CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 14-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2018 |
14-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1375 |
1.1359 |
-0.0016 |
-0.1% |
1.1407 |
| High |
1.1396 |
1.1366 |
-0.0030 |
-0.3% |
1.1449 |
| Low |
1.1333 |
1.1270 |
-0.0063 |
-0.6% |
1.1270 |
| Close |
1.1368 |
1.1305 |
-0.0063 |
-0.6% |
1.1305 |
| Range |
0.0064 |
0.0096 |
0.0033 |
51.2% |
0.0179 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.5% |
0.0000 |
| Volume |
348,196 |
139,597 |
-208,599 |
-59.9% |
1,510,601 |
|
| Daily Pivots for day following 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1602 |
1.1549 |
1.1357 |
|
| R3 |
1.1506 |
1.1453 |
1.1331 |
|
| R2 |
1.1410 |
1.1410 |
1.1322 |
|
| R1 |
1.1357 |
1.1357 |
1.1313 |
1.1335 |
| PP |
1.1314 |
1.1314 |
1.1314 |
1.1303 |
| S1 |
1.1261 |
1.1261 |
1.1296 |
1.1239 |
| S2 |
1.1218 |
1.1218 |
1.1287 |
|
| S3 |
1.1122 |
1.1165 |
1.1278 |
|
| S4 |
1.1026 |
1.1069 |
1.1252 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1878 |
1.1770 |
1.1403 |
|
| R3 |
1.1699 |
1.1591 |
1.1354 |
|
| R2 |
1.1520 |
1.1520 |
1.1337 |
|
| R1 |
1.1412 |
1.1412 |
1.1321 |
1.1377 |
| PP |
1.1341 |
1.1341 |
1.1341 |
1.1323 |
| S1 |
1.1233 |
1.1233 |
1.1288 |
1.1198 |
| S2 |
1.1162 |
1.1162 |
1.1272 |
|
| S3 |
1.0983 |
1.1054 |
1.1255 |
|
| S4 |
1.0804 |
1.0875 |
1.1206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1449 |
1.1270 |
0.0179 |
1.6% |
0.0084 |
0.7% |
19% |
False |
True |
302,120 |
| 10 |
1.1449 |
1.1270 |
0.0179 |
1.6% |
0.0079 |
0.7% |
19% |
False |
True |
256,718 |
| 20 |
1.1495 |
1.1270 |
0.0225 |
2.0% |
0.0082 |
0.7% |
15% |
False |
True |
226,741 |
| 40 |
1.1601 |
1.1246 |
0.0355 |
3.1% |
0.0081 |
0.7% |
17% |
False |
False |
224,734 |
| 60 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0080 |
0.7% |
9% |
False |
False |
228,935 |
| 80 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0081 |
0.7% |
9% |
False |
False |
195,914 |
| 100 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0079 |
0.7% |
9% |
False |
False |
157,107 |
| 120 |
1.1936 |
1.1246 |
0.0690 |
6.1% |
0.0079 |
0.7% |
9% |
False |
False |
130,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1774 |
|
2.618 |
1.1617 |
|
1.618 |
1.1521 |
|
1.000 |
1.1462 |
|
0.618 |
1.1425 |
|
HIGH |
1.1366 |
|
0.618 |
1.1329 |
|
0.500 |
1.1318 |
|
0.382 |
1.1307 |
|
LOW |
1.1270 |
|
0.618 |
1.1211 |
|
1.000 |
1.1174 |
|
1.618 |
1.1115 |
|
2.618 |
1.1019 |
|
4.250 |
1.0862 |
|
|
| Fisher Pivots for day following 14-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1318 |
1.1333 |
| PP |
1.1314 |
1.1324 |
| S1 |
1.1309 |
1.1314 |
|