CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 14-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2018 |
14-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1465 |
1.1448 |
-0.0017 |
-0.1% |
1.1501 |
| High |
1.1489 |
1.1457 |
-0.0032 |
-0.3% |
1.1543 |
| Low |
1.1424 |
1.1362 |
-0.0062 |
-0.5% |
1.1362 |
| Close |
1.1459 |
1.1396 |
-0.0063 |
-0.5% |
1.1396 |
| Range |
0.0065 |
0.0095 |
0.0030 |
46.2% |
0.0181 |
| ATR |
0.0078 |
0.0080 |
0.0001 |
1.6% |
0.0000 |
| Volume |
230,044 |
283,933 |
53,889 |
23.4% |
1,011,196 |
|
| Daily Pivots for day following 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1690 |
1.1638 |
1.1448 |
|
| R3 |
1.1595 |
1.1543 |
1.1422 |
|
| R2 |
1.1500 |
1.1500 |
1.1413 |
|
| R1 |
1.1448 |
1.1448 |
1.1405 |
1.1427 |
| PP |
1.1405 |
1.1405 |
1.1405 |
1.1394 |
| S1 |
1.1353 |
1.1353 |
1.1387 |
1.1332 |
| S2 |
1.1310 |
1.1310 |
1.1379 |
|
| S3 |
1.1215 |
1.1258 |
1.1370 |
|
| S4 |
1.1120 |
1.1163 |
1.1344 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1975 |
1.1866 |
1.1495 |
|
| R3 |
1.1795 |
1.1686 |
1.1446 |
|
| R2 |
1.1614 |
1.1614 |
1.1429 |
|
| R1 |
1.1505 |
1.1505 |
1.1413 |
1.1469 |
| PP |
1.1434 |
1.1434 |
1.1434 |
1.1416 |
| S1 |
1.1325 |
1.1325 |
1.1379 |
1.1289 |
| S2 |
1.1253 |
1.1253 |
1.1363 |
|
| S3 |
1.1073 |
1.1144 |
1.1346 |
|
| S4 |
1.0892 |
1.0964 |
1.1297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1543 |
1.1362 |
0.0181 |
1.6% |
0.0084 |
0.7% |
19% |
False |
True |
202,239 |
| 10 |
1.1543 |
1.1362 |
0.0181 |
1.6% |
0.0078 |
0.7% |
19% |
False |
True |
112,348 |
| 20 |
1.1592 |
1.1362 |
0.0230 |
2.0% |
0.0080 |
0.7% |
15% |
False |
True |
60,767 |
| 40 |
1.1700 |
1.1353 |
0.0347 |
3.0% |
0.0078 |
0.7% |
12% |
False |
False |
31,865 |
| 60 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0076 |
0.7% |
7% |
False |
False |
21,706 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0074 |
0.6% |
7% |
False |
False |
16,323 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0069 |
0.6% |
7% |
False |
False |
13,065 |
| 120 |
1.2003 |
1.1353 |
0.0650 |
5.7% |
0.0065 |
0.6% |
7% |
False |
False |
10,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1861 |
|
2.618 |
1.1706 |
|
1.618 |
1.1611 |
|
1.000 |
1.1552 |
|
0.618 |
1.1516 |
|
HIGH |
1.1457 |
|
0.618 |
1.1421 |
|
0.500 |
1.1410 |
|
0.382 |
1.1398 |
|
LOW |
1.1362 |
|
0.618 |
1.1303 |
|
1.000 |
1.1267 |
|
1.618 |
1.1208 |
|
2.618 |
1.1113 |
|
4.250 |
1.0958 |
|
|
| Fisher Pivots for day following 14-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1410 |
1.1425 |
| PP |
1.1405 |
1.1416 |
| S1 |
1.1401 |
1.1406 |
|