CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 13-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2018 |
13-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1520 |
1.1568 |
0.0048 |
0.4% |
1.1573 |
| High |
1.1571 |
1.1573 |
0.0002 |
0.0% |
1.1616 |
| Low |
1.1514 |
1.1516 |
0.0002 |
0.0% |
1.1510 |
| Close |
1.1556 |
1.1550 |
-0.0006 |
-0.1% |
1.1616 |
| Range |
0.0057 |
0.0057 |
0.0000 |
0.0% |
0.0106 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
256 |
407 |
151 |
59.0% |
1,206 |
|
| Daily Pivots for day following 13-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1716 |
1.1689 |
1.1581 |
|
| R3 |
1.1659 |
1.1633 |
1.1565 |
|
| R2 |
1.1603 |
1.1603 |
1.1560 |
|
| R1 |
1.1576 |
1.1576 |
1.1555 |
1.1561 |
| PP |
1.1546 |
1.1546 |
1.1546 |
1.1539 |
| S1 |
1.1520 |
1.1520 |
1.1544 |
1.1505 |
| S2 |
1.1490 |
1.1490 |
1.1539 |
|
| S3 |
1.1433 |
1.1463 |
1.1534 |
|
| S4 |
1.1377 |
1.1407 |
1.1518 |
|
|
| 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% |
40% |
False |
False |
476 |
| 10 |
1.1621 |
1.1501 |
0.0120 |
1.0% |
0.0061 |
0.5% |
40% |
False |
False |
368 |
| 20 |
1.1674 |
1.1478 |
0.0197 |
1.7% |
0.0062 |
0.5% |
37% |
False |
False |
462 |
| 40 |
1.1761 |
1.1454 |
0.0308 |
2.7% |
0.0054 |
0.5% |
31% |
False |
False |
258 |
| 60 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0047 |
0.4% |
16% |
False |
False |
216 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0049 |
0.4% |
16% |
False |
False |
173 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0046 |
0.4% |
16% |
False |
False |
144 |
| 120 |
1.2111 |
1.1454 |
0.0658 |
5.7% |
0.0045 |
0.4% |
15% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1813 |
|
2.618 |
1.1720 |
|
1.618 |
1.1664 |
|
1.000 |
1.1629 |
|
0.618 |
1.1607 |
|
HIGH |
1.1573 |
|
0.618 |
1.1551 |
|
0.500 |
1.1544 |
|
0.382 |
1.1538 |
|
LOW |
1.1516 |
|
0.618 |
1.1481 |
|
1.000 |
1.1460 |
|
1.618 |
1.1425 |
|
2.618 |
1.1368 |
|
4.250 |
1.1276 |
|
|
| Fisher Pivots for day following 13-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1548 |
1.1548 |
| PP |
1.1546 |
1.1546 |
| S1 |
1.1544 |
1.1545 |
|