CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 17-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2018 |
17-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1546 |
1.1490 |
-0.0056 |
-0.5% |
1.1597 |
| High |
1.1546 |
1.1540 |
-0.0006 |
0.0% |
1.1621 |
| Low |
1.1454 |
1.1490 |
0.0036 |
0.3% |
1.1454 |
| Close |
1.1487 |
1.1533 |
0.0046 |
0.4% |
1.1487 |
| Range |
0.0092 |
0.0051 |
-0.0041 |
-44.8% |
0.0167 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
263 |
165 |
-98 |
-37.3% |
2,415 |
|
| Daily Pivots for day following 17-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1672 |
1.1653 |
1.1561 |
|
| R3 |
1.1622 |
1.1603 |
1.1547 |
|
| R2 |
1.1571 |
1.1571 |
1.1542 |
|
| R1 |
1.1552 |
1.1552 |
1.1538 |
1.1562 |
| PP |
1.1521 |
1.1521 |
1.1521 |
1.1526 |
| S1 |
1.1502 |
1.1502 |
1.1528 |
1.1511 |
| S2 |
1.1470 |
1.1470 |
1.1524 |
|
| S3 |
1.1420 |
1.1451 |
1.1519 |
|
| S4 |
1.1369 |
1.1401 |
1.1505 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2022 |
1.1921 |
1.1579 |
|
| R3 |
1.1855 |
1.1754 |
1.1533 |
|
| R2 |
1.1688 |
1.1688 |
1.1518 |
|
| R1 |
1.1587 |
1.1587 |
1.1502 |
1.1554 |
| PP |
1.1521 |
1.1521 |
1.1521 |
1.1504 |
| S1 |
1.1420 |
1.1420 |
1.1472 |
1.1387 |
| S2 |
1.1354 |
1.1354 |
1.1456 |
|
| S3 |
1.1187 |
1.1253 |
1.1441 |
|
| S4 |
1.1020 |
1.1086 |
1.1395 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1588 |
1.1454 |
0.0134 |
1.2% |
0.0068 |
0.6% |
59% |
False |
False |
306 |
| 10 |
1.1621 |
1.1454 |
0.0167 |
1.4% |
0.0067 |
0.6% |
47% |
False |
False |
367 |
| 20 |
1.1674 |
1.1454 |
0.0220 |
1.9% |
0.0063 |
0.5% |
36% |
False |
False |
275 |
| 40 |
1.1761 |
1.1454 |
0.0308 |
2.7% |
0.0056 |
0.5% |
26% |
False |
False |
266 |
| 60 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0048 |
0.4% |
13% |
False |
False |
222 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0050 |
0.4% |
13% |
False |
False |
177 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0046 |
0.4% |
13% |
False |
False |
146 |
| 120 |
1.2111 |
1.1454 |
0.0658 |
5.7% |
0.0045 |
0.4% |
12% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1755 |
|
2.618 |
1.1672 |
|
1.618 |
1.1622 |
|
1.000 |
1.1591 |
|
0.618 |
1.1571 |
|
HIGH |
1.1540 |
|
0.618 |
1.1521 |
|
0.500 |
1.1515 |
|
0.382 |
1.1509 |
|
LOW |
1.1490 |
|
0.618 |
1.1458 |
|
1.000 |
1.1439 |
|
1.618 |
1.1408 |
|
2.618 |
1.1357 |
|
4.250 |
1.1275 |
|
|
| Fisher Pivots for day following 17-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1527 |
1.1526 |
| PP |
1.1521 |
1.1520 |
| S1 |
1.1515 |
1.1513 |
|