CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 11-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2018 |
11-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1501 |
1.1452 |
-0.0049 |
-0.4% |
1.1441 |
| High |
1.1543 |
1.1500 |
-0.0043 |
-0.4% |
1.1527 |
| Low |
1.1452 |
1.1405 |
-0.0047 |
-0.4% |
1.1416 |
| Close |
1.1453 |
1.1426 |
-0.0028 |
-0.2% |
1.1524 |
| Range |
0.0091 |
0.0095 |
0.0004 |
4.4% |
0.0111 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.5% |
0.0000 |
| Volume |
132,921 |
179,079 |
46,158 |
34.7% |
112,288 |
|
| Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1728 |
1.1672 |
1.1478 |
|
| R3 |
1.1633 |
1.1577 |
1.1452 |
|
| R2 |
1.1538 |
1.1538 |
1.1443 |
|
| R1 |
1.1482 |
1.1482 |
1.1434 |
1.1463 |
| PP |
1.1443 |
1.1443 |
1.1443 |
1.1434 |
| S1 |
1.1387 |
1.1387 |
1.1417 |
1.1368 |
| S2 |
1.1348 |
1.1348 |
1.1408 |
|
| S3 |
1.1253 |
1.1292 |
1.1399 |
|
| S4 |
1.1158 |
1.1197 |
1.1373 |
|
|
| 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 |
1.1543 |
1.1405 |
0.0138 |
1.2% |
0.0078 |
0.7% |
15% |
False |
True |
77,299 |
| 10 |
1.1543 |
1.1380 |
0.0163 |
1.4% |
0.0081 |
0.7% |
28% |
False |
False |
46,308 |
| 20 |
1.1592 |
1.1353 |
0.0239 |
2.1% |
0.0080 |
0.7% |
30% |
False |
False |
27,152 |
| 40 |
1.1777 |
1.1353 |
0.0424 |
3.7% |
0.0077 |
0.7% |
17% |
False |
False |
14,478 |
| 60 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0075 |
0.7% |
11% |
False |
False |
10,073 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0073 |
0.6% |
11% |
False |
False |
7,584 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0067 |
0.6% |
11% |
False |
False |
6,074 |
| 120 |
1.2003 |
1.1353 |
0.0650 |
5.7% |
0.0064 |
0.6% |
11% |
False |
False |
5,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1903 |
|
2.618 |
1.1748 |
|
1.618 |
1.1653 |
|
1.000 |
1.1595 |
|
0.618 |
1.1558 |
|
HIGH |
1.1500 |
|
0.618 |
1.1463 |
|
0.500 |
1.1452 |
|
0.382 |
1.1441 |
|
LOW |
1.1405 |
|
0.618 |
1.1346 |
|
1.000 |
1.1310 |
|
1.618 |
1.1251 |
|
2.618 |
1.1156 |
|
4.250 |
1.1001 |
|
|
| Fisher Pivots for day following 11-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1452 |
1.1474 |
| PP |
1.1443 |
1.1458 |
| S1 |
1.1434 |
1.1442 |
|