CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 27-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2018 |
27-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1575 |
1.1552 |
-0.0023 |
-0.2% |
1.1490 |
| High |
1.1586 |
1.1621 |
0.0035 |
0.3% |
1.1665 |
| Low |
1.1518 |
1.1541 |
0.0023 |
0.2% |
1.1490 |
| Close |
1.1524 |
1.1618 |
0.0094 |
0.8% |
1.1544 |
| Range |
0.0068 |
0.0080 |
0.0012 |
17.6% |
0.0176 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.5% |
0.0000 |
| Volume |
119 |
172 |
53 |
44.5% |
1,227 |
|
| Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1833 |
1.1805 |
1.1662 |
|
| R3 |
1.1753 |
1.1725 |
1.1640 |
|
| R2 |
1.1673 |
1.1673 |
1.1632 |
|
| R1 |
1.1645 |
1.1645 |
1.1625 |
1.1659 |
| PP |
1.1593 |
1.1593 |
1.1593 |
1.1600 |
| S1 |
1.1565 |
1.1565 |
1.1610 |
1.1579 |
| S2 |
1.1513 |
1.1513 |
1.1603 |
|
| S3 |
1.1433 |
1.1485 |
1.1596 |
|
| S4 |
1.1353 |
1.1405 |
1.1574 |
|
|
| 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 |
1.1518 |
0.0147 |
1.3% |
0.0085 |
0.7% |
68% |
False |
False |
241 |
| 10 |
1.1665 |
1.1454 |
0.0211 |
1.8% |
0.0075 |
0.6% |
77% |
False |
False |
226 |
| 20 |
1.1665 |
1.1454 |
0.0211 |
1.8% |
0.0067 |
0.6% |
77% |
False |
False |
286 |
| 40 |
1.1727 |
1.1454 |
0.0273 |
2.3% |
0.0062 |
0.5% |
60% |
False |
False |
290 |
| 60 |
1.1851 |
1.1454 |
0.0397 |
3.4% |
0.0052 |
0.4% |
41% |
False |
False |
241 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0052 |
0.4% |
27% |
False |
False |
189 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0051 |
0.4% |
27% |
False |
False |
160 |
| 120 |
1.2082 |
1.1454 |
0.0629 |
5.4% |
0.0048 |
0.4% |
26% |
False |
False |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1961 |
|
2.618 |
1.1830 |
|
1.618 |
1.1750 |
|
1.000 |
1.1701 |
|
0.618 |
1.1670 |
|
HIGH |
1.1621 |
|
0.618 |
1.1590 |
|
0.500 |
1.1581 |
|
0.382 |
1.1572 |
|
LOW |
1.1541 |
|
0.618 |
1.1492 |
|
1.000 |
1.1461 |
|
1.618 |
1.1412 |
|
2.618 |
1.1332 |
|
4.250 |
1.1201 |
|
|
| Fisher Pivots for day following 27-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1605 |
1.1602 |
| PP |
1.1593 |
1.1586 |
| S1 |
1.1581 |
1.1570 |
|