CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 10-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2018 |
10-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1385 |
1.1407 |
0.0023 |
0.2% |
1.1347 |
| High |
1.1431 |
1.1449 |
0.0018 |
0.2% |
1.1431 |
| Low |
1.1367 |
1.1356 |
-0.0011 |
-0.1% |
1.1321 |
| Close |
1.1430 |
1.1359 |
-0.0071 |
-0.6% |
1.1430 |
| Range |
0.0064 |
0.0093 |
0.0029 |
45.3% |
0.0110 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.1% |
0.0000 |
| Volume |
224,989 |
317,374 |
92,385 |
41.1% |
1,056,583 |
|
| Daily Pivots for day following 10-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1667 |
1.1606 |
1.1410 |
|
| R3 |
1.1574 |
1.1513 |
1.1384 |
|
| R2 |
1.1481 |
1.1481 |
1.1376 |
|
| R1 |
1.1420 |
1.1420 |
1.1367 |
1.1404 |
| PP |
1.1388 |
1.1388 |
1.1388 |
1.1380 |
| S1 |
1.1327 |
1.1327 |
1.1350 |
1.1311 |
| S2 |
1.1295 |
1.1295 |
1.1341 |
|
| S3 |
1.1202 |
1.1234 |
1.1333 |
|
| S4 |
1.1109 |
1.1141 |
1.1307 |
|
|
| 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 |
1.1449 |
1.1321 |
0.0128 |
1.1% |
0.0080 |
0.7% |
29% |
True |
False |
235,457 |
| 10 |
1.1449 |
1.1283 |
0.0166 |
1.5% |
0.0080 |
0.7% |
45% |
True |
False |
224,037 |
| 20 |
1.1495 |
1.1246 |
0.0250 |
2.2% |
0.0084 |
0.7% |
45% |
False |
False |
213,552 |
| 40 |
1.1678 |
1.1246 |
0.0433 |
3.8% |
0.0080 |
0.7% |
26% |
False |
False |
214,837 |
| 60 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0080 |
0.7% |
17% |
False |
False |
223,174 |
| 80 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0082 |
0.7% |
17% |
False |
False |
181,226 |
| 100 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0079 |
0.7% |
17% |
False |
False |
145,188 |
| 120 |
1.1936 |
1.1246 |
0.0690 |
6.1% |
0.0079 |
0.7% |
16% |
False |
False |
121,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1844 |
|
2.618 |
1.1692 |
|
1.618 |
1.1599 |
|
1.000 |
1.1542 |
|
0.618 |
1.1506 |
|
HIGH |
1.1449 |
|
0.618 |
1.1413 |
|
0.500 |
1.1403 |
|
0.382 |
1.1392 |
|
LOW |
1.1356 |
|
0.618 |
1.1299 |
|
1.000 |
1.1263 |
|
1.618 |
1.1206 |
|
2.618 |
1.1113 |
|
4.250 |
1.0961 |
|
|
| Fisher Pivots for day following 10-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1403 |
1.1389 |
| PP |
1.1388 |
1.1379 |
| S1 |
1.1373 |
1.1369 |
|