CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 10-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2018 |
10-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1480 |
1.1501 |
0.0021 |
0.2% |
1.1441 |
| High |
1.1525 |
1.1543 |
0.0018 |
0.2% |
1.1527 |
| Low |
1.1462 |
1.1452 |
-0.0010 |
-0.1% |
1.1416 |
| Close |
1.1524 |
1.1453 |
-0.0071 |
-0.6% |
1.1524 |
| Range |
0.0064 |
0.0091 |
0.0028 |
43.3% |
0.0111 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.2% |
0.0000 |
| Volume |
27,156 |
132,921 |
105,765 |
389.5% |
112,288 |
|
| Daily Pivots for day following 10-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1755 |
1.1695 |
1.1503 |
|
| R3 |
1.1664 |
1.1604 |
1.1478 |
|
| R2 |
1.1573 |
1.1573 |
1.1470 |
|
| R1 |
1.1513 |
1.1513 |
1.1461 |
1.1498 |
| PP |
1.1482 |
1.1482 |
1.1482 |
1.1475 |
| S1 |
1.1422 |
1.1422 |
1.1445 |
1.1407 |
| S2 |
1.1391 |
1.1391 |
1.1436 |
|
| S3 |
1.1300 |
1.1331 |
1.1428 |
|
| S4 |
1.1209 |
1.1240 |
1.1403 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1822 |
1.1784 |
1.1585 |
|
| R3 |
1.1711 |
1.1673 |
1.1555 |
|
| R2 |
1.1600 |
1.1600 |
1.1544 |
|
| R1 |
1.1562 |
1.1562 |
1.1534 |
1.1581 |
| PP |
1.1489 |
1.1489 |
1.1489 |
1.1499 |
| S1 |
1.1451 |
1.1451 |
1.1514 |
1.1470 |
| S2 |
1.1378 |
1.1378 |
1.1504 |
|
| S3 |
1.1267 |
1.1340 |
1.1493 |
|
| S4 |
1.1156 |
1.1229 |
1.1463 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1543 |
1.1416 |
0.0127 |
1.1% |
0.0079 |
0.7% |
29% |
True |
False |
44,900 |
| 10 |
1.1543 |
1.1380 |
0.0163 |
1.4% |
0.0078 |
0.7% |
45% |
True |
False |
29,993 |
| 20 |
1.1592 |
1.1353 |
0.0239 |
2.1% |
0.0081 |
0.7% |
42% |
False |
False |
18,254 |
| 40 |
1.1777 |
1.1353 |
0.0424 |
3.7% |
0.0077 |
0.7% |
24% |
False |
False |
10,017 |
| 60 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0075 |
0.7% |
16% |
False |
False |
7,091 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0073 |
0.6% |
16% |
False |
False |
5,346 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0067 |
0.6% |
16% |
False |
False |
4,284 |
| 120 |
1.2003 |
1.1353 |
0.0650 |
5.7% |
0.0064 |
0.6% |
15% |
False |
False |
3,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1929 |
|
2.618 |
1.1781 |
|
1.618 |
1.1690 |
|
1.000 |
1.1634 |
|
0.618 |
1.1599 |
|
HIGH |
1.1543 |
|
0.618 |
1.1508 |
|
0.500 |
1.1497 |
|
0.382 |
1.1486 |
|
LOW |
1.1452 |
|
0.618 |
1.1395 |
|
1.000 |
1.1361 |
|
1.618 |
1.1304 |
|
2.618 |
1.1213 |
|
4.250 |
1.1065 |
|
|
| Fisher Pivots for day following 10-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1497 |
1.1483 |
| PP |
1.1482 |
1.1473 |
| S1 |
1.1468 |
1.1463 |
|