CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 21-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2018 |
21-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1470 |
1.1535 |
0.0065 |
0.6% |
1.1396 |
| High |
1.1575 |
1.1558 |
-0.0017 |
-0.1% |
1.1575 |
| Low |
1.1466 |
1.1439 |
-0.0028 |
-0.2% |
1.1395 |
| Close |
1.1558 |
1.1452 |
-0.0106 |
-0.9% |
1.1452 |
| Range |
0.0109 |
0.0120 |
0.0011 |
9.6% |
0.0180 |
| ATR |
0.0080 |
0.0083 |
0.0003 |
3.5% |
0.0000 |
| Volume |
258,931 |
184,531 |
-74,400 |
-28.7% |
997,176 |
|
| Daily Pivots for day following 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1841 |
1.1766 |
1.1518 |
|
| R3 |
1.1722 |
1.1647 |
1.1485 |
|
| R2 |
1.1602 |
1.1602 |
1.1474 |
|
| R1 |
1.1527 |
1.1527 |
1.1463 |
1.1505 |
| PP |
1.1483 |
1.1483 |
1.1483 |
1.1472 |
| S1 |
1.1408 |
1.1408 |
1.1441 |
1.1386 |
| S2 |
1.1363 |
1.1363 |
1.1430 |
|
| S3 |
1.1244 |
1.1288 |
1.1419 |
|
| S4 |
1.1124 |
1.1169 |
1.1386 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2014 |
1.1913 |
1.1551 |
|
| R3 |
1.1834 |
1.1733 |
1.1502 |
|
| R2 |
1.1654 |
1.1654 |
1.1485 |
|
| R1 |
1.1553 |
1.1553 |
1.1469 |
1.1604 |
| PP |
1.1474 |
1.1474 |
1.1474 |
1.1499 |
| S1 |
1.1373 |
1.1373 |
1.1436 |
1.1424 |
| S2 |
1.1294 |
1.1294 |
1.1419 |
|
| S3 |
1.1114 |
1.1193 |
1.1403 |
|
| S4 |
1.0934 |
1.1013 |
1.1353 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1575 |
1.1395 |
0.0180 |
1.6% |
0.0085 |
0.7% |
32% |
False |
False |
199,435 |
| 10 |
1.1575 |
1.1362 |
0.0213 |
1.9% |
0.0085 |
0.7% |
42% |
False |
False |
200,837 |
| 20 |
1.1575 |
1.1362 |
0.0213 |
1.9% |
0.0080 |
0.7% |
42% |
False |
False |
109,022 |
| 40 |
1.1645 |
1.1353 |
0.0292 |
2.5% |
0.0079 |
0.7% |
34% |
False |
False |
56,510 |
| 60 |
1.1813 |
1.1353 |
0.0460 |
4.0% |
0.0076 |
0.7% |
22% |
False |
False |
38,303 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0075 |
0.7% |
16% |
False |
False |
28,782 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0071 |
0.6% |
16% |
False |
False |
23,036 |
| 120 |
1.2003 |
1.1353 |
0.0650 |
5.7% |
0.0066 |
0.6% |
15% |
False |
False |
19,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2066 |
|
2.618 |
1.1871 |
|
1.618 |
1.1751 |
|
1.000 |
1.1678 |
|
0.618 |
1.1632 |
|
HIGH |
1.1558 |
|
0.618 |
1.1512 |
|
0.500 |
1.1498 |
|
0.382 |
1.1484 |
|
LOW |
1.1439 |
|
0.618 |
1.1365 |
|
1.000 |
1.1319 |
|
1.618 |
1.1245 |
|
2.618 |
1.1126 |
|
4.250 |
1.0931 |
|
|
| Fisher Pivots for day following 21-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1498 |
1.1507 |
| PP |
1.1483 |
1.1489 |
| S1 |
1.1467 |
1.1470 |
|