CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 04-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2018 |
04-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1347 |
1.1367 |
0.0020 |
0.2% |
1.1355 |
| High |
1.1392 |
1.1431 |
0.0039 |
0.3% |
1.1416 |
| Low |
1.1331 |
1.1329 |
-0.0002 |
0.0% |
1.1283 |
| Close |
1.1355 |
1.1353 |
-0.0002 |
0.0% |
1.1322 |
| Range |
0.0061 |
0.0102 |
0.0041 |
67.8% |
0.0133 |
| ATR |
0.0082 |
0.0084 |
0.0001 |
1.7% |
0.0000 |
| Volume |
196,671 |
252,191 |
55,520 |
28.2% |
1,014,310 |
|
| Daily Pivots for day following 04-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1675 |
1.1616 |
1.1409 |
|
| R3 |
1.1574 |
1.1514 |
1.1381 |
|
| R2 |
1.1472 |
1.1472 |
1.1372 |
|
| R1 |
1.1413 |
1.1413 |
1.1362 |
1.1392 |
| PP |
1.1371 |
1.1371 |
1.1371 |
1.1360 |
| S1 |
1.1311 |
1.1311 |
1.1344 |
1.1290 |
| S2 |
1.1269 |
1.1269 |
1.1334 |
|
| S3 |
1.1168 |
1.1210 |
1.1325 |
|
| S4 |
1.1066 |
1.1108 |
1.1297 |
|
|
| 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 |
1.1431 |
1.1283 |
0.0148 |
1.3% |
0.0087 |
0.8% |
47% |
True |
False |
222,921 |
| 10 |
1.1495 |
1.1283 |
0.0212 |
1.9% |
0.0084 |
0.7% |
33% |
False |
False |
205,032 |
| 20 |
1.1546 |
1.1246 |
0.0300 |
2.6% |
0.0084 |
0.7% |
36% |
False |
False |
207,892 |
| 40 |
1.1678 |
1.1246 |
0.0433 |
3.8% |
0.0080 |
0.7% |
25% |
False |
False |
216,814 |
| 60 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0081 |
0.7% |
17% |
False |
False |
222,896 |
| 80 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0081 |
0.7% |
17% |
False |
False |
169,806 |
| 100 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0079 |
0.7% |
17% |
False |
False |
135,949 |
| 120 |
1.1936 |
1.1246 |
0.0690 |
6.1% |
0.0079 |
0.7% |
16% |
False |
False |
113,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1862 |
|
2.618 |
1.1696 |
|
1.618 |
1.1595 |
|
1.000 |
1.1532 |
|
0.618 |
1.1493 |
|
HIGH |
1.1431 |
|
0.618 |
1.1392 |
|
0.500 |
1.1380 |
|
0.382 |
1.1368 |
|
LOW |
1.1329 |
|
0.618 |
1.1266 |
|
1.000 |
1.1228 |
|
1.618 |
1.1165 |
|
2.618 |
1.1063 |
|
4.250 |
1.0898 |
|
|
| Fisher Pivots for day following 04-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1380 |
1.1374 |
| PP |
1.1371 |
1.1367 |
| S1 |
1.1362 |
1.1360 |
|