CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 24-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2018 |
24-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1535 |
1.1452 |
-0.0083 |
-0.7% |
1.1396 |
| High |
1.1558 |
1.1522 |
-0.0037 |
-0.3% |
1.1575 |
| Low |
1.1439 |
1.1450 |
0.0012 |
0.1% |
1.1395 |
| Close |
1.1452 |
1.1493 |
0.0041 |
0.4% |
1.1452 |
| Range |
0.0120 |
0.0072 |
-0.0048 |
-40.2% |
0.0180 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
184,531 |
70,618 |
-113,913 |
-61.7% |
997,176 |
|
| Daily Pivots for day following 24-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1703 |
1.1669 |
1.1532 |
|
| R3 |
1.1631 |
1.1598 |
1.1512 |
|
| R2 |
1.1560 |
1.1560 |
1.1506 |
|
| R1 |
1.1526 |
1.1526 |
1.1499 |
1.1543 |
| PP |
1.1488 |
1.1488 |
1.1488 |
1.1496 |
| S1 |
1.1455 |
1.1455 |
1.1486 |
1.1471 |
| S2 |
1.1417 |
1.1417 |
1.1479 |
|
| S3 |
1.1345 |
1.1383 |
1.1473 |
|
| S4 |
1.1274 |
1.1312 |
1.1453 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2014 |
1.1913 |
1.1551 |
|
| R3 |
1.1834 |
1.1733 |
1.1502 |
|
| R2 |
1.1654 |
1.1654 |
1.1485 |
|
| R1 |
1.1553 |
1.1553 |
1.1469 |
1.1604 |
| PP |
1.1474 |
1.1474 |
1.1474 |
1.1499 |
| S1 |
1.1373 |
1.1373 |
1.1436 |
1.1424 |
| S2 |
1.1294 |
1.1294 |
1.1419 |
|
| S3 |
1.1114 |
1.1193 |
1.1403 |
|
| S4 |
1.0934 |
1.1013 |
1.1353 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1575 |
1.1426 |
0.0149 |
1.3% |
0.0089 |
0.8% |
45% |
False |
False |
179,083 |
| 10 |
1.1575 |
1.1362 |
0.0213 |
1.9% |
0.0083 |
0.7% |
61% |
False |
False |
194,606 |
| 20 |
1.1575 |
1.1362 |
0.0213 |
1.9% |
0.0080 |
0.7% |
61% |
False |
False |
112,300 |
| 40 |
1.1645 |
1.1353 |
0.0292 |
2.5% |
0.0078 |
0.7% |
48% |
False |
False |
58,257 |
| 60 |
1.1792 |
1.1353 |
0.0439 |
3.8% |
0.0076 |
0.7% |
32% |
False |
False |
39,457 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0075 |
0.7% |
22% |
False |
False |
29,662 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0071 |
0.6% |
22% |
False |
False |
23,742 |
| 120 |
1.2003 |
1.1353 |
0.0650 |
5.7% |
0.0066 |
0.6% |
21% |
False |
False |
19,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1825 |
|
2.618 |
1.1709 |
|
1.618 |
1.1637 |
|
1.000 |
1.1593 |
|
0.618 |
1.1566 |
|
HIGH |
1.1522 |
|
0.618 |
1.1494 |
|
0.500 |
1.1486 |
|
0.382 |
1.1477 |
|
LOW |
1.1450 |
|
0.618 |
1.1406 |
|
1.000 |
1.1379 |
|
1.618 |
1.1334 |
|
2.618 |
1.1263 |
|
4.250 |
1.1146 |
|
|
| Fisher Pivots for day following 24-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1490 |
1.1507 |
| PP |
1.1488 |
1.1502 |
| S1 |
1.1486 |
1.1497 |
|