CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 20-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2018 |
20-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1553 |
1.1567 |
0.0014 |
0.1% |
1.1597 |
| High |
1.1620 |
1.1665 |
0.0045 |
0.4% |
1.1621 |
| Low |
1.1553 |
1.1561 |
0.0008 |
0.1% |
1.1454 |
| Close |
1.1555 |
1.1651 |
0.0096 |
0.8% |
1.1487 |
| Range |
0.0067 |
0.0105 |
0.0038 |
56.0% |
0.0167 |
| ATR |
0.0066 |
0.0070 |
0.0003 |
4.7% |
0.0000 |
| Volume |
113 |
547 |
434 |
384.1% |
2,415 |
|
| Daily Pivots for day following 20-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1939 |
1.1899 |
1.1708 |
|
| R3 |
1.1834 |
1.1795 |
1.1679 |
|
| R2 |
1.1730 |
1.1730 |
1.1670 |
|
| R1 |
1.1690 |
1.1690 |
1.1660 |
1.1710 |
| PP |
1.1625 |
1.1625 |
1.1625 |
1.1635 |
| S1 |
1.1586 |
1.1586 |
1.1641 |
1.1606 |
| S2 |
1.1521 |
1.1521 |
1.1631 |
|
| S3 |
1.1416 |
1.1481 |
1.1622 |
|
| S4 |
1.1312 |
1.1377 |
1.1593 |
|
|
| 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 |
1.1665 |
1.1454 |
0.0211 |
1.8% |
0.0075 |
0.6% |
93% |
True |
False |
239 |
| 10 |
1.1665 |
1.1454 |
0.0211 |
1.8% |
0.0071 |
0.6% |
93% |
True |
False |
358 |
| 20 |
1.1665 |
1.1454 |
0.0211 |
1.8% |
0.0064 |
0.6% |
93% |
True |
False |
302 |
| 40 |
1.1727 |
1.1454 |
0.0273 |
2.3% |
0.0059 |
0.5% |
72% |
False |
False |
279 |
| 60 |
1.2016 |
1.1454 |
0.0563 |
4.8% |
0.0050 |
0.4% |
35% |
False |
False |
234 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0051 |
0.4% |
32% |
False |
False |
186 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0048 |
0.4% |
32% |
False |
False |
153 |
| 120 |
1.2111 |
1.1454 |
0.0658 |
5.6% |
0.0046 |
0.4% |
30% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2109 |
|
2.618 |
1.1939 |
|
1.618 |
1.1834 |
|
1.000 |
1.1770 |
|
0.618 |
1.1730 |
|
HIGH |
1.1665 |
|
0.618 |
1.1625 |
|
0.500 |
1.1613 |
|
0.382 |
1.1600 |
|
LOW |
1.1561 |
|
0.618 |
1.1496 |
|
1.000 |
1.1456 |
|
1.618 |
1.1391 |
|
2.618 |
1.1287 |
|
4.250 |
1.1116 |
|
|
| Fisher Pivots for day following 20-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1638 |
1.1631 |
| PP |
1.1625 |
1.1612 |
| S1 |
1.1613 |
1.1593 |
|