CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 03-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2018 |
03-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1496 |
1.1441 |
-0.0056 |
-0.5% |
1.1453 |
| High |
1.1505 |
1.1486 |
-0.0019 |
-0.2% |
1.1508 |
| Low |
1.1414 |
1.1428 |
0.0015 |
0.1% |
1.1380 |
| Close |
1.1417 |
1.1451 |
0.0034 |
0.3% |
1.1417 |
| Range |
0.0092 |
0.0058 |
-0.0034 |
-36.6% |
0.0129 |
| ATR |
0.0079 |
0.0079 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
16,255 |
20,705 |
4,450 |
27.4% |
59,793 |
|
| Daily Pivots for day following 03-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1629 |
1.1598 |
1.1482 |
|
| R3 |
1.1571 |
1.1540 |
1.1466 |
|
| R2 |
1.1513 |
1.1513 |
1.1461 |
|
| R1 |
1.1482 |
1.1482 |
1.1456 |
1.1497 |
| PP |
1.1455 |
1.1455 |
1.1455 |
1.1463 |
| S1 |
1.1424 |
1.1424 |
1.1445 |
1.1439 |
| S2 |
1.1397 |
1.1397 |
1.1440 |
|
| S3 |
1.1339 |
1.1366 |
1.1435 |
|
| S4 |
1.1281 |
1.1308 |
1.1419 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1820 |
1.1747 |
1.1488 |
|
| R3 |
1.1692 |
1.1619 |
1.1452 |
|
| R2 |
1.1563 |
1.1563 |
1.1441 |
|
| R1 |
1.1490 |
1.1490 |
1.1429 |
1.1463 |
| PP |
1.1435 |
1.1435 |
1.1435 |
1.1421 |
| S1 |
1.1362 |
1.1362 |
1.1405 |
1.1334 |
| S2 |
1.1306 |
1.1306 |
1.1393 |
|
| S3 |
1.1178 |
1.1233 |
1.1382 |
|
| S4 |
1.1049 |
1.1105 |
1.1346 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1508 |
1.1380 |
0.0129 |
1.1% |
0.0077 |
0.7% |
55% |
False |
False |
15,085 |
| 10 |
1.1592 |
1.1380 |
0.0212 |
1.9% |
0.0077 |
0.7% |
33% |
False |
False |
10,578 |
| 20 |
1.1645 |
1.1353 |
0.0292 |
2.5% |
0.0079 |
0.7% |
33% |
False |
False |
7,580 |
| 40 |
1.1777 |
1.1353 |
0.0424 |
3.7% |
0.0075 |
0.7% |
23% |
False |
False |
4,779 |
| 60 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0074 |
0.6% |
15% |
False |
False |
3,365 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0072 |
0.6% |
15% |
False |
False |
2,544 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0065 |
0.6% |
15% |
False |
False |
2,043 |
| 120 |
1.2097 |
1.1353 |
0.0744 |
6.5% |
0.0064 |
0.6% |
13% |
False |
False |
1,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1733 |
|
2.618 |
1.1638 |
|
1.618 |
1.1580 |
|
1.000 |
1.1544 |
|
0.618 |
1.1522 |
|
HIGH |
1.1486 |
|
0.618 |
1.1464 |
|
0.500 |
1.1457 |
|
0.382 |
1.1450 |
|
LOW |
1.1428 |
|
0.618 |
1.1392 |
|
1.000 |
1.1370 |
|
1.618 |
1.1334 |
|
2.618 |
1.1276 |
|
4.250 |
1.1182 |
|
|
| Fisher Pivots for day following 03-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1457 |
1.1461 |
| PP |
1.1455 |
1.1457 |
| S1 |
1.1453 |
1.1454 |
|