CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 05-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2018 |
05-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1464 |
1.1448 |
-0.0017 |
-0.1% |
1.1453 |
| High |
1.1527 |
1.1466 |
-0.0061 |
-0.5% |
1.1508 |
| Low |
1.1426 |
1.1416 |
-0.0010 |
-0.1% |
1.1380 |
| Close |
1.1449 |
1.1446 |
-0.0003 |
0.0% |
1.1417 |
| Range |
0.0102 |
0.0050 |
-0.0052 |
-50.7% |
0.0129 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
17,085 |
21,030 |
3,945 |
23.1% |
59,793 |
|
| Daily Pivots for day following 05-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1593 |
1.1569 |
1.1473 |
|
| R3 |
1.1543 |
1.1519 |
1.1459 |
|
| R2 |
1.1493 |
1.1493 |
1.1455 |
|
| R1 |
1.1469 |
1.1469 |
1.1450 |
1.1456 |
| PP |
1.1443 |
1.1443 |
1.1443 |
1.1436 |
| S1 |
1.1419 |
1.1419 |
1.1441 |
1.1406 |
| S2 |
1.1393 |
1.1393 |
1.1436 |
|
| S3 |
1.1343 |
1.1369 |
1.1432 |
|
| S4 |
1.1293 |
1.1319 |
1.1418 |
|
|
| 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 |
1.1414 |
0.0114 |
1.0% |
0.0071 |
0.6% |
28% |
False |
False |
16,456 |
| 10 |
1.1550 |
1.1380 |
0.0170 |
1.5% |
0.0075 |
0.7% |
39% |
False |
False |
12,788 |
| 20 |
1.1645 |
1.1353 |
0.0292 |
2.5% |
0.0081 |
0.7% |
32% |
False |
False |
9,156 |
| 40 |
1.1777 |
1.1353 |
0.0424 |
3.7% |
0.0075 |
0.7% |
22% |
False |
False |
5,668 |
| 60 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0075 |
0.7% |
15% |
False |
False |
3,995 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0072 |
0.6% |
15% |
False |
False |
3,019 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0066 |
0.6% |
15% |
False |
False |
2,424 |
| 120 |
1.2003 |
1.1353 |
0.0650 |
5.7% |
0.0063 |
0.5% |
14% |
False |
False |
2,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1679 |
|
2.618 |
1.1597 |
|
1.618 |
1.1547 |
|
1.000 |
1.1516 |
|
0.618 |
1.1497 |
|
HIGH |
1.1466 |
|
0.618 |
1.1447 |
|
0.500 |
1.1441 |
|
0.382 |
1.1435 |
|
LOW |
1.1416 |
|
0.618 |
1.1385 |
|
1.000 |
1.1366 |
|
1.618 |
1.1335 |
|
2.618 |
1.1285 |
|
4.250 |
1.1204 |
|
|
| Fisher Pivots for day following 05-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1444 |
1.1472 |
| PP |
1.1443 |
1.1463 |
| S1 |
1.1441 |
1.1454 |
|