CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 03-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2018 |
03-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1544 |
1.1573 |
0.0030 |
0.3% |
1.1541 |
| High |
1.1544 |
1.1580 |
0.0036 |
0.3% |
1.1593 |
| Low |
1.1510 |
1.1527 |
0.0017 |
0.1% |
1.1478 |
| Close |
1.1510 |
1.1545 |
0.0035 |
0.3% |
1.1510 |
| Range |
0.0034 |
0.0053 |
0.0020 |
58.2% |
0.0116 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
0.8% |
0.0000 |
| Volume |
326 |
112 |
-214 |
-65.6% |
1,374 |
|
| Daily Pivots for day following 03-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1709 |
1.1680 |
1.1574 |
|
| R3 |
1.1656 |
1.1627 |
1.1559 |
|
| R2 |
1.1603 |
1.1603 |
1.1554 |
|
| R1 |
1.1574 |
1.1574 |
1.1549 |
1.1562 |
| PP |
1.1550 |
1.1550 |
1.1550 |
1.1544 |
| S1 |
1.1521 |
1.1521 |
1.1540 |
1.1509 |
| S2 |
1.1497 |
1.1497 |
1.1535 |
|
| S3 |
1.1444 |
1.1468 |
1.1530 |
|
| S4 |
1.1391 |
1.1415 |
1.1515 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1873 |
1.1807 |
1.1574 |
|
| R3 |
1.1758 |
1.1692 |
1.1542 |
|
| R2 |
1.1642 |
1.1642 |
1.1531 |
|
| R1 |
1.1576 |
1.1576 |
1.1521 |
1.1552 |
| PP |
1.1527 |
1.1527 |
1.1527 |
1.1515 |
| S1 |
1.1461 |
1.1461 |
1.1499 |
1.1436 |
| S2 |
1.1411 |
1.1411 |
1.1489 |
|
| S3 |
1.1296 |
1.1345 |
1.1478 |
|
| S4 |
1.1180 |
1.1230 |
1.1446 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1593 |
1.1478 |
0.0116 |
1.0% |
0.0055 |
0.5% |
58% |
False |
False |
292 |
| 10 |
1.1674 |
1.1478 |
0.0197 |
1.7% |
0.0059 |
0.5% |
34% |
False |
False |
182 |
| 20 |
1.1727 |
1.1454 |
0.0273 |
2.4% |
0.0057 |
0.5% |
33% |
False |
False |
324 |
| 40 |
1.1851 |
1.1454 |
0.0397 |
3.4% |
0.0045 |
0.4% |
23% |
False |
False |
233 |
| 60 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0046 |
0.4% |
15% |
False |
False |
165 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0048 |
0.4% |
15% |
False |
False |
135 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0045 |
0.4% |
15% |
False |
False |
113 |
| 120 |
1.2176 |
1.1454 |
0.0722 |
6.3% |
0.0045 |
0.4% |
13% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1805 |
|
2.618 |
1.1718 |
|
1.618 |
1.1665 |
|
1.000 |
1.1633 |
|
0.618 |
1.1612 |
|
HIGH |
1.1580 |
|
0.618 |
1.1559 |
|
0.500 |
1.1553 |
|
0.382 |
1.1547 |
|
LOW |
1.1527 |
|
0.618 |
1.1494 |
|
1.000 |
1.1474 |
|
1.618 |
1.1441 |
|
2.618 |
1.1388 |
|
4.250 |
1.1301 |
|
|
| Fisher Pivots for day following 03-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1553 |
1.1552 |
| PP |
1.1550 |
1.1549 |
| S1 |
1.1547 |
1.1547 |
|