CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 24-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2018 |
24-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1638 |
1.1553 |
-0.0086 |
-0.7% |
1.1490 |
| High |
1.1646 |
1.1608 |
-0.0038 |
-0.3% |
1.1665 |
| Low |
1.1531 |
1.1553 |
0.0022 |
0.2% |
1.1490 |
| Close |
1.1544 |
1.1584 |
0.0040 |
0.3% |
1.1544 |
| Range |
0.0115 |
0.0055 |
-0.0060 |
-52.2% |
0.0176 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
293 |
76 |
-217 |
-74.1% |
1,227 |
|
| Daily Pivots for day following 24-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1746 |
1.1720 |
1.1614 |
|
| R3 |
1.1691 |
1.1665 |
1.1599 |
|
| R2 |
1.1636 |
1.1636 |
1.1594 |
|
| R1 |
1.1610 |
1.1610 |
1.1589 |
1.1623 |
| PP |
1.1581 |
1.1581 |
1.1581 |
1.1588 |
| S1 |
1.1555 |
1.1555 |
1.1579 |
1.1568 |
| S2 |
1.1526 |
1.1526 |
1.1574 |
|
| S3 |
1.1471 |
1.1500 |
1.1569 |
|
| S4 |
1.1416 |
1.1445 |
1.1554 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2093 |
1.1994 |
1.1641 |
|
| R3 |
1.1917 |
1.1818 |
1.1592 |
|
| R2 |
1.1742 |
1.1742 |
1.1576 |
|
| R1 |
1.1643 |
1.1643 |
1.1560 |
1.1692 |
| PP |
1.1566 |
1.1566 |
1.1566 |
1.1591 |
| S1 |
1.1467 |
1.1467 |
1.1528 |
1.1517 |
| S2 |
1.1391 |
1.1391 |
1.1512 |
|
| S3 |
1.1215 |
1.1292 |
1.1496 |
|
| S4 |
1.1040 |
1.1116 |
1.1447 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1665 |
1.1520 |
0.0145 |
1.3% |
0.0081 |
0.7% |
44% |
False |
False |
227 |
| 10 |
1.1665 |
1.1454 |
0.0211 |
1.8% |
0.0075 |
0.6% |
62% |
False |
False |
267 |
| 20 |
1.1665 |
1.1454 |
0.0211 |
1.8% |
0.0067 |
0.6% |
62% |
False |
False |
313 |
| 40 |
1.1727 |
1.1454 |
0.0273 |
2.4% |
0.0060 |
0.5% |
48% |
False |
False |
286 |
| 60 |
1.1880 |
1.1454 |
0.0427 |
3.7% |
0.0051 |
0.4% |
31% |
False |
False |
238 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0052 |
0.4% |
21% |
False |
False |
189 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0050 |
0.4% |
21% |
False |
False |
157 |
| 120 |
1.2111 |
1.1454 |
0.0658 |
5.7% |
0.0047 |
0.4% |
20% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1841 |
|
2.618 |
1.1751 |
|
1.618 |
1.1696 |
|
1.000 |
1.1663 |
|
0.618 |
1.1641 |
|
HIGH |
1.1608 |
|
0.618 |
1.1586 |
|
0.500 |
1.1580 |
|
0.382 |
1.1574 |
|
LOW |
1.1553 |
|
0.618 |
1.1519 |
|
1.000 |
1.1498 |
|
1.618 |
1.1464 |
|
2.618 |
1.1409 |
|
4.250 |
1.1319 |
|
|
| Fisher Pivots for day following 24-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1583 |
1.1598 |
| PP |
1.1581 |
1.1593 |
| S1 |
1.1580 |
1.1589 |
|