CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 13-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2018 |
13-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1325 |
1.1375 |
0.0050 |
0.4% |
1.1347 |
| High |
1.1392 |
1.1396 |
0.0004 |
0.0% |
1.1431 |
| Low |
1.1319 |
1.1333 |
0.0014 |
0.1% |
1.1321 |
| Close |
1.1372 |
1.1368 |
-0.0004 |
0.0% |
1.1430 |
| Range |
0.0073 |
0.0064 |
-0.0010 |
-13.0% |
0.0110 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
342,016 |
348,196 |
6,180 |
1.8% |
1,056,583 |
|
| Daily Pivots for day following 13-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1556 |
1.1525 |
1.1402 |
|
| R3 |
1.1492 |
1.1462 |
1.1385 |
|
| R2 |
1.1429 |
1.1429 |
1.1379 |
|
| R1 |
1.1398 |
1.1398 |
1.1373 |
1.1382 |
| PP |
1.1365 |
1.1365 |
1.1365 |
1.1357 |
| S1 |
1.1335 |
1.1335 |
1.1362 |
1.1318 |
| S2 |
1.1302 |
1.1302 |
1.1356 |
|
| S3 |
1.1238 |
1.1271 |
1.1350 |
|
| S4 |
1.1175 |
1.1208 |
1.1333 |
|
|
| 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% |
0.0078 |
0.7% |
41% |
False |
False |
319,198 |
| 10 |
1.1449 |
1.1311 |
0.0138 |
1.2% |
0.0079 |
0.7% |
41% |
False |
False |
263,025 |
| 20 |
1.1495 |
1.1283 |
0.0212 |
1.9% |
0.0082 |
0.7% |
40% |
False |
False |
231,900 |
| 40 |
1.1601 |
1.1246 |
0.0355 |
3.1% |
0.0081 |
0.7% |
34% |
False |
False |
227,062 |
| 60 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0081 |
0.7% |
19% |
False |
False |
231,053 |
| 80 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0081 |
0.7% |
19% |
False |
False |
194,287 |
| 100 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0079 |
0.7% |
19% |
False |
False |
155,715 |
| 120 |
1.1936 |
1.1246 |
0.0690 |
6.1% |
0.0079 |
0.7% |
18% |
False |
False |
129,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1666 |
|
2.618 |
1.1562 |
|
1.618 |
1.1499 |
|
1.000 |
1.1460 |
|
0.618 |
1.1435 |
|
HIGH |
1.1396 |
|
0.618 |
1.1372 |
|
0.500 |
1.1364 |
|
0.382 |
1.1357 |
|
LOW |
1.1333 |
|
0.618 |
1.1293 |
|
1.000 |
1.1269 |
|
1.618 |
1.1230 |
|
2.618 |
1.1166 |
|
4.250 |
1.1063 |
|
|
| Fisher Pivots for day following 13-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1366 |
1.1364 |
| PP |
1.1365 |
1.1361 |
| S1 |
1.1364 |
1.1358 |
|