CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 12-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2018 |
12-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1568 |
1.1520 |
-0.0048 |
-0.4% |
1.1573 |
| High |
1.1588 |
1.1571 |
-0.0018 |
-0.2% |
1.1616 |
| Low |
1.1501 |
1.1514 |
0.0013 |
0.1% |
1.1510 |
| Close |
1.1517 |
1.1556 |
0.0039 |
0.3% |
1.1616 |
| Range |
0.0087 |
0.0057 |
-0.0031 |
-35.1% |
0.0106 |
| ATR |
0.0065 |
0.0065 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
441 |
256 |
-185 |
-42.0% |
1,206 |
|
| Daily Pivots for day following 12-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1716 |
1.1692 |
1.1587 |
|
| R3 |
1.1660 |
1.1636 |
1.1571 |
|
| R2 |
1.1603 |
1.1603 |
1.1566 |
|
| R1 |
1.1579 |
1.1579 |
1.1561 |
1.1591 |
| PP |
1.1547 |
1.1547 |
1.1547 |
1.1553 |
| S1 |
1.1523 |
1.1523 |
1.1550 |
1.1535 |
| S2 |
1.1490 |
1.1490 |
1.1545 |
|
| S3 |
1.1434 |
1.1466 |
1.1540 |
|
| S4 |
1.1377 |
1.1410 |
1.1524 |
|
|
| 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% |
0.0067 |
0.6% |
45% |
False |
False |
466 |
| 10 |
1.1621 |
1.1501 |
0.0120 |
1.0% |
0.0059 |
0.5% |
45% |
False |
False |
347 |
| 20 |
1.1674 |
1.1478 |
0.0197 |
1.7% |
0.0063 |
0.5% |
40% |
False |
False |
447 |
| 40 |
1.1782 |
1.1454 |
0.0329 |
2.8% |
0.0053 |
0.5% |
31% |
False |
False |
248 |
| 60 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0046 |
0.4% |
17% |
False |
False |
209 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0050 |
0.4% |
17% |
False |
False |
169 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0045 |
0.4% |
17% |
False |
False |
140 |
| 120 |
1.2111 |
1.1454 |
0.0658 |
5.7% |
0.0045 |
0.4% |
16% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1811 |
|
2.618 |
1.1718 |
|
1.618 |
1.1662 |
|
1.000 |
1.1627 |
|
0.618 |
1.1605 |
|
HIGH |
1.1571 |
|
0.618 |
1.1549 |
|
0.500 |
1.1542 |
|
0.382 |
1.1536 |
|
LOW |
1.1514 |
|
0.618 |
1.1479 |
|
1.000 |
1.1458 |
|
1.618 |
1.1423 |
|
2.618 |
1.1366 |
|
4.250 |
1.1274 |
|
|
| Fisher Pivots for day following 12-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1551 |
1.1561 |
| PP |
1.1547 |
1.1559 |
| S1 |
1.1542 |
1.1557 |
|