1692 |
1.1542 |
|
| R2 |
1.1642 |
1.1642 |
1.1531 |
|
| R1 |
1.1576 |
1.1576 |
1.1521 |
1.1552 |
| PP |
1.1527 |
1.1527 |
1.1527 |
1.1515 |
| S1 |
1.1461 |
1.1461 |
1.1499 |
1.1436 |
| S2 |
1.1411 |
1.1411 |
1.1489 |
|
| S3 |
1.1296 |
1.1345 |
1.1478 |
|
| S4 |
1.1180 |
1.1230 |
1.1446 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1593 |
1.1478 |
0.0116 |
1.0% |
0.0049 |
0.4% |
28% |
False |
False |
274 |
| 10 |
1.1674 |
1.1478 |
0.0197 |
1.7% |
0.0061 |
0.5% |
17% |
False |
False |
381 |
| 20 |
1.1727 |
1.1454 |
0.0273 |
2.4% |
0.0056 |
0.5% |
21% |
False |
False |
318 |
| 40 |
1.1851 |
1.1454 |
0.0397 |
3.4% |
0.0044 |
0.4% |
14% |
False |
False |
230 |
| 60 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0046 |
0.4% |
9% |
False |
False |
164 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0047 |
0.4% |
9% |
False |
False |
134 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0044 |
0.4% |
9% |
False |
False |
112 |
| 120 |
1.2176 |
1.1454 |
0.0722 |
6.3% |
0.0045 |
0.4% |
8% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1686 |
|
2.618 |
1.1631 |
|
1.618 |
1.1598 |
|
1.000 |
1.1577 |
|
0.618 |
1.1564 |
|
HIGH |
1.1544 |
|
0.618 |
1.1531 |
|
0.500 |
1.1527 |
|
0.382 |
1.1523 |
|
LOW |
1.1510 |
|
0.618 |
1.1489 |
|
1.000 |
1.1477 |
|
1.618 |
1.1456 |
|
2.618 |
1.1422 |
|
4.250 |
1.1368 |
|
|
| Fisher Pivots for day following 30-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1527 |
1.1535 |
| PP |
1.1521 |
1.1527 |
| S1 |
1.1516 |
1.1518 |
|