CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 10-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2018 |
10-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1566 |
1.1597 |
0.0031 |
0.3% |
1.1573 |
| High |
1.1616 |
1.1621 |
0.0005 |
0.0% |
1.1616 |
| Low |
1.1560 |
1.1544 |
-0.0016 |
-0.1% |
1.1510 |
| Close |
1.1616 |
1.1544 |
-0.0072 |
-0.6% |
1.1616 |
| Range |
0.0056 |
0.0077 |
0.0021 |
37.5% |
0.0106 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.7% |
0.0000 |
| Volume |
231 |
1,048 |
817 |
353.7% |
1,206 |
|
| Daily Pivots for day following 10-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1801 |
1.1749 |
1.1586 |
|
| R3 |
1.1724 |
1.1672 |
1.1565 |
|
| R2 |
1.1647 |
1.1647 |
1.1558 |
|
| R1 |
1.1595 |
1.1595 |
1.1551 |
1.1583 |
| PP |
1.1570 |
1.1570 |
1.1570 |
1.1563 |
| S1 |
1.1518 |
1.1518 |
1.1537 |
1.1506 |
| S2 |
1.1493 |
1.1493 |
1.1530 |
|
| S3 |
1.1416 |
1.1441 |
1.1523 |
|
| S4 |
1.1339 |
1.1364 |
1.1502 |
|
|
| 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 |
1.1621 |
1.1510 |
0.0111 |
1.0% |
0.0065 |
0.6% |
31% |
True |
False |
428 |
| 10 |
1.1621 |
1.1478 |
0.0144 |
1.2% |
0.0060 |
0.5% |
46% |
True |
False |
360 |
| 20 |
1.1674 |
1.1454 |
0.0221 |
1.9% |
0.0062 |
0.5% |
41% |
False |
False |
417 |
| 40 |
1.1846 |
1.1454 |
0.0392 |
3.4% |
0.0050 |
0.4% |
23% |
False |
False |
281 |
| 60 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0046 |
0.4% |
15% |
False |
False |
199 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0048 |
0.4% |
15% |
False |
False |
160 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0045 |
0.4% |
15% |
False |
False |
133 |
| 120 |
1.2111 |
1.1454 |
0.0658 |
5.7% |
0.0045 |
0.4% |
14% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1948 |
|
2.618 |
1.1823 |
|
1.618 |
1.1746 |
|
1.000 |
1.1698 |
|
0.618 |
1.1669 |
|
HIGH |
1.1621 |
|
0.618 |
1.1592 |
|
0.500 |
1.1583 |
|
0.382 |
1.1573 |
|
LOW |
1.1544 |
|
0.618 |
1.1496 |
|
1.000 |
1.1467 |
|
1.618 |
1.1419 |
|
2.618 |
1.1342 |
|
4.250 |
1.1217 |
|
|
| Fisher Pivots for day following 10-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1583 |
1.1578 |
| PP |
1.1570 |
1.1567 |
| S1 |
1.1557 |
1.1555 |
|