CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 05-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2018 |
05-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1558 |
1.1544 |
-0.0014 |
-0.1% |
1.1541 |
| High |
1.1615 |
1.1552 |
-0.0063 |
-0.5% |
1.1593 |
| Low |
1.1527 |
1.1510 |
-0.0017 |
-0.1% |
1.1478 |
| Close |
1.1541 |
1.1539 |
-0.0003 |
0.0% |
1.1510 |
| Range |
0.0088 |
0.0042 |
-0.0046 |
-52.3% |
0.0116 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
222 |
283 |
61 |
27.5% |
1,374 |
|
| Daily Pivots for day following 05-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1660 |
1.1641 |
1.1562 |
|
| R3 |
1.1618 |
1.1599 |
1.1550 |
|
| R2 |
1.1576 |
1.1576 |
1.1546 |
|
| R1 |
1.1557 |
1.1557 |
1.1542 |
1.1545 |
| PP |
1.1534 |
1.1534 |
1.1534 |
1.1528 |
| S1 |
1.1515 |
1.1515 |
1.1535 |
1.1503 |
| S2 |
1.1492 |
1.1492 |
1.1531 |
|
| S3 |
1.1450 |
1.1473 |
1.1527 |
|
| S4 |
1.1408 |
1.1431 |
1.1515 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1873 |
1.1807 |
1.1574 |
|
| R3 |
1.1758 |
1.1692 |
1.1542 |
|
| R2 |
1.1642 |
1.1642 |
1.1531 |
|
| R1 |
1.1576 |
1.1576 |
1.1521 |
1.1552 |
| PP |
1.1527 |
1.1527 |
1.1527 |
1.1515 |
| S1 |
1.1461 |
1.1461 |
1.1499 |
1.1436 |
| S2 |
1.1411 |
1.1411 |
1.1489 |
|
| S3 |
1.1296 |
1.1345 |
1.1478 |
|
| S4 |
1.1180 |
1.1230 |
1.1446 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1615 |
1.1510 |
0.0105 |
0.9% |
0.0051 |
0.4% |
27% |
False |
True |
227 |
| 10 |
1.1639 |
1.1478 |
0.0161 |
1.4% |
0.0056 |
0.5% |
38% |
False |
False |
219 |
| 20 |
1.1727 |
1.1454 |
0.0273 |
2.4% |
0.0060 |
0.5% |
31% |
False |
False |
344 |
| 40 |
1.1851 |
1.1454 |
0.0397 |
3.4% |
0.0047 |
0.4% |
21% |
False |
False |
246 |
| 60 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0046 |
0.4% |
14% |
False |
False |
173 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0048 |
0.4% |
14% |
False |
False |
139 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0045 |
0.4% |
14% |
False |
False |
117 |
| 120 |
1.2111 |
1.1454 |
0.0658 |
5.7% |
0.0044 |
0.4% |
13% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1731 |
|
2.618 |
1.1662 |
|
1.618 |
1.1620 |
|
1.000 |
1.1594 |
|
0.618 |
1.1578 |
|
HIGH |
1.1552 |
|
0.618 |
1.1536 |
|
0.500 |
1.1531 |
|
0.382 |
1.1526 |
|
LOW |
1.1510 |
|
0.618 |
1.1484 |
|
1.000 |
1.1468 |
|
1.618 |
1.1442 |
|
2.618 |
1.1400 |
|
4.250 |
1.1332 |
|
|
| Fisher Pivots for day following 05-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1536 |
1.1562 |
| PP |
1.1534 |
1.1554 |
| S1 |
1.1531 |
1.1546 |
|