CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 28-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2018 |
28-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1437 |
1.1507 |
0.0070 |
0.6% |
1.1452 |
| High |
1.1533 |
1.1548 |
0.0015 |
0.1% |
1.1548 |
| Low |
1.1434 |
1.1505 |
0.0071 |
0.6% |
1.1424 |
| Close |
1.1527 |
1.1516 |
-0.0011 |
-0.1% |
1.1516 |
| Range |
0.0099 |
0.0043 |
-0.0056 |
-56.3% |
0.0124 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
178,453 |
141,218 |
-37,235 |
-20.9% |
469,143 |
|
| Daily Pivots for day following 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1652 |
1.1627 |
1.1539 |
|
| R3 |
1.1609 |
1.1584 |
1.1527 |
|
| R2 |
1.1566 |
1.1566 |
1.1523 |
|
| R1 |
1.1541 |
1.1541 |
1.1519 |
1.1553 |
| PP |
1.1523 |
1.1523 |
1.1523 |
1.1529 |
| S1 |
1.1498 |
1.1498 |
1.1512 |
1.1510 |
| S2 |
1.1480 |
1.1480 |
1.1508 |
|
| S3 |
1.1437 |
1.1455 |
1.1504 |
|
| S4 |
1.1394 |
1.1412 |
1.1492 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1866 |
1.1814 |
1.1583 |
|
| R3 |
1.1743 |
1.1691 |
1.1549 |
|
| R2 |
1.1619 |
1.1619 |
1.1538 |
|
| R1 |
1.1567 |
1.1567 |
1.1527 |
1.1593 |
| PP |
1.1496 |
1.1496 |
1.1496 |
1.1509 |
| S1 |
1.1444 |
1.1444 |
1.1504 |
1.1470 |
| S2 |
1.1372 |
1.1372 |
1.1493 |
|
| S3 |
1.1249 |
1.1320 |
1.1482 |
|
| S4 |
1.1125 |
1.1197 |
1.1448 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1558 |
1.1424 |
0.0134 |
1.2% |
0.0083 |
0.7% |
68% |
False |
False |
130,734 |
| 10 |
1.1575 |
1.1362 |
0.0213 |
1.8% |
0.0082 |
0.7% |
72% |
False |
False |
175,025 |
| 20 |
1.1575 |
1.1362 |
0.0213 |
1.8% |
0.0080 |
0.7% |
72% |
False |
False |
130,302 |
| 40 |
1.1645 |
1.1353 |
0.0292 |
2.5% |
0.0080 |
0.7% |
56% |
False |
False |
68,081 |
| 60 |
1.1777 |
1.1353 |
0.0424 |
3.7% |
0.0076 |
0.7% |
38% |
False |
False |
46,058 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0076 |
0.7% |
26% |
False |
False |
34,638 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0073 |
0.6% |
26% |
False |
False |
27,727 |
| 120 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0067 |
0.6% |
26% |
False |
False |
23,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1730 |
|
2.618 |
1.1660 |
|
1.618 |
1.1617 |
|
1.000 |
1.1591 |
|
0.618 |
1.1574 |
|
HIGH |
1.1548 |
|
0.618 |
1.1531 |
|
0.500 |
1.1526 |
|
0.382 |
1.1521 |
|
LOW |
1.1505 |
|
0.618 |
1.1478 |
|
1.000 |
1.1462 |
|
1.618 |
1.1435 |
|
2.618 |
1.1392 |
|
4.250 |
1.1322 |
|
|
| Fisher Pivots for day following 28-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1526 |
1.1506 |
| PP |
1.1523 |
1.1496 |
| S1 |
1.1519 |
1.1486 |
|