CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 19-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2018 |
19-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1438 |
1.1458 |
0.0020 |
0.2% |
1.1501 |
| High |
1.1493 |
1.1533 |
0.0040 |
0.3% |
1.1543 |
| Low |
1.1426 |
1.1456 |
0.0030 |
0.3% |
1.1362 |
| Close |
1.1446 |
1.1464 |
0.0018 |
0.2% |
1.1396 |
| Range |
0.0067 |
0.0077 |
0.0010 |
14.9% |
0.0181 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
0.9% |
0.0000 |
| Volume |
164,785 |
216,554 |
51,769 |
31.4% |
1,011,196 |
|
| Daily Pivots for day following 19-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1715 |
1.1666 |
1.1506 |
|
| R3 |
1.1638 |
1.1589 |
1.1485 |
|
| R2 |
1.1561 |
1.1561 |
1.1478 |
|
| R1 |
1.1512 |
1.1512 |
1.1471 |
1.1537 |
| PP |
1.1484 |
1.1484 |
1.1484 |
1.1496 |
| S1 |
1.1435 |
1.1435 |
1.1456 |
1.1460 |
| S2 |
1.1407 |
1.1407 |
1.1449 |
|
| S3 |
1.1330 |
1.1358 |
1.1442 |
|
| S4 |
1.1253 |
1.1281 |
1.1421 |
|
|
| 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 |
1.1533 |
1.1362 |
0.0171 |
1.5% |
0.0072 |
0.6% |
60% |
True |
False |
213,538 |
| 10 |
1.1543 |
1.1362 |
0.0181 |
1.6% |
0.0077 |
0.7% |
56% |
False |
False |
161,837 |
| 20 |
1.1550 |
1.1362 |
0.0188 |
1.6% |
0.0076 |
0.7% |
54% |
False |
False |
87,313 |
| 40 |
1.1645 |
1.1353 |
0.0292 |
2.5% |
0.0077 |
0.7% |
38% |
False |
False |
45,521 |
| 60 |
1.1969 |
1.1353 |
0.0616 |
5.4% |
0.0076 |
0.7% |
18% |
False |
False |
30,922 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0074 |
0.6% |
17% |
False |
False |
23,243 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0070 |
0.6% |
17% |
False |
False |
18,602 |
| 120 |
1.2003 |
1.1353 |
0.0650 |
5.7% |
0.0064 |
0.6% |
17% |
False |
False |
15,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1860 |
|
2.618 |
1.1734 |
|
1.618 |
1.1657 |
|
1.000 |
1.1610 |
|
0.618 |
1.1580 |
|
HIGH |
1.1533 |
|
0.618 |
1.1503 |
|
0.500 |
1.1494 |
|
0.382 |
1.1485 |
|
LOW |
1.1456 |
|
0.618 |
1.1408 |
|
1.000 |
1.1379 |
|
1.618 |
1.1331 |
|
2.618 |
1.1254 |
|
4.250 |
1.1128 |
|
|
| Fisher Pivots for day following 19-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1494 |
1.1464 |
| PP |
1.1484 |
1.1464 |
| S1 |
1.1474 |
1.1464 |
|