CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 27-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2018 |
27-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1495 |
1.1437 |
-0.0058 |
-0.5% |
1.1396 |
| High |
1.1504 |
1.1533 |
0.0029 |
0.2% |
1.1575 |
| Low |
1.1424 |
1.1434 |
0.0010 |
0.1% |
1.1395 |
| Close |
1.1433 |
1.1527 |
0.0094 |
0.8% |
1.1452 |
| Range |
0.0080 |
0.0099 |
0.0019 |
23.1% |
0.0180 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.5% |
0.0000 |
| Volume |
78,854 |
178,453 |
99,599 |
126.3% |
997,176 |
|
| Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1793 |
1.1758 |
1.1581 |
|
| R3 |
1.1695 |
1.1660 |
1.1554 |
|
| R2 |
1.1596 |
1.1596 |
1.1545 |
|
| R1 |
1.1561 |
1.1561 |
1.1536 |
1.1579 |
| PP |
1.1498 |
1.1498 |
1.1498 |
1.1506 |
| S1 |
1.1463 |
1.1463 |
1.1517 |
1.1480 |
| S2 |
1.1399 |
1.1399 |
1.1508 |
|
| S3 |
1.1301 |
1.1364 |
1.1499 |
|
| S4 |
1.1202 |
1.1266 |
1.1472 |
|
|
| 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% |
0.0096 |
0.8% |
68% |
False |
False |
154,277 |
| 10 |
1.1575 |
1.1362 |
0.0213 |
1.8% |
0.0084 |
0.7% |
77% |
False |
False |
183,907 |
| 20 |
1.1575 |
1.1362 |
0.0213 |
1.8% |
0.0080 |
0.7% |
77% |
False |
False |
123,602 |
| 40 |
1.1645 |
1.1353 |
0.0292 |
2.5% |
0.0081 |
0.7% |
60% |
False |
False |
64,612 |
| 60 |
1.1777 |
1.1353 |
0.0424 |
3.7% |
0.0077 |
0.7% |
41% |
False |
False |
43,720 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0076 |
0.7% |
27% |
False |
False |
32,876 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0073 |
0.6% |
27% |
False |
False |
26,315 |
| 120 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0067 |
0.6% |
27% |
False |
False |
21,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1951 |
|
2.618 |
1.1790 |
|
1.618 |
1.1692 |
|
1.000 |
1.1631 |
|
0.618 |
1.1593 |
|
HIGH |
1.1533 |
|
0.618 |
1.1495 |
|
0.500 |
1.1483 |
|
0.382 |
1.1472 |
|
LOW |
1.1434 |
|
0.618 |
1.1373 |
|
1.000 |
1.1336 |
|
1.618 |
1.1275 |
|
2.618 |
1.1176 |
|
4.250 |
1.1015 |
|
|
| Fisher Pivots for day following 27-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1512 |
1.1510 |
| PP |
1.1498 |
1.1494 |
| S1 |
1.1483 |
1.1478 |
|