CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 17-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2018 |
17-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1448 |
1.1396 |
-0.0053 |
-0.5% |
1.1501 |
| High |
1.1457 |
1.1450 |
-0.0008 |
-0.1% |
1.1543 |
| Low |
1.1362 |
1.1395 |
0.0033 |
0.3% |
1.1362 |
| Close |
1.1396 |
1.1442 |
0.0046 |
0.4% |
1.1396 |
| Range |
0.0095 |
0.0055 |
-0.0041 |
-42.6% |
0.0181 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
283,933 |
172,375 |
-111,558 |
-39.3% |
1,011,196 |
|
| Daily Pivots for day following 17-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1592 |
1.1572 |
1.1472 |
|
| R3 |
1.1538 |
1.1517 |
1.1457 |
|
| R2 |
1.1483 |
1.1483 |
1.1452 |
|
| R1 |
1.1463 |
1.1463 |
1.1447 |
1.1473 |
| PP |
1.1429 |
1.1429 |
1.1429 |
1.1434 |
| S1 |
1.1408 |
1.1408 |
1.1437 |
1.1419 |
| S2 |
1.1374 |
1.1374 |
1.1432 |
|
| S3 |
1.1320 |
1.1354 |
1.1427 |
|
| S4 |
1.1265 |
1.1299 |
1.1412 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1975 |
1.1866 |
1.1495 |
|
| R3 |
1.1795 |
1.1686 |
1.1446 |
|
| R2 |
1.1614 |
1.1614 |
1.1429 |
|
| R1 |
1.1505 |
1.1505 |
1.1413 |
1.1469 |
| PP |
1.1434 |
1.1434 |
1.1434 |
1.1416 |
| S1 |
1.1325 |
1.1325 |
1.1379 |
1.1289 |
| S2 |
1.1253 |
1.1253 |
1.1363 |
|
| S3 |
1.1073 |
1.1144 |
1.1346 |
|
| S4 |
1.0892 |
1.0964 |
1.1297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1500 |
1.1362 |
0.0138 |
1.2% |
0.0076 |
0.7% |
58% |
False |
False |
210,130 |
| 10 |
1.1543 |
1.1362 |
0.0181 |
1.6% |
0.0078 |
0.7% |
44% |
False |
False |
127,515 |
| 20 |
1.1592 |
1.1362 |
0.0230 |
2.0% |
0.0078 |
0.7% |
35% |
False |
False |
69,046 |
| 40 |
1.1700 |
1.1353 |
0.0347 |
3.0% |
0.0077 |
0.7% |
26% |
False |
False |
36,135 |
| 60 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0075 |
0.7% |
14% |
False |
False |
24,574 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0074 |
0.6% |
14% |
False |
False |
18,478 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0068 |
0.6% |
14% |
False |
False |
14,789 |
| 120 |
1.2003 |
1.1353 |
0.0650 |
5.7% |
0.0064 |
0.6% |
14% |
False |
False |
12,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1681 |
|
2.618 |
1.1592 |
|
1.618 |
1.1538 |
|
1.000 |
1.1504 |
|
0.618 |
1.1483 |
|
HIGH |
1.1450 |
|
0.618 |
1.1429 |
|
0.500 |
1.1422 |
|
0.382 |
1.1416 |
|
LOW |
1.1395 |
|
0.618 |
1.1361 |
|
1.000 |
1.1341 |
|
1.618 |
1.1307 |
|
2.618 |
1.1252 |
|
4.250 |
1.1163 |
|
|
| Fisher Pivots for day following 17-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1435 |
1.1436 |
| PP |
1.1429 |
1.1431 |
| S1 |
1.1422 |
1.1425 |
|