CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 06-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2018 |
06-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1351 |
1.1354 |
0.0004 |
0.0% |
1.1355 |
| High |
1.1372 |
1.1420 |
0.0048 |
0.4% |
1.1416 |
| Low |
1.1321 |
1.1329 |
0.0008 |
0.1% |
1.1283 |
| Close |
1.1351 |
1.1381 |
0.0030 |
0.3% |
1.1322 |
| Range |
0.0051 |
0.0092 |
0.0041 |
79.4% |
0.0133 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
0.9% |
0.0000 |
| Volume |
130,235 |
252,497 |
122,262 |
93.9% |
1,014,310 |
|
| Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1651 |
1.1608 |
1.1431 |
|
| R3 |
1.1560 |
1.1516 |
1.1406 |
|
| R2 |
1.1468 |
1.1468 |
1.1398 |
|
| R1 |
1.1425 |
1.1425 |
1.1389 |
1.1446 |
| PP |
1.1377 |
1.1377 |
1.1377 |
1.1387 |
| S1 |
1.1333 |
1.1333 |
1.1373 |
1.1355 |
| S2 |
1.1285 |
1.1285 |
1.1364 |
|
| S3 |
1.1194 |
1.1242 |
1.1356 |
|
| S4 |
1.1102 |
1.1150 |
1.1331 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1738 |
1.1662 |
1.1395 |
|
| R3 |
1.1605 |
1.1530 |
1.1358 |
|
| R2 |
1.1473 |
1.1473 |
1.1346 |
|
| R1 |
1.1397 |
1.1397 |
1.1334 |
1.1369 |
| PP |
1.1340 |
1.1340 |
1.1340 |
1.1326 |
| S1 |
1.1265 |
1.1265 |
1.1310 |
1.1236 |
| S2 |
1.1208 |
1.1208 |
1.1298 |
|
| S3 |
1.1075 |
1.1132 |
1.1286 |
|
| S4 |
1.0943 |
1.1000 |
1.1249 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1431 |
1.1318 |
0.0113 |
1.0% |
0.0080 |
0.7% |
56% |
False |
False |
206,853 |
| 10 |
1.1454 |
1.1283 |
0.0171 |
1.5% |
0.0081 |
0.7% |
57% |
False |
False |
204,969 |
| 20 |
1.1495 |
1.1246 |
0.0250 |
2.2% |
0.0083 |
0.7% |
54% |
False |
False |
205,658 |
| 40 |
1.1678 |
1.1246 |
0.0433 |
3.8% |
0.0080 |
0.7% |
31% |
False |
False |
214,589 |
| 60 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0081 |
0.7% |
21% |
False |
False |
223,782 |
| 80 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0081 |
0.7% |
21% |
False |
False |
174,554 |
| 100 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0079 |
0.7% |
21% |
False |
False |
139,771 |
| 120 |
1.1936 |
1.1246 |
0.0690 |
6.1% |
0.0079 |
0.7% |
20% |
False |
False |
116,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1809 |
|
2.618 |
1.1660 |
|
1.618 |
1.1568 |
|
1.000 |
1.1512 |
|
0.618 |
1.1477 |
|
HIGH |
1.1420 |
|
0.618 |
1.1385 |
|
0.500 |
1.1374 |
|
0.382 |
1.1363 |
|
LOW |
1.1329 |
|
0.618 |
1.1272 |
|
1.000 |
1.1237 |
|
1.618 |
1.1180 |
|
2.618 |
1.1089 |
|
4.250 |
1.0940 |
|
|
| Fisher Pivots for day following 06-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1379 |
1.1379 |
| PP |
1.1377 |
1.1378 |
| S1 |
1.1374 |
1.1376 |
|