CME Euro FX (E) Future December 2018
| 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 |
1.1403 |
1.1347 |
-0.0056 |
-0.5% |
1.1355 |
| High |
1.1414 |
1.1392 |
-0.0022 |
-0.2% |
1.1416 |
| Low |
1.1318 |
1.1331 |
0.0013 |
0.1% |
1.1283 |
| Close |
1.1322 |
1.1355 |
0.0033 |
0.3% |
1.1322 |
| Range |
0.0096 |
0.0061 |
-0.0035 |
-36.6% |
0.0133 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
202,672 |
196,671 |
-6,001 |
-3.0% |
1,014,310 |
|
| Daily Pivots for day following 03-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1541 |
1.1508 |
1.1388 |
|
| R3 |
1.1480 |
1.1448 |
1.1371 |
|
| R2 |
1.1420 |
1.1420 |
1.1366 |
|
| R1 |
1.1387 |
1.1387 |
1.1360 |
1.1403 |
| PP |
1.1359 |
1.1359 |
1.1359 |
1.1367 |
| S1 |
1.1327 |
1.1327 |
1.1349 |
1.1343 |
| S2 |
1.1299 |
1.1299 |
1.1343 |
|
| S3 |
1.1238 |
1.1266 |
1.1338 |
|
| S4 |
1.1178 |
1.1206 |
1.1321 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1738 |
1.1662 |
1.1395 |
|
| R3 |
1.1605 |
1.1530 |
1.1358 |
|
| R2 |
1.1473 |
1.1473 |
1.1346 |
|
| R1 |
1.1397 |
1.1397 |
1.1334 |
1.1369 |
| PP |
1.1340 |
1.1340 |
1.1340 |
1.1326 |
| S1 |
1.1265 |
1.1265 |
1.1310 |
1.1236 |
| S2 |
1.1208 |
1.1208 |
1.1298 |
|
| S3 |
1.1075 |
1.1132 |
1.1286 |
|
| S4 |
1.0943 |
1.1000 |
1.1249 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1416 |
1.1283 |
0.0133 |
1.2% |
0.0080 |
0.7% |
54% |
False |
False |
212,617 |
| 10 |
1.1495 |
1.1283 |
0.0212 |
1.9% |
0.0081 |
0.7% |
34% |
False |
False |
194,401 |
| 20 |
1.1546 |
1.1246 |
0.0300 |
2.6% |
0.0083 |
0.7% |
36% |
False |
False |
203,183 |
| 40 |
1.1678 |
1.1246 |
0.0433 |
3.8% |
0.0079 |
0.7% |
25% |
False |
False |
214,485 |
| 60 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0081 |
0.7% |
17% |
False |
False |
219,650 |
| 80 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0082 |
0.7% |
17% |
False |
False |
166,674 |
| 100 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0079 |
0.7% |
17% |
False |
False |
133,430 |
| 120 |
1.2010 |
1.1246 |
0.0765 |
6.7% |
0.0080 |
0.7% |
14% |
False |
False |
111,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1649 |
|
2.618 |
1.1550 |
|
1.618 |
1.1489 |
|
1.000 |
1.1452 |
|
0.618 |
1.1429 |
|
HIGH |
1.1392 |
|
0.618 |
1.1368 |
|
0.500 |
1.1361 |
|
0.382 |
1.1354 |
|
LOW |
1.1331 |
|
0.618 |
1.1294 |
|
1.000 |
1.1271 |
|
1.618 |
1.1233 |
|
2.618 |
1.1173 |
|
4.250 |
1.1074 |
|
|
| Fisher Pivots for day following 03-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1361 |
1.1367 |
| PP |
1.1359 |
1.1363 |
| S1 |
1.1357 |
1.1359 |
|