CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 07-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2018 |
07-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1453 |
1.1480 |
0.0028 |
0.2% |
1.1441 |
| High |
1.1514 |
1.1525 |
0.0011 |
0.1% |
1.1527 |
| Low |
1.1423 |
1.1462 |
0.0039 |
0.3% |
1.1416 |
| Close |
1.1475 |
1.1524 |
0.0049 |
0.4% |
1.1524 |
| Range |
0.0091 |
0.0064 |
-0.0028 |
-30.2% |
0.0111 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
26,312 |
27,156 |
844 |
3.2% |
112,288 |
|
| Daily Pivots for day following 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1694 |
1.1673 |
1.1559 |
|
| R3 |
1.1631 |
1.1609 |
1.1541 |
|
| R2 |
1.1567 |
1.1567 |
1.1536 |
|
| R1 |
1.1546 |
1.1546 |
1.1530 |
1.1556 |
| PP |
1.1504 |
1.1504 |
1.1504 |
1.1509 |
| S1 |
1.1482 |
1.1482 |
1.1518 |
1.1493 |
| S2 |
1.1440 |
1.1440 |
1.1512 |
|
| S3 |
1.1377 |
1.1419 |
1.1507 |
|
| S4 |
1.1313 |
1.1355 |
1.1489 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1822 |
1.1784 |
1.1585 |
|
| R3 |
1.1711 |
1.1673 |
1.1555 |
|
| R2 |
1.1600 |
1.1600 |
1.1544 |
|
| R1 |
1.1562 |
1.1562 |
1.1534 |
1.1581 |
| PP |
1.1489 |
1.1489 |
1.1489 |
1.1499 |
| S1 |
1.1451 |
1.1451 |
1.1514 |
1.1470 |
| S2 |
1.1378 |
1.1378 |
1.1504 |
|
| S3 |
1.1267 |
1.1340 |
1.1493 |
|
| S4 |
1.1156 |
1.1229 |
1.1463 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1527 |
1.1416 |
0.0111 |
1.0% |
0.0073 |
0.6% |
97% |
False |
False |
22,457 |
| 10 |
1.1527 |
1.1380 |
0.0148 |
1.3% |
0.0075 |
0.7% |
98% |
False |
False |
17,208 |
| 20 |
1.1592 |
1.1353 |
0.0239 |
2.1% |
0.0079 |
0.7% |
72% |
False |
False |
11,685 |
| 40 |
1.1777 |
1.1353 |
0.0424 |
3.7% |
0.0076 |
0.7% |
40% |
False |
False |
6,888 |
| 60 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0075 |
0.7% |
27% |
False |
False |
4,879 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0073 |
0.6% |
27% |
False |
False |
3,686 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0067 |
0.6% |
27% |
False |
False |
2,957 |
| 120 |
1.2003 |
1.1353 |
0.0650 |
5.6% |
0.0063 |
0.5% |
26% |
False |
False |
2,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1795 |
|
2.618 |
1.1691 |
|
1.618 |
1.1628 |
|
1.000 |
1.1589 |
|
0.618 |
1.1564 |
|
HIGH |
1.1525 |
|
0.618 |
1.1501 |
|
0.500 |
1.1493 |
|
0.382 |
1.1486 |
|
LOW |
1.1462 |
|
0.618 |
1.1422 |
|
1.000 |
1.1398 |
|
1.618 |
1.1359 |
|
2.618 |
1.1295 |
|
4.250 |
1.1192 |
|
|
| Fisher Pivots for day following 07-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1514 |
1.1506 |
| PP |
1.1504 |
1.1488 |
| S1 |
1.1493 |
1.1471 |
|