CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 20-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2018 |
20-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1458 |
1.1470 |
0.0012 |
0.1% |
1.1501 |
| High |
1.1533 |
1.1575 |
0.0043 |
0.4% |
1.1543 |
| Low |
1.1456 |
1.1466 |
0.0011 |
0.1% |
1.1362 |
| Close |
1.1464 |
1.1558 |
0.0095 |
0.8% |
1.1396 |
| Range |
0.0077 |
0.0109 |
0.0032 |
41.6% |
0.0181 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
3.1% |
0.0000 |
| Volume |
216,554 |
258,931 |
42,377 |
19.6% |
1,011,196 |
|
| Daily Pivots for day following 20-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1860 |
1.1818 |
1.1618 |
|
| R3 |
1.1751 |
1.1709 |
1.1588 |
|
| R2 |
1.1642 |
1.1642 |
1.1578 |
|
| R1 |
1.1600 |
1.1600 |
1.1568 |
1.1621 |
| PP |
1.1533 |
1.1533 |
1.1533 |
1.1544 |
| S1 |
1.1491 |
1.1491 |
1.1548 |
1.1512 |
| S2 |
1.1424 |
1.1424 |
1.1538 |
|
| S3 |
1.1315 |
1.1382 |
1.1528 |
|
| S4 |
1.1206 |
1.1273 |
1.1498 |
|
|
| 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 |
1.1575 |
1.1362 |
0.0213 |
1.8% |
0.0081 |
0.7% |
92% |
True |
False |
219,315 |
| 10 |
1.1575 |
1.1362 |
0.0213 |
1.8% |
0.0079 |
0.7% |
92% |
True |
False |
185,099 |
| 20 |
1.1575 |
1.1362 |
0.0213 |
1.8% |
0.0079 |
0.7% |
92% |
True |
False |
100,079 |
| 40 |
1.1645 |
1.1353 |
0.0292 |
2.5% |
0.0077 |
0.7% |
70% |
False |
False |
51,931 |
| 60 |
1.1923 |
1.1353 |
0.0570 |
4.9% |
0.0076 |
0.7% |
36% |
False |
False |
35,236 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0075 |
0.6% |
32% |
False |
False |
26,477 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0070 |
0.6% |
32% |
False |
False |
21,191 |
| 120 |
1.2003 |
1.1353 |
0.0650 |
5.6% |
0.0065 |
0.6% |
32% |
False |
False |
17,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2038 |
|
2.618 |
1.1860 |
|
1.618 |
1.1751 |
|
1.000 |
1.1684 |
|
0.618 |
1.1642 |
|
HIGH |
1.1575 |
|
0.618 |
1.1533 |
|
0.500 |
1.1521 |
|
0.382 |
1.1508 |
|
LOW |
1.1466 |
|
0.618 |
1.1399 |
|
1.000 |
1.1357 |
|
1.618 |
1.1290 |
|
2.618 |
1.1181 |
|
4.250 |
1.1003 |
|
|
| Fisher Pivots for day following 20-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1546 |
1.1539 |
| PP |
1.1533 |
1.1520 |
| S1 |
1.1521 |
1.1501 |
|