CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 12-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2018 |
12-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1452 |
1.1417 |
-0.0035 |
-0.3% |
1.1441 |
| High |
1.1500 |
1.1485 |
-0.0015 |
-0.1% |
1.1527 |
| Low |
1.1405 |
1.1413 |
0.0008 |
0.1% |
1.1416 |
| Close |
1.1426 |
1.1464 |
0.0039 |
0.3% |
1.1524 |
| Range |
0.0095 |
0.0073 |
-0.0023 |
-23.7% |
0.0111 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
179,079 |
185,219 |
6,140 |
3.4% |
112,288 |
|
| Daily Pivots for day following 12-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1671 |
1.1640 |
1.1504 |
|
| R3 |
1.1599 |
1.1568 |
1.1484 |
|
| R2 |
1.1526 |
1.1526 |
1.1477 |
|
| R1 |
1.1495 |
1.1495 |
1.1471 |
1.1511 |
| PP |
1.1454 |
1.1454 |
1.1454 |
1.1462 |
| S1 |
1.1423 |
1.1423 |
1.1457 |
1.1438 |
| S2 |
1.1381 |
1.1381 |
1.1451 |
|
| S3 |
1.1309 |
1.1350 |
1.1444 |
|
| S4 |
1.1236 |
1.1278 |
1.1424 |
|
|
| 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 |
1.1405 |
0.0138 |
1.2% |
0.0083 |
0.7% |
43% |
False |
False |
110,137 |
| 10 |
1.1543 |
1.1405 |
0.0138 |
1.2% |
0.0077 |
0.7% |
43% |
False |
False |
63,296 |
| 20 |
1.1592 |
1.1380 |
0.0212 |
1.8% |
0.0080 |
0.7% |
40% |
False |
False |
36,182 |
| 40 |
1.1734 |
1.1353 |
0.0381 |
3.3% |
0.0078 |
0.7% |
29% |
False |
False |
19,098 |
| 60 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0075 |
0.7% |
17% |
False |
False |
13,158 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0073 |
0.6% |
17% |
False |
False |
9,899 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0067 |
0.6% |
17% |
False |
False |
7,926 |
| 120 |
1.2003 |
1.1353 |
0.0650 |
5.7% |
0.0064 |
0.6% |
17% |
False |
False |
6,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1793 |
|
2.618 |
1.1675 |
|
1.618 |
1.1602 |
|
1.000 |
1.1558 |
|
0.618 |
1.1530 |
|
HIGH |
1.1485 |
|
0.618 |
1.1457 |
|
0.500 |
1.1449 |
|
0.382 |
1.1440 |
|
LOW |
1.1413 |
|
0.618 |
1.1368 |
|
1.000 |
1.1340 |
|
1.618 |
1.1295 |
|
2.618 |
1.1223 |
|
4.250 |
1.1104 |
|
|
| Fisher Pivots for day following 12-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1459 |
1.1474 |
| PP |
1.1454 |
1.1470 |
| S1 |
1.1449 |
1.1467 |
|