CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 21-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2018 |
21-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1567 |
1.1638 |
0.0072 |
0.6% |
1.1490 |
| High |
1.1665 |
1.1646 |
-0.0020 |
-0.2% |
1.1665 |
| Low |
1.1561 |
1.1531 |
-0.0030 |
-0.3% |
1.1490 |
| Close |
1.1651 |
1.1544 |
-0.0107 |
-0.9% |
1.1544 |
| Range |
0.0105 |
0.0115 |
0.0011 |
10.0% |
0.0176 |
| ATR |
0.0070 |
0.0073 |
0.0004 |
5.2% |
0.0000 |
| Volume |
547 |
293 |
-254 |
-46.4% |
1,227 |
|
| Daily Pivots for day following 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1918 |
1.1846 |
1.1607 |
|
| R3 |
1.1803 |
1.1731 |
1.1576 |
|
| R2 |
1.1688 |
1.1688 |
1.1565 |
|
| R1 |
1.1616 |
1.1616 |
1.1555 |
1.1595 |
| PP |
1.1573 |
1.1573 |
1.1573 |
1.1563 |
| S1 |
1.1501 |
1.1501 |
1.1533 |
1.1480 |
| S2 |
1.1458 |
1.1458 |
1.1523 |
|
| S3 |
1.1343 |
1.1386 |
1.1512 |
|
| S4 |
1.1228 |
1.1271 |
1.1481 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2093 |
1.1994 |
1.1641 |
|
| R3 |
1.1917 |
1.1818 |
1.1592 |
|
| R2 |
1.1742 |
1.1742 |
1.1576 |
|
| R1 |
1.1643 |
1.1643 |
1.1560 |
1.1692 |
| PP |
1.1566 |
1.1566 |
1.1566 |
1.1591 |
| S1 |
1.1467 |
1.1467 |
1.1528 |
1.1517 |
| S2 |
1.1391 |
1.1391 |
1.1512 |
|
| S3 |
1.1215 |
1.1292 |
1.1496 |
|
| S4 |
1.1040 |
1.1116 |
1.1447 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1665 |
1.1490 |
0.0176 |
1.5% |
0.0080 |
0.7% |
31% |
False |
False |
245 |
| 10 |
1.1665 |
1.1454 |
0.0211 |
1.8% |
0.0077 |
0.7% |
43% |
False |
False |
364 |
| 20 |
1.1665 |
1.1454 |
0.0211 |
1.8% |
0.0066 |
0.6% |
43% |
False |
False |
311 |
| 40 |
1.1727 |
1.1454 |
0.0273 |
2.4% |
0.0060 |
0.5% |
33% |
False |
False |
286 |
| 60 |
1.1892 |
1.1454 |
0.0438 |
3.8% |
0.0051 |
0.4% |
21% |
False |
False |
238 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0052 |
0.5% |
15% |
False |
False |
189 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0049 |
0.4% |
15% |
False |
False |
156 |
| 120 |
1.2111 |
1.1454 |
0.0658 |
5.7% |
0.0047 |
0.4% |
14% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2134 |
|
2.618 |
1.1947 |
|
1.618 |
1.1832 |
|
1.000 |
1.1761 |
|
0.618 |
1.1717 |
|
HIGH |
1.1646 |
|
0.618 |
1.1602 |
|
0.500 |
1.1588 |
|
0.382 |
1.1574 |
|
LOW |
1.1531 |
|
0.618 |
1.1459 |
|
1.000 |
1.1416 |
|
1.618 |
1.1344 |
|
2.618 |
1.1229 |
|
4.250 |
1.1042 |
|
|
| Fisher Pivots for day following 21-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1588 |
1.1598 |
| PP |
1.1573 |
1.1580 |
| S1 |
1.1559 |
1.1562 |
|