CME Euro FX (E) Future March 2019
| 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 |
1.1417 |
1.1465 |
0.0048 |
0.4% |
1.1441 |
| High |
1.1485 |
1.1489 |
0.0004 |
0.0% |
1.1527 |
| Low |
1.1413 |
1.1424 |
0.0011 |
0.1% |
1.1416 |
| Close |
1.1464 |
1.1459 |
-0.0006 |
0.0% |
1.1524 |
| Range |
0.0073 |
0.0065 |
-0.0008 |
-10.3% |
0.0111 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
185,219 |
230,044 |
44,825 |
24.2% |
112,288 |
|
| Daily Pivots for day following 13-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1652 |
1.1620 |
1.1494 |
|
| R3 |
1.1587 |
1.1555 |
1.1476 |
|
| R2 |
1.1522 |
1.1522 |
1.1470 |
|
| R1 |
1.1490 |
1.1490 |
1.1464 |
1.1474 |
| PP |
1.1457 |
1.1457 |
1.1457 |
1.1449 |
| S1 |
1.1425 |
1.1425 |
1.1453 |
1.1409 |
| S2 |
1.1392 |
1.1392 |
1.1447 |
|
| S3 |
1.1327 |
1.1360 |
1.1441 |
|
| S4 |
1.1262 |
1.1295 |
1.1423 |
|
|
| 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% |
0.0077 |
0.7% |
39% |
False |
False |
150,883 |
| 10 |
1.1543 |
1.1405 |
0.0138 |
1.2% |
0.0078 |
0.7% |
39% |
False |
False |
85,580 |
| 20 |
1.1592 |
1.1380 |
0.0212 |
1.9% |
0.0080 |
0.7% |
37% |
False |
False |
47,249 |
| 40 |
1.1700 |
1.1353 |
0.0347 |
3.0% |
0.0078 |
0.7% |
30% |
False |
False |
24,815 |
| 60 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0076 |
0.7% |
17% |
False |
False |
16,985 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0073 |
0.6% |
17% |
False |
False |
12,774 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0068 |
0.6% |
17% |
False |
False |
10,226 |
| 120 |
1.2003 |
1.1353 |
0.0650 |
5.7% |
0.0064 |
0.6% |
16% |
False |
False |
8,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1765 |
|
2.618 |
1.1659 |
|
1.618 |
1.1594 |
|
1.000 |
1.1554 |
|
0.618 |
1.1529 |
|
HIGH |
1.1489 |
|
0.618 |
1.1464 |
|
0.500 |
1.1456 |
|
0.382 |
1.1448 |
|
LOW |
1.1424 |
|
0.618 |
1.1383 |
|
1.000 |
1.1359 |
|
1.618 |
1.1318 |
|
2.618 |
1.1253 |
|
4.250 |
1.1147 |
|
|
| Fisher Pivots for day following 13-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1458 |
1.1456 |
| PP |
1.1457 |
1.1454 |
| S1 |
1.1456 |
1.1452 |
|