CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 14-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2018 |
14-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1568 |
1.1546 |
-0.0023 |
-0.2% |
1.1597 |
| High |
1.1573 |
1.1546 |
-0.0027 |
-0.2% |
1.1621 |
| Low |
1.1516 |
1.1454 |
-0.0062 |
-0.5% |
1.1454 |
| Close |
1.1550 |
1.1487 |
-0.0063 |
-0.5% |
1.1487 |
| Range |
0.0057 |
0.0092 |
0.0035 |
61.9% |
0.0167 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
3.5% |
0.0000 |
| Volume |
407 |
263 |
-144 |
-35.4% |
2,415 |
|
| Daily Pivots for day following 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1770 |
1.1720 |
1.1537 |
|
| R3 |
1.1679 |
1.1629 |
1.1512 |
|
| R2 |
1.1587 |
1.1587 |
1.1504 |
|
| R1 |
1.1537 |
1.1537 |
1.1495 |
1.1516 |
| PP |
1.1496 |
1.1496 |
1.1496 |
1.1485 |
| S1 |
1.1446 |
1.1446 |
1.1479 |
1.1425 |
| S2 |
1.1404 |
1.1404 |
1.1470 |
|
| S3 |
1.1313 |
1.1354 |
1.1462 |
|
| S4 |
1.1221 |
1.1263 |
1.1437 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2022 |
1.1921 |
1.1579 |
|
| R3 |
1.1855 |
1.1754 |
1.1533 |
|
| R2 |
1.1688 |
1.1688 |
1.1518 |
|
| R1 |
1.1587 |
1.1587 |
1.1502 |
1.1554 |
| PP |
1.1521 |
1.1521 |
1.1521 |
1.1504 |
| S1 |
1.1420 |
1.1420 |
1.1472 |
1.1387 |
| S2 |
1.1354 |
1.1354 |
1.1456 |
|
| S3 |
1.1187 |
1.1253 |
1.1441 |
|
| S4 |
1.1020 |
1.1086 |
1.1395 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1621 |
1.1454 |
0.0167 |
1.5% |
0.0074 |
0.6% |
20% |
False |
True |
483 |
| 10 |
1.1621 |
1.1454 |
0.0167 |
1.5% |
0.0067 |
0.6% |
20% |
False |
True |
362 |
| 20 |
1.1674 |
1.1454 |
0.0220 |
1.9% |
0.0064 |
0.6% |
15% |
False |
True |
371 |
| 40 |
1.1761 |
1.1454 |
0.0308 |
2.7% |
0.0056 |
0.5% |
11% |
False |
False |
264 |
| 60 |
1.2069 |
1.1454 |
0.0615 |
5.4% |
0.0048 |
0.4% |
5% |
False |
False |
220 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.4% |
0.0050 |
0.4% |
5% |
False |
False |
176 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.4% |
0.0047 |
0.4% |
5% |
False |
False |
146 |
| 120 |
1.2111 |
1.1454 |
0.0658 |
5.7% |
0.0046 |
0.4% |
5% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1934 |
|
2.618 |
1.1785 |
|
1.618 |
1.1694 |
|
1.000 |
1.1637 |
|
0.618 |
1.1602 |
|
HIGH |
1.1546 |
|
0.618 |
1.1511 |
|
0.500 |
1.1500 |
|
0.382 |
1.1489 |
|
LOW |
1.1454 |
|
0.618 |
1.1397 |
|
1.000 |
1.1363 |
|
1.618 |
1.1306 |
|
2.618 |
1.1214 |
|
4.250 |
1.1065 |
|
|
| Fisher Pivots for day following 14-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1500 |
1.1513 |
| PP |
1.1496 |
1.1505 |
| S1 |
1.1491 |
1.1496 |
|