CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 28-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2018 |
28-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1552 |
1.1613 |
0.0062 |
0.5% |
1.1553 |
| High |
1.1621 |
1.1635 |
0.0014 |
0.1% |
1.1635 |
| Low |
1.1541 |
1.1601 |
0.0060 |
0.5% |
1.1518 |
| Close |
1.1618 |
1.1607 |
-0.0011 |
-0.1% |
1.1607 |
| Range |
0.0080 |
0.0035 |
-0.0046 |
-56.9% |
0.0117 |
| ATR |
0.0074 |
0.0071 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
172 |
52 |
-120 |
-69.8% |
419 |
|
| Daily Pivots for day following 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1718 |
1.1697 |
1.1626 |
|
| R3 |
1.1683 |
1.1662 |
1.1616 |
|
| R2 |
1.1649 |
1.1649 |
1.1613 |
|
| R1 |
1.1628 |
1.1628 |
1.1610 |
1.1621 |
| PP |
1.1614 |
1.1614 |
1.1614 |
1.1611 |
| S1 |
1.1593 |
1.1593 |
1.1604 |
1.1587 |
| S2 |
1.1580 |
1.1580 |
1.1601 |
|
| S3 |
1.1545 |
1.1559 |
1.1598 |
|
| S4 |
1.1511 |
1.1524 |
1.1588 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1938 |
1.1889 |
1.1671 |
|
| R3 |
1.1821 |
1.1772 |
1.1639 |
|
| R2 |
1.1704 |
1.1704 |
1.1628 |
|
| R1 |
1.1655 |
1.1655 |
1.1618 |
1.1680 |
| PP |
1.1587 |
1.1587 |
1.1587 |
1.1599 |
| S1 |
1.1538 |
1.1538 |
1.1596 |
1.1563 |
| S2 |
1.1470 |
1.1470 |
1.1586 |
|
| S3 |
1.1353 |
1.1421 |
1.1575 |
|
| S4 |
1.1236 |
1.1304 |
1.1543 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1646 |
1.1518 |
0.0128 |
1.1% |
0.0071 |
0.6% |
70% |
False |
False |
142 |
| 10 |
1.1665 |
1.1454 |
0.0211 |
1.8% |
0.0073 |
0.6% |
73% |
False |
False |
190 |
| 20 |
1.1665 |
1.1454 |
0.0211 |
1.8% |
0.0067 |
0.6% |
73% |
False |
False |
279 |
| 40 |
1.1727 |
1.1454 |
0.0273 |
2.4% |
0.0063 |
0.5% |
56% |
False |
False |
291 |
| 60 |
1.1851 |
1.1454 |
0.0397 |
3.4% |
0.0052 |
0.4% |
39% |
False |
False |
242 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0052 |
0.4% |
25% |
False |
False |
189 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0051 |
0.4% |
25% |
False |
False |
160 |
| 120 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0048 |
0.4% |
25% |
False |
False |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1782 |
|
2.618 |
1.1725 |
|
1.618 |
1.1691 |
|
1.000 |
1.1670 |
|
0.618 |
1.1656 |
|
HIGH |
1.1635 |
|
0.618 |
1.1622 |
|
0.500 |
1.1618 |
|
0.382 |
1.1614 |
|
LOW |
1.1601 |
|
0.618 |
1.1579 |
|
1.000 |
1.1566 |
|
1.618 |
1.1545 |
|
2.618 |
1.1510 |
|
4.250 |
1.1454 |
|
|
| Fisher Pivots for day following 28-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1618 |
1.1597 |
| PP |
1.1614 |
1.1587 |
| S1 |
1.1611 |
1.1577 |
|