CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 11-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2018 |
11-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1597 |
1.1568 |
-0.0029 |
-0.3% |
1.1573 |
| High |
1.1621 |
1.1588 |
-0.0033 |
-0.3% |
1.1616 |
| Low |
1.1544 |
1.1501 |
-0.0043 |
-0.4% |
1.1510 |
| Close |
1.1544 |
1.1517 |
-0.0028 |
-0.2% |
1.1616 |
| Range |
0.0077 |
0.0087 |
0.0010 |
13.0% |
0.0106 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
2.6% |
0.0000 |
| Volume |
1,048 |
441 |
-607 |
-57.9% |
1,206 |
|
| Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1796 |
1.1743 |
1.1564 |
|
| R3 |
1.1709 |
1.1656 |
1.1540 |
|
| R2 |
1.1622 |
1.1622 |
1.1532 |
|
| R1 |
1.1569 |
1.1569 |
1.1524 |
1.1552 |
| PP |
1.1535 |
1.1535 |
1.1535 |
1.1527 |
| S1 |
1.1482 |
1.1482 |
1.1509 |
1.1465 |
| S2 |
1.1448 |
1.1448 |
1.1501 |
|
| S3 |
1.1361 |
1.1395 |
1.1493 |
|
| S4 |
1.1274 |
1.1308 |
1.1469 |
|
|
| 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 |
1.1501 |
0.0120 |
1.0% |
0.0065 |
0.6% |
13% |
False |
True |
472 |
| 10 |
1.1621 |
1.1478 |
0.0144 |
1.2% |
0.0065 |
0.6% |
27% |
False |
False |
399 |
| 20 |
1.1674 |
1.1454 |
0.0221 |
1.9% |
0.0063 |
0.5% |
29% |
False |
False |
436 |
| 40 |
1.1834 |
1.1454 |
0.0380 |
3.3% |
0.0052 |
0.5% |
17% |
False |
False |
242 |
| 60 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0046 |
0.4% |
10% |
False |
False |
206 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0049 |
0.4% |
10% |
False |
False |
165 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0045 |
0.4% |
10% |
False |
False |
137 |
| 120 |
1.2111 |
1.1454 |
0.0658 |
5.7% |
0.0045 |
0.4% |
10% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1958 |
|
2.618 |
1.1816 |
|
1.618 |
1.1729 |
|
1.000 |
1.1675 |
|
0.618 |
1.1642 |
|
HIGH |
1.1588 |
|
0.618 |
1.1555 |
|
0.500 |
1.1545 |
|
0.382 |
1.1534 |
|
LOW |
1.1501 |
|
0.618 |
1.1447 |
|
1.000 |
1.1414 |
|
1.618 |
1.1360 |
|
2.618 |
1.1273 |
|
4.250 |
1.1131 |
|
|
| Fisher Pivots for day following 11-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1545 |
1.1561 |
| PP |
1.1535 |
1.1546 |
| S1 |
1.1526 |
1.1531 |
|