CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 26-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2018 |
26-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1553 |
1.1575 |
0.0022 |
0.2% |
1.1490 |
| High |
1.1608 |
1.1586 |
-0.0022 |
-0.2% |
1.1665 |
| Low |
1.1553 |
1.1518 |
-0.0035 |
-0.3% |
1.1490 |
| Close |
1.1584 |
1.1524 |
-0.0061 |
-0.5% |
1.1544 |
| Range |
0.0055 |
0.0068 |
0.0013 |
23.6% |
0.0176 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
76 |
119 |
43 |
56.6% |
1,227 |
|
| Daily Pivots for day following 26-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1747 |
1.1703 |
1.1561 |
|
| R3 |
1.1679 |
1.1635 |
1.1542 |
|
| R2 |
1.1611 |
1.1611 |
1.1536 |
|
| R1 |
1.1567 |
1.1567 |
1.1530 |
1.1555 |
| PP |
1.1543 |
1.1543 |
1.1543 |
1.1536 |
| S1 |
1.1499 |
1.1499 |
1.1517 |
1.1487 |
| S2 |
1.1475 |
1.1475 |
1.1511 |
|
| S3 |
1.1407 |
1.1431 |
1.1505 |
|
| S4 |
1.1339 |
1.1363 |
1.1486 |
|
|
| 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 |
1.1518 |
0.0147 |
1.3% |
0.0082 |
0.7% |
4% |
False |
True |
229 |
| 10 |
1.1665 |
1.1454 |
0.0211 |
1.8% |
0.0073 |
0.6% |
33% |
False |
False |
234 |
| 20 |
1.1665 |
1.1454 |
0.0211 |
1.8% |
0.0069 |
0.6% |
33% |
False |
False |
316 |
| 40 |
1.1727 |
1.1454 |
0.0273 |
2.4% |
0.0061 |
0.5% |
26% |
False |
False |
287 |
| 60 |
1.1851 |
1.1454 |
0.0397 |
3.4% |
0.0051 |
0.4% |
18% |
False |
False |
240 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0052 |
0.5% |
11% |
False |
False |
189 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0050 |
0.4% |
11% |
False |
False |
158 |
| 120 |
1.2111 |
1.1454 |
0.0658 |
5.7% |
0.0047 |
0.4% |
11% |
False |
False |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1875 |
|
2.618 |
1.1764 |
|
1.618 |
1.1696 |
|
1.000 |
1.1654 |
|
0.618 |
1.1628 |
|
HIGH |
1.1586 |
|
0.618 |
1.1560 |
|
0.500 |
1.1552 |
|
0.382 |
1.1544 |
|
LOW |
1.1518 |
|
0.618 |
1.1476 |
|
1.000 |
1.1450 |
|
1.618 |
1.1408 |
|
2.618 |
1.1340 |
|
4.250 |
1.1229 |
|
|
| Fisher Pivots for day following 26-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1552 |
1.1582 |
| PP |
1.1543 |
1.1562 |
| S1 |
1.1533 |
1.1543 |
|