CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 26-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2018 |
26-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1452 |
1.1495 |
0.0043 |
0.4% |
1.1396 |
| High |
1.1522 |
1.1504 |
-0.0018 |
-0.2% |
1.1575 |
| Low |
1.1450 |
1.1424 |
-0.0026 |
-0.2% |
1.1395 |
| Close |
1.1493 |
1.1433 |
-0.0060 |
-0.5% |
1.1452 |
| Range |
0.0072 |
0.0080 |
0.0009 |
11.9% |
0.0180 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
70,618 |
78,854 |
8,236 |
11.7% |
997,176 |
|
| Daily Pivots for day following 26-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1694 |
1.1643 |
1.1477 |
|
| R3 |
1.1614 |
1.1563 |
1.1455 |
|
| R2 |
1.1534 |
1.1534 |
1.1448 |
|
| R1 |
1.1483 |
1.1483 |
1.1440 |
1.1469 |
| PP |
1.1454 |
1.1454 |
1.1454 |
1.1446 |
| S1 |
1.1403 |
1.1403 |
1.1426 |
1.1389 |
| S2 |
1.1374 |
1.1374 |
1.1418 |
|
| S3 |
1.1294 |
1.1323 |
1.1411 |
|
| S4 |
1.1214 |
1.1243 |
1.1389 |
|
|
| 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 |
1.1424 |
0.0151 |
1.3% |
0.0091 |
0.8% |
6% |
False |
True |
161,897 |
| 10 |
1.1575 |
1.1362 |
0.0213 |
1.9% |
0.0081 |
0.7% |
33% |
False |
False |
184,584 |
| 20 |
1.1575 |
1.1362 |
0.0213 |
1.9% |
0.0081 |
0.7% |
33% |
False |
False |
115,446 |
| 40 |
1.1645 |
1.1353 |
0.0292 |
2.5% |
0.0079 |
0.7% |
27% |
False |
False |
60,202 |
| 60 |
1.1777 |
1.1353 |
0.0424 |
3.7% |
0.0077 |
0.7% |
19% |
False |
False |
40,759 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0075 |
0.7% |
13% |
False |
False |
30,647 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0072 |
0.6% |
13% |
False |
False |
24,531 |
| 120 |
1.1997 |
1.1353 |
0.0644 |
5.6% |
0.0066 |
0.6% |
12% |
False |
False |
20,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1844 |
|
2.618 |
1.1713 |
|
1.618 |
1.1633 |
|
1.000 |
1.1584 |
|
0.618 |
1.1553 |
|
HIGH |
1.1504 |
|
0.618 |
1.1473 |
|
0.500 |
1.1464 |
|
0.382 |
1.1455 |
|
LOW |
1.1424 |
|
0.618 |
1.1375 |
|
1.000 |
1.1344 |
|
1.618 |
1.1295 |
|
2.618 |
1.1215 |
|
4.250 |
1.1084 |
|
|
| Fisher Pivots for day following 26-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1464 |
1.1491 |
| PP |
1.1454 |
1.1472 |
| S1 |
1.1443 |
1.1452 |
|