CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 18-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2018 |
18-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1396 |
1.1438 |
0.0043 |
0.4% |
1.1501 |
| High |
1.1450 |
1.1493 |
0.0044 |
0.4% |
1.1543 |
| Low |
1.1395 |
1.1426 |
0.0031 |
0.3% |
1.1362 |
| Close |
1.1442 |
1.1446 |
0.0004 |
0.0% |
1.1396 |
| Range |
0.0055 |
0.0067 |
0.0013 |
22.9% |
0.0181 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
172,375 |
164,785 |
-7,590 |
-4.4% |
1,011,196 |
|
| Daily Pivots for day following 18-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1656 |
1.1618 |
1.1483 |
|
| R3 |
1.1589 |
1.1551 |
1.1464 |
|
| R2 |
1.1522 |
1.1522 |
1.1458 |
|
| R1 |
1.1484 |
1.1484 |
1.1452 |
1.1503 |
| PP |
1.1455 |
1.1455 |
1.1455 |
1.1465 |
| S1 |
1.1417 |
1.1417 |
1.1440 |
1.1436 |
| S2 |
1.1388 |
1.1388 |
1.1434 |
|
| S3 |
1.1321 |
1.1350 |
1.1428 |
|
| S4 |
1.1254 |
1.1283 |
1.1409 |
|
|
| 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 |
1.1493 |
1.1362 |
0.0131 |
1.1% |
0.0071 |
0.6% |
64% |
True |
False |
207,271 |
| 10 |
1.1543 |
1.1362 |
0.0181 |
1.6% |
0.0074 |
0.7% |
47% |
False |
False |
142,285 |
| 20 |
1.1592 |
1.1362 |
0.0230 |
2.0% |
0.0078 |
0.7% |
37% |
False |
False |
77,192 |
| 40 |
1.1645 |
1.1353 |
0.0292 |
2.5% |
0.0076 |
0.7% |
32% |
False |
False |
40,224 |
| 60 |
1.1969 |
1.1353 |
0.0616 |
5.4% |
0.0075 |
0.7% |
15% |
False |
False |
27,315 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0074 |
0.6% |
15% |
False |
False |
20,537 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0069 |
0.6% |
15% |
False |
False |
16,437 |
| 120 |
1.2003 |
1.1353 |
0.0650 |
5.7% |
0.0064 |
0.6% |
14% |
False |
False |
13,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1778 |
|
2.618 |
1.1668 |
|
1.618 |
1.1601 |
|
1.000 |
1.1560 |
|
0.618 |
1.1534 |
|
HIGH |
1.1493 |
|
0.618 |
1.1467 |
|
0.500 |
1.1460 |
|
0.382 |
1.1452 |
|
LOW |
1.1426 |
|
0.618 |
1.1385 |
|
1.000 |
1.1359 |
|
1.618 |
1.1318 |
|
2.618 |
1.1251 |
|
4.250 |
1.1141 |
|
|
| Fisher Pivots for day following 18-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1460 |
1.1440 |
| PP |
1.1455 |
1.1434 |
| S1 |
1.1451 |
1.1428 |
|