CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 05-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2018 |
05-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1367 |
1.1351 |
-0.0016 |
-0.1% |
1.1355 |
| High |
1.1431 |
1.1372 |
-0.0059 |
-0.5% |
1.1416 |
| Low |
1.1329 |
1.1321 |
-0.0008 |
-0.1% |
1.1283 |
| Close |
1.1353 |
1.1351 |
-0.0002 |
0.0% |
1.1322 |
| Range |
0.0102 |
0.0051 |
-0.0051 |
-49.8% |
0.0133 |
| ATR |
0.0084 |
0.0081 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
252,191 |
130,235 |
-121,956 |
-48.4% |
1,014,310 |
|
| Daily Pivots for day following 05-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1501 |
1.1477 |
1.1379 |
|
| R3 |
1.1450 |
1.1426 |
1.1365 |
|
| R2 |
1.1399 |
1.1399 |
1.1360 |
|
| R1 |
1.1375 |
1.1375 |
1.1356 |
1.1387 |
| PP |
1.1348 |
1.1348 |
1.1348 |
1.1354 |
| S1 |
1.1324 |
1.1324 |
1.1346 |
1.1336 |
| S2 |
1.1297 |
1.1297 |
1.1342 |
|
| S3 |
1.1246 |
1.1273 |
1.1337 |
|
| S4 |
1.1195 |
1.1222 |
1.1323 |
|
|
| 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 |
1.1318 |
0.0113 |
1.0% |
0.0072 |
0.6% |
29% |
False |
False |
200,503 |
| 10 |
1.1454 |
1.1283 |
0.0171 |
1.5% |
0.0077 |
0.7% |
40% |
False |
False |
198,343 |
| 20 |
1.1546 |
1.1246 |
0.0300 |
2.6% |
0.0085 |
0.7% |
35% |
False |
False |
206,452 |
| 40 |
1.1678 |
1.1246 |
0.0433 |
3.8% |
0.0079 |
0.7% |
24% |
False |
False |
213,696 |
| 60 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0081 |
0.7% |
16% |
False |
False |
222,386 |
| 80 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0081 |
0.7% |
16% |
False |
False |
171,413 |
| 100 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0079 |
0.7% |
16% |
False |
False |
137,248 |
| 120 |
1.1936 |
1.1246 |
0.0690 |
6.1% |
0.0079 |
0.7% |
15% |
False |
False |
114,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1589 |
|
2.618 |
1.1506 |
|
1.618 |
1.1455 |
|
1.000 |
1.1423 |
|
0.618 |
1.1404 |
|
HIGH |
1.1372 |
|
0.618 |
1.1353 |
|
0.500 |
1.1347 |
|
0.382 |
1.1340 |
|
LOW |
1.1321 |
|
0.618 |
1.1289 |
|
1.000 |
1.1270 |
|
1.618 |
1.1238 |
|
2.618 |
1.1187 |
|
4.250 |
1.1104 |
|
|
| Fisher Pivots for day following 05-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1350 |
1.1376 |
| PP |
1.1348 |
1.1368 |
| S1 |
1.1347 |
1.1359 |
|