CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 18-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2018 |
18-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1490 |
1.1532 |
0.0042 |
0.4% |
1.1597 |
| High |
1.1540 |
1.1583 |
0.0043 |
0.4% |
1.1621 |
| Low |
1.1490 |
1.1520 |
0.0031 |
0.3% |
1.1454 |
| Close |
1.1533 |
1.1537 |
0.0004 |
0.0% |
1.1487 |
| Range |
0.0051 |
0.0063 |
0.0012 |
23.8% |
0.0167 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
165 |
109 |
-56 |
-33.9% |
2,415 |
|
| Daily Pivots for day following 18-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1734 |
1.1698 |
1.1571 |
|
| R3 |
1.1671 |
1.1635 |
1.1554 |
|
| R2 |
1.1609 |
1.1609 |
1.1548 |
|
| R1 |
1.1573 |
1.1573 |
1.1542 |
1.1591 |
| PP |
1.1546 |
1.1546 |
1.1546 |
1.1555 |
| S1 |
1.1510 |
1.1510 |
1.1531 |
1.1528 |
| S2 |
1.1484 |
1.1484 |
1.1525 |
|
| S3 |
1.1421 |
1.1448 |
1.1519 |
|
| S4 |
1.1359 |
1.1385 |
1.1502 |
|
|
| 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 |
1.1583 |
1.1454 |
0.0129 |
1.1% |
0.0064 |
0.6% |
64% |
True |
False |
240 |
| 10 |
1.1621 |
1.1454 |
0.0167 |
1.4% |
0.0064 |
0.6% |
49% |
False |
False |
356 |
| 20 |
1.1674 |
1.1454 |
0.0220 |
1.9% |
0.0063 |
0.5% |
38% |
False |
False |
280 |
| 40 |
1.1727 |
1.1454 |
0.0274 |
2.4% |
0.0057 |
0.5% |
30% |
False |
False |
265 |
| 60 |
1.2066 |
1.1454 |
0.0613 |
5.3% |
0.0049 |
0.4% |
14% |
False |
False |
224 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0050 |
0.4% |
13% |
False |
False |
178 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0047 |
0.4% |
13% |
False |
False |
147 |
| 120 |
1.2111 |
1.1454 |
0.0658 |
5.7% |
0.0045 |
0.4% |
13% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1848 |
|
2.618 |
1.1746 |
|
1.618 |
1.1684 |
|
1.000 |
1.1645 |
|
0.618 |
1.1621 |
|
HIGH |
1.1583 |
|
0.618 |
1.1559 |
|
0.500 |
1.1551 |
|
0.382 |
1.1544 |
|
LOW |
1.1520 |
|
0.618 |
1.1481 |
|
1.000 |
1.1458 |
|
1.618 |
1.1419 |
|
2.618 |
1.1356 |
|
4.250 |
1.1254 |
|
|
| Fisher Pivots for day following 18-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1551 |
1.1530 |
| PP |
1.1546 |
1.1524 |
| S1 |
1.1541 |
1.1518 |
|