CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 07-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2018 |
07-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1354 |
1.1385 |
0.0031 |
0.3% |
1.1347 |
| High |
1.1420 |
1.1431 |
0.0011 |
0.1% |
1.1431 |
| Low |
1.1329 |
1.1367 |
0.0039 |
0.3% |
1.1321 |
| Close |
1.1381 |
1.1430 |
0.0049 |
0.4% |
1.1430 |
| Range |
0.0092 |
0.0064 |
-0.0028 |
-30.1% |
0.0110 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
252,497 |
224,989 |
-27,508 |
-10.9% |
1,056,583 |
|
| Daily Pivots for day following 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1601 |
1.1579 |
1.1465 |
|
| R3 |
1.1537 |
1.1515 |
1.1447 |
|
| R2 |
1.1473 |
1.1473 |
1.1441 |
|
| R1 |
1.1451 |
1.1451 |
1.1435 |
1.1462 |
| PP |
1.1409 |
1.1409 |
1.1409 |
1.1415 |
| S1 |
1.1387 |
1.1387 |
1.1424 |
1.1398 |
| S2 |
1.1345 |
1.1345 |
1.1418 |
|
| S3 |
1.1281 |
1.1323 |
1.1412 |
|
| S4 |
1.1217 |
1.1259 |
1.1394 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1724 |
1.1687 |
1.1490 |
|
| R3 |
1.1614 |
1.1577 |
1.1460 |
|
| R2 |
1.1504 |
1.1504 |
1.1450 |
|
| R1 |
1.1467 |
1.1467 |
1.1440 |
1.1485 |
| PP |
1.1394 |
1.1394 |
1.1394 |
1.1403 |
| S1 |
1.1357 |
1.1357 |
1.1419 |
1.1375 |
| S2 |
1.1284 |
1.1284 |
1.1409 |
|
| S3 |
1.1174 |
1.1247 |
1.1399 |
|
| S4 |
1.1064 |
1.1137 |
1.1369 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1431 |
1.1321 |
0.0110 |
1.0% |
0.0074 |
0.6% |
99% |
True |
False |
211,316 |
| 10 |
1.1431 |
1.1283 |
0.0148 |
1.3% |
0.0077 |
0.7% |
99% |
True |
False |
207,089 |
| 20 |
1.1495 |
1.1246 |
0.0250 |
2.2% |
0.0082 |
0.7% |
74% |
False |
False |
206,690 |
| 40 |
1.1678 |
1.1246 |
0.0433 |
3.8% |
0.0080 |
0.7% |
43% |
False |
False |
212,111 |
| 60 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0081 |
0.7% |
28% |
False |
False |
222,608 |
| 80 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0081 |
0.7% |
28% |
False |
False |
177,349 |
| 100 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0079 |
0.7% |
28% |
False |
False |
142,019 |
| 120 |
1.1936 |
1.1246 |
0.0690 |
6.0% |
0.0079 |
0.7% |
27% |
False |
False |
118,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1703 |
|
2.618 |
1.1599 |
|
1.618 |
1.1535 |
|
1.000 |
1.1495 |
|
0.618 |
1.1471 |
|
HIGH |
1.1431 |
|
0.618 |
1.1407 |
|
0.500 |
1.1399 |
|
0.382 |
1.1391 |
|
LOW |
1.1367 |
|
0.618 |
1.1327 |
|
1.000 |
1.1303 |
|
1.618 |
1.1263 |
|
2.618 |
1.1199 |
|
4.250 |
1.1095 |
|
|
| Fisher Pivots for day following 07-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1419 |
1.1412 |
| PP |
1.1409 |
1.1394 |
| S1 |
1.1399 |
1.1376 |
|