CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 19-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2018 |
19-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1532 |
1.1553 |
0.0022 |
0.2% |
1.1597 |
| High |
1.1583 |
1.1620 |
0.0038 |
0.3% |
1.1621 |
| Low |
1.1520 |
1.1553 |
0.0033 |
0.3% |
1.1454 |
| Close |
1.1537 |
1.1555 |
0.0019 |
0.2% |
1.1487 |
| Range |
0.0063 |
0.0067 |
0.0005 |
7.2% |
0.0167 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
2.0% |
0.0000 |
| Volume |
109 |
113 |
4 |
3.7% |
2,415 |
|
| Daily Pivots for day following 19-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1777 |
1.1733 |
1.1592 |
|
| R3 |
1.1710 |
1.1666 |
1.1573 |
|
| R2 |
1.1643 |
1.1643 |
1.1567 |
|
| R1 |
1.1599 |
1.1599 |
1.1561 |
1.1621 |
| PP |
1.1576 |
1.1576 |
1.1576 |
1.1587 |
| S1 |
1.1532 |
1.1532 |
1.1549 |
1.1554 |
| S2 |
1.1509 |
1.1509 |
1.1543 |
|
| S3 |
1.1442 |
1.1465 |
1.1537 |
|
| S4 |
1.1375 |
1.1398 |
1.1518 |
|
|
| 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 |
1.1620 |
1.1454 |
0.0166 |
1.4% |
0.0066 |
0.6% |
61% |
True |
False |
211 |
| 10 |
1.1621 |
1.1454 |
0.0167 |
1.4% |
0.0067 |
0.6% |
60% |
False |
False |
339 |
| 20 |
1.1639 |
1.1454 |
0.0185 |
1.6% |
0.0061 |
0.5% |
55% |
False |
False |
279 |
| 40 |
1.1727 |
1.1454 |
0.0273 |
2.4% |
0.0058 |
0.5% |
37% |
False |
False |
267 |
| 60 |
1.2060 |
1.1454 |
0.0606 |
5.2% |
0.0050 |
0.4% |
17% |
False |
False |
225 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0050 |
0.4% |
17% |
False |
False |
179 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0047 |
0.4% |
17% |
False |
False |
148 |
| 120 |
1.2111 |
1.1454 |
0.0658 |
5.7% |
0.0045 |
0.4% |
15% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1905 |
|
2.618 |
1.1795 |
|
1.618 |
1.1728 |
|
1.000 |
1.1687 |
|
0.618 |
1.1661 |
|
HIGH |
1.1620 |
|
0.618 |
1.1594 |
|
0.500 |
1.1587 |
|
0.382 |
1.1579 |
|
LOW |
1.1553 |
|
0.618 |
1.1512 |
|
1.000 |
1.1486 |
|
1.618 |
1.1445 |
|
2.618 |
1.1378 |
|
4.250 |
1.1268 |
|
|
| Fisher Pivots for day following 19-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1587 |
1.1555 |
| PP |
1.1576 |
1.1555 |
| S1 |
1.1566 |
1.1555 |
|