CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 04-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2018 |
04-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1441 |
1.1464 |
0.0024 |
0.2% |
1.1453 |
| High |
1.1486 |
1.1527 |
0.0041 |
0.4% |
1.1508 |
| Low |
1.1428 |
1.1426 |
-0.0003 |
0.0% |
1.1380 |
| Close |
1.1451 |
1.1449 |
-0.0002 |
0.0% |
1.1417 |
| Range |
0.0058 |
0.0102 |
0.0044 |
75.0% |
0.0129 |
| ATR |
0.0079 |
0.0080 |
0.0002 |
2.1% |
0.0000 |
| Volume |
20,705 |
17,085 |
-3,620 |
-17.5% |
59,793 |
|
| Daily Pivots for day following 04-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1772 |
1.1712 |
1.1504 |
|
| R3 |
1.1670 |
1.1610 |
1.1476 |
|
| R2 |
1.1569 |
1.1569 |
1.1467 |
|
| R1 |
1.1509 |
1.1509 |
1.1458 |
1.1488 |
| PP |
1.1467 |
1.1467 |
1.1467 |
1.1457 |
| S1 |
1.1407 |
1.1407 |
1.1439 |
1.1386 |
| S2 |
1.1366 |
1.1366 |
1.1430 |
|
| S3 |
1.1264 |
1.1306 |
1.1421 |
|
| S4 |
1.1163 |
1.1204 |
1.1393 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1820 |
1.1747 |
1.1488 |
|
| R3 |
1.1692 |
1.1619 |
1.1452 |
|
| R2 |
1.1563 |
1.1563 |
1.1441 |
|
| R1 |
1.1490 |
1.1490 |
1.1429 |
1.1463 |
| PP |
1.1435 |
1.1435 |
1.1435 |
1.1421 |
| S1 |
1.1362 |
1.1362 |
1.1405 |
1.1334 |
| S2 |
1.1306 |
1.1306 |
1.1393 |
|
| S3 |
1.1178 |
1.1233 |
1.1382 |
|
| S4 |
1.1049 |
1.1105 |
1.1346 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1527 |
1.1380 |
0.0148 |
1.3% |
0.0084 |
0.7% |
47% |
True |
False |
15,316 |
| 10 |
1.1592 |
1.1380 |
0.0212 |
1.9% |
0.0081 |
0.7% |
33% |
False |
False |
12,099 |
| 20 |
1.1645 |
1.1353 |
0.0292 |
2.5% |
0.0081 |
0.7% |
33% |
False |
False |
8,261 |
| 40 |
1.1777 |
1.1353 |
0.0424 |
3.7% |
0.0076 |
0.7% |
23% |
False |
False |
5,196 |
| 60 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0075 |
0.7% |
15% |
False |
False |
3,646 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0072 |
0.6% |
15% |
False |
False |
2,757 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0066 |
0.6% |
15% |
False |
False |
2,214 |
| 120 |
1.2003 |
1.1353 |
0.0650 |
5.7% |
0.0063 |
0.5% |
15% |
False |
False |
1,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1958 |
|
2.618 |
1.1793 |
|
1.618 |
1.1691 |
|
1.000 |
1.1629 |
|
0.618 |
1.1590 |
|
HIGH |
1.1527 |
|
0.618 |
1.1488 |
|
0.500 |
1.1476 |
|
0.382 |
1.1464 |
|
LOW |
1.1426 |
|
0.618 |
1.1363 |
|
1.000 |
1.1324 |
|
1.618 |
1.1261 |
|
2.618 |
1.1160 |
|
4.250 |
1.0994 |
|
|
| Fisher Pivots for day following 04-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1476 |
1.1470 |
| PP |
1.1467 |
1.1463 |
| S1 |
1.1458 |
1.1456 |
|