CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 31-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2018 |
31-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1507 |
1.1514 |
0.0008 |
0.1% |
1.1452 |
| High |
1.1548 |
1.1541 |
-0.0007 |
-0.1% |
1.1548 |
| Low |
1.1505 |
1.1495 |
-0.0010 |
-0.1% |
1.1424 |
| Close |
1.1516 |
1.1523 |
0.0007 |
0.1% |
1.1516 |
| Range |
0.0043 |
0.0046 |
0.0003 |
7.0% |
0.0124 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
141,218 |
94,737 |
-46,481 |
-32.9% |
469,143 |
|
| Daily Pivots for day following 31-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1657 |
1.1636 |
1.1548 |
|
| R3 |
1.1611 |
1.1590 |
1.1535 |
|
| R2 |
1.1565 |
1.1565 |
1.1531 |
|
| R1 |
1.1544 |
1.1544 |
1.1527 |
1.1555 |
| PP |
1.1519 |
1.1519 |
1.1519 |
1.1525 |
| S1 |
1.1498 |
1.1498 |
1.1518 |
1.1509 |
| S2 |
1.1473 |
1.1473 |
1.1514 |
|
| S3 |
1.1427 |
1.1452 |
1.1510 |
|
| S4 |
1.1381 |
1.1406 |
1.1497 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1866 |
1.1814 |
1.1583 |
|
| R3 |
1.1743 |
1.1691 |
1.1549 |
|
| R2 |
1.1619 |
1.1619 |
1.1538 |
|
| R1 |
1.1567 |
1.1567 |
1.1527 |
1.1593 |
| PP |
1.1496 |
1.1496 |
1.1496 |
1.1509 |
| S1 |
1.1444 |
1.1444 |
1.1504 |
1.1470 |
| S2 |
1.1372 |
1.1372 |
1.1493 |
|
| S3 |
1.1249 |
1.1320 |
1.1482 |
|
| S4 |
1.1125 |
1.1197 |
1.1448 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1548 |
1.1424 |
0.0124 |
1.1% |
0.0068 |
0.6% |
80% |
False |
False |
112,776 |
| 10 |
1.1575 |
1.1395 |
0.0180 |
1.6% |
0.0077 |
0.7% |
71% |
False |
False |
156,105 |
| 20 |
1.1575 |
1.1362 |
0.0213 |
1.8% |
0.0077 |
0.7% |
75% |
False |
False |
134,227 |
| 40 |
1.1645 |
1.1353 |
0.0292 |
2.5% |
0.0079 |
0.7% |
58% |
False |
False |
70,428 |
| 60 |
1.1777 |
1.1353 |
0.0424 |
3.7% |
0.0076 |
0.7% |
40% |
False |
False |
47,587 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0076 |
0.7% |
27% |
False |
False |
35,822 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0073 |
0.6% |
27% |
False |
False |
28,674 |
| 120 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0067 |
0.6% |
27% |
False |
False |
23,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1736 |
|
2.618 |
1.1661 |
|
1.618 |
1.1615 |
|
1.000 |
1.1587 |
|
0.618 |
1.1569 |
|
HIGH |
1.1541 |
|
0.618 |
1.1523 |
|
0.500 |
1.1518 |
|
0.382 |
1.1512 |
|
LOW |
1.1495 |
|
0.618 |
1.1466 |
|
1.000 |
1.1449 |
|
1.618 |
1.1420 |
|
2.618 |
1.1374 |
|
4.250 |
1.1299 |
|
|
| Fisher Pivots for day following 31-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1521 |
1.1512 |
| PP |
1.1519 |
1.1501 |
| S1 |
1.1518 |
1.1491 |
|