CME Euro FX (E) Future June 2019
Trading Metrics calculated at close of trading on 06-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2018 |
06-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
1.1544 |
1.1535 |
-0.0010 |
-0.1% |
1.1541 |
High |
1.1552 |
1.1595 |
0.0043 |
0.4% |
1.1593 |
Low |
1.1510 |
1.1535 |
0.0025 |
0.2% |
1.1478 |
Close |
1.1539 |
1.1568 |
0.0029 |
0.3% |
1.1510 |
Range |
0.0042 |
0.0061 |
0.0019 |
44.0% |
0.0116 |
ATR |
0.0063 |
0.0063 |
0.0000 |
-0.3% |
0.0000 |
Volume |
283 |
358 |
75 |
26.5% |
1,374 |
|
Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1747 |
1.1718 |
1.1601 |
|
R3 |
1.1687 |
1.1657 |
1.1584 |
|
R2 |
1.1626 |
1.1626 |
1.1579 |
|
R1 |
1.1597 |
1.1597 |
1.1573 |
1.1612 |
PP |
1.1566 |
1.1566 |
1.1566 |
1.1573 |
S1 |
1.1536 |
1.1536 |
1.1562 |
1.1551 |
S2 |
1.1505 |
1.1505 |
1.1556 |
|
S3 |
1.1445 |
1.1476 |
1.1551 |
|
S4 |
1.1384 |
1.1415 |
1.1534 |
|
|
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% |
0.0055 |
0.5% |
55% |
False |
False |
260 |
10 |
1.1629 |
1.1478 |
0.0151 |
1.3% |
0.0057 |
0.5% |
60% |
False |
False |
247 |
20 |
1.1674 |
1.1454 |
0.0221 |
1.9% |
0.0061 |
0.5% |
52% |
False |
False |
361 |
40 |
1.1851 |
1.1454 |
0.0397 |
3.4% |
0.0048 |
0.4% |
29% |
False |
False |
252 |
60 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0046 |
0.4% |
19% |
False |
False |
178 |
80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0047 |
0.4% |
19% |
False |
False |
144 |
100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0045 |
0.4% |
19% |
False |
False |
121 |
120 |
1.2111 |
1.1454 |
0.0658 |
5.7% |
0.0044 |
0.4% |
17% |
False |
False |
103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1852 |
2.618 |
1.1753 |
1.618 |
1.1693 |
1.000 |
1.1656 |
0.618 |
1.1632 |
HIGH |
1.1595 |
0.618 |
1.1572 |
0.500 |
1.1565 |
0.382 |
1.1558 |
LOW |
1.1535 |
0.618 |
1.1497 |
1.000 |
1.1474 |
1.618 |
1.1437 |
2.618 |
1.1376 |
4.250 |
1.1277 |
|
|
Fisher Pivots for day following 06-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
1.1567 |
1.1566 |
PP |
1.1566 |
1.1564 |
S1 |
1.1565 |
1.1562 |
|