CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 07-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2018 |
07-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1535 |
1.1566 |
0.0032 |
0.3% |
1.1573 |
| High |
1.1595 |
1.1616 |
0.0021 |
0.2% |
1.1616 |
| Low |
1.1535 |
1.1560 |
0.0026 |
0.2% |
1.1510 |
| Close |
1.1568 |
1.1616 |
0.0049 |
0.4% |
1.1616 |
| Range |
0.0061 |
0.0056 |
-0.0005 |
-7.4% |
0.0106 |
| ATR |
0.0063 |
0.0062 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
358 |
231 |
-127 |
-35.5% |
1,206 |
|
| Daily Pivots for day following 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1765 |
1.1747 |
1.1647 |
|
| R3 |
1.1709 |
1.1691 |
1.1631 |
|
| R2 |
1.1653 |
1.1653 |
1.1626 |
|
| R1 |
1.1635 |
1.1635 |
1.1621 |
1.1644 |
| PP |
1.1597 |
1.1597 |
1.1597 |
1.1602 |
| S1 |
1.1579 |
1.1579 |
1.1611 |
1.1588 |
| S2 |
1.1541 |
1.1541 |
1.1606 |
|
| S3 |
1.1485 |
1.1523 |
1.1601 |
|
| S4 |
1.1429 |
1.1467 |
1.1585 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1899 |
1.1863 |
1.1674 |
|
| R3 |
1.1793 |
1.1757 |
1.1645 |
|
| R2 |
1.1687 |
1.1687 |
1.1635 |
|
| R1 |
1.1651 |
1.1651 |
1.1626 |
1.1669 |
| PP |
1.1581 |
1.1581 |
1.1581 |
1.1590 |
| S1 |
1.1545 |
1.1545 |
1.1606 |
1.1563 |
| S2 |
1.1475 |
1.1475 |
1.1597 |
|
| S3 |
1.1369 |
1.1439 |
1.1587 |
|
| S4 |
1.1263 |
1.1333 |
1.1558 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1616 |
1.1510 |
0.0106 |
0.9% |
0.0060 |
0.5% |
100% |
True |
False |
241 |
| 10 |
1.1616 |
1.1478 |
0.0139 |
1.2% |
0.0055 |
0.5% |
100% |
True |
False |
258 |
| 20 |
1.1674 |
1.1454 |
0.0221 |
1.9% |
0.0060 |
0.5% |
74% |
False |
False |
368 |
| 40 |
1.1846 |
1.1454 |
0.0392 |
3.4% |
0.0048 |
0.4% |
41% |
False |
False |
256 |
| 60 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0046 |
0.4% |
26% |
False |
False |
181 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0048 |
0.4% |
26% |
False |
False |
147 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0045 |
0.4% |
26% |
False |
False |
123 |
| 120 |
1.2111 |
1.1454 |
0.0658 |
5.7% |
0.0045 |
0.4% |
25% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1854 |
|
2.618 |
1.1763 |
|
1.618 |
1.1707 |
|
1.000 |
1.1672 |
|
0.618 |
1.1651 |
|
HIGH |
1.1616 |
|
0.618 |
1.1595 |
|
0.500 |
1.1588 |
|
0.382 |
1.1581 |
|
LOW |
1.1560 |
|
0.618 |
1.1525 |
|
1.000 |
1.1504 |
|
1.618 |
1.1469 |
|
2.618 |
1.1413 |
|
4.250 |
1.1322 |
|
|
| Fisher Pivots for day following 07-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1607 |
1.1598 |
| PP |
1.1597 |
1.1581 |
| S1 |
1.1588 |
1.1563 |
|