CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 12-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2018 |
12-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1357 |
1.1325 |
-0.0032 |
-0.3% |
1.1347 |
| High |
1.1406 |
1.1392 |
-0.0014 |
-0.1% |
1.1431 |
| Low |
1.1311 |
1.1319 |
0.0008 |
0.1% |
1.1321 |
| Close |
1.1332 |
1.1372 |
0.0040 |
0.3% |
1.1430 |
| Range |
0.0095 |
0.0073 |
-0.0022 |
-22.8% |
0.0110 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
363,418 |
342,016 |
-21,402 |
-5.9% |
1,056,583 |
|
| Daily Pivots for day following 12-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1580 |
1.1549 |
1.1412 |
|
| R3 |
1.1507 |
1.1476 |
1.1392 |
|
| R2 |
1.1434 |
1.1434 |
1.1385 |
|
| R1 |
1.1403 |
1.1403 |
1.1378 |
1.1418 |
| PP |
1.1361 |
1.1361 |
1.1361 |
1.1369 |
| S1 |
1.1330 |
1.1330 |
1.1365 |
1.1345 |
| S2 |
1.1288 |
1.1288 |
1.1358 |
|
| S3 |
1.1215 |
1.1257 |
1.1351 |
|
| S4 |
1.1142 |
1.1184 |
1.1331 |
|
|
| 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% |
0.0083 |
0.7% |
44% |
False |
False |
300,058 |
| 10 |
1.1449 |
1.1311 |
0.0138 |
1.2% |
0.0078 |
0.7% |
44% |
False |
False |
250,281 |
| 20 |
1.1495 |
1.1283 |
0.0212 |
1.9% |
0.0083 |
0.7% |
42% |
False |
False |
226,873 |
| 40 |
1.1636 |
1.1246 |
0.0390 |
3.4% |
0.0082 |
0.7% |
32% |
False |
False |
223,796 |
| 60 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0081 |
0.7% |
19% |
False |
False |
228,487 |
| 80 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0082 |
0.7% |
19% |
False |
False |
190,000 |
| 100 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0079 |
0.7% |
19% |
False |
False |
152,236 |
| 120 |
1.1936 |
1.1246 |
0.0690 |
6.1% |
0.0079 |
0.7% |
18% |
False |
False |
126,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1702 |
|
2.618 |
1.1583 |
|
1.618 |
1.1510 |
|
1.000 |
1.1465 |
|
0.618 |
1.1437 |
|
HIGH |
1.1392 |
|
0.618 |
1.1364 |
|
0.500 |
1.1356 |
|
0.382 |
1.1347 |
|
LOW |
1.1319 |
|
0.618 |
1.1274 |
|
1.000 |
1.1246 |
|
1.618 |
1.1201 |
|
2.618 |
1.1128 |
|
4.250 |
1.1009 |
|
|
| Fisher Pivots for day following 12-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1366 |
1.1380 |
| PP |
1.1361 |
1.1377 |
| S1 |
1.1356 |
1.1374 |
|