CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 06-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2018 |
06-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1448 |
1.1453 |
0.0005 |
0.0% |
1.1453 |
| High |
1.1466 |
1.1514 |
0.0048 |
0.4% |
1.1508 |
| Low |
1.1416 |
1.1423 |
0.0007 |
0.1% |
1.1380 |
| Close |
1.1446 |
1.1475 |
0.0030 |
0.3% |
1.1417 |
| Range |
0.0050 |
0.0091 |
0.0041 |
82.0% |
0.0129 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.2% |
0.0000 |
| Volume |
21,030 |
26,312 |
5,282 |
25.1% |
59,793 |
|
| Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1744 |
1.1700 |
1.1525 |
|
| R3 |
1.1653 |
1.1609 |
1.1500 |
|
| R2 |
1.1562 |
1.1562 |
1.1492 |
|
| R1 |
1.1518 |
1.1518 |
1.1483 |
1.1540 |
| PP |
1.1471 |
1.1471 |
1.1471 |
1.1482 |
| S1 |
1.1427 |
1.1427 |
1.1467 |
1.1449 |
| S2 |
1.1380 |
1.1380 |
1.1458 |
|
| S3 |
1.1289 |
1.1336 |
1.1450 |
|
| S4 |
1.1198 |
1.1245 |
1.1425 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1820 |
1.1747 |
1.1488 |
|
| R3 |
1.1692 |
1.1619 |
1.1452 |
|
| R2 |
1.1563 |
1.1563 |
1.1441 |
|
| R1 |
1.1490 |
1.1490 |
1.1429 |
1.1463 |
| PP |
1.1435 |
1.1435 |
1.1435 |
1.1421 |
| S1 |
1.1362 |
1.1362 |
1.1405 |
1.1334 |
| S2 |
1.1306 |
1.1306 |
1.1393 |
|
| S3 |
1.1178 |
1.1233 |
1.1382 |
|
| S4 |
1.1049 |
1.1105 |
1.1346 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1527 |
1.1414 |
0.0114 |
1.0% |
0.0078 |
0.7% |
54% |
False |
False |
20,277 |
| 10 |
1.1550 |
1.1380 |
0.0170 |
1.5% |
0.0079 |
0.7% |
56% |
False |
False |
15,058 |
| 20 |
1.1592 |
1.1353 |
0.0239 |
2.1% |
0.0080 |
0.7% |
51% |
False |
False |
10,391 |
| 40 |
1.1777 |
1.1353 |
0.0424 |
3.7% |
0.0076 |
0.7% |
29% |
False |
False |
6,306 |
| 60 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0075 |
0.7% |
19% |
False |
False |
4,431 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0072 |
0.6% |
19% |
False |
False |
3,347 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0066 |
0.6% |
19% |
False |
False |
2,686 |
| 120 |
1.2003 |
1.1353 |
0.0650 |
5.7% |
0.0063 |
0.5% |
19% |
False |
False |
2,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1901 |
|
2.618 |
1.1752 |
|
1.618 |
1.1661 |
|
1.000 |
1.1605 |
|
0.618 |
1.1570 |
|
HIGH |
1.1514 |
|
0.618 |
1.1479 |
|
0.500 |
1.1469 |
|
0.382 |
1.1458 |
|
LOW |
1.1423 |
|
0.618 |
1.1367 |
|
1.000 |
1.1332 |
|
1.618 |
1.1276 |
|
2.618 |
1.1185 |
|
4.250 |
1.1036 |
|
|
| Fisher Pivots for day following 06-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1473 |
1.1474 |
| PP |
1.1471 |
1.1473 |
| S1 |
1.1469 |
1.1472 |
|