CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 11-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2018 |
11-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1407 |
1.1357 |
-0.0050 |
-0.4% |
1.1347 |
| High |
1.1449 |
1.1406 |
-0.0044 |
-0.4% |
1.1431 |
| Low |
1.1356 |
1.1311 |
-0.0045 |
-0.4% |
1.1321 |
| Close |
1.1359 |
1.1332 |
-0.0027 |
-0.2% |
1.1430 |
| Range |
0.0093 |
0.0095 |
0.0002 |
1.6% |
0.0110 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.1% |
0.0000 |
| Volume |
317,374 |
363,418 |
46,044 |
14.5% |
1,056,583 |
|
| Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1633 |
1.1577 |
1.1384 |
|
| R3 |
1.1539 |
1.1483 |
1.1358 |
|
| R2 |
1.1444 |
1.1444 |
1.1349 |
|
| R1 |
1.1388 |
1.1388 |
1.1341 |
1.1369 |
| PP |
1.1350 |
1.1350 |
1.1350 |
1.1340 |
| S1 |
1.1294 |
1.1294 |
1.1323 |
1.1274 |
| S2 |
1.1255 |
1.1255 |
1.1315 |
|
| S3 |
1.1161 |
1.1199 |
1.1306 |
|
| S4 |
1.1066 |
1.1105 |
1.1280 |
|
|
| 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 |
1.1311 |
0.0138 |
1.2% |
0.0079 |
0.7% |
15% |
False |
True |
257,702 |
| 10 |
1.1449 |
1.1283 |
0.0166 |
1.5% |
0.0083 |
0.7% |
30% |
False |
False |
240,312 |
| 20 |
1.1495 |
1.1250 |
0.0245 |
2.2% |
0.0083 |
0.7% |
33% |
False |
False |
221,593 |
| 40 |
1.1678 |
1.1246 |
0.0433 |
3.8% |
0.0081 |
0.7% |
20% |
False |
False |
219,979 |
| 60 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0081 |
0.7% |
13% |
False |
False |
226,513 |
| 80 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0082 |
0.7% |
13% |
False |
False |
185,748 |
| 100 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0079 |
0.7% |
13% |
False |
False |
148,819 |
| 120 |
1.1936 |
1.1246 |
0.0690 |
6.1% |
0.0079 |
0.7% |
13% |
False |
False |
124,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1807 |
|
2.618 |
1.1653 |
|
1.618 |
1.1558 |
|
1.000 |
1.1500 |
|
0.618 |
1.1464 |
|
HIGH |
1.1406 |
|
0.618 |
1.1369 |
|
0.500 |
1.1358 |
|
0.382 |
1.1347 |
|
LOW |
1.1311 |
|
0.618 |
1.1253 |
|
1.000 |
1.1217 |
|
1.618 |
1.1158 |
|
2.618 |
1.1064 |
|
4.250 |
1.0909 |
|
|
| Fisher Pivots for day following 11-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1358 |
1.1380 |
| PP |
1.1350 |
1.1364 |
| S1 |
1.1341 |
1.1348 |
|