CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 17-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2018 |
17-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1359 |
1.1304 |
-0.0055 |
-0.5% |
1.1407 |
| High |
1.1366 |
1.1354 |
-0.0012 |
-0.1% |
1.1449 |
| Low |
1.1270 |
1.1303 |
0.0033 |
0.3% |
1.1270 |
| Close |
1.1305 |
1.1342 |
0.0038 |
0.3% |
1.1305 |
| Range |
0.0096 |
0.0051 |
-0.0045 |
-46.9% |
0.0179 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
139,597 |
17,560 |
-122,037 |
-87.4% |
1,510,601 |
|
| Daily Pivots for day following 17-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1486 |
1.1465 |
1.1370 |
|
| R3 |
1.1435 |
1.1414 |
1.1356 |
|
| R2 |
1.1384 |
1.1384 |
1.1351 |
|
| R1 |
1.1363 |
1.1363 |
1.1347 |
1.1374 |
| PP |
1.1333 |
1.1333 |
1.1333 |
1.1338 |
| S1 |
1.1312 |
1.1312 |
1.1337 |
1.1323 |
| S2 |
1.1282 |
1.1282 |
1.1333 |
|
| S3 |
1.1231 |
1.1261 |
1.1328 |
|
| S4 |
1.1180 |
1.1210 |
1.1314 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1878 |
1.1770 |
1.1403 |
|
| R3 |
1.1699 |
1.1591 |
1.1354 |
|
| R2 |
1.1520 |
1.1520 |
1.1337 |
|
| R1 |
1.1412 |
1.1412 |
1.1321 |
1.1377 |
| PP |
1.1341 |
1.1341 |
1.1341 |
1.1323 |
| S1 |
1.1233 |
1.1233 |
1.1288 |
1.1198 |
| S2 |
1.1162 |
1.1162 |
1.1272 |
|
| S3 |
1.0983 |
1.1054 |
1.1255 |
|
| S4 |
1.0804 |
1.0875 |
1.1206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1406 |
1.1270 |
0.0136 |
1.2% |
0.0076 |
0.7% |
53% |
False |
False |
242,157 |
| 10 |
1.1449 |
1.1270 |
0.0179 |
1.6% |
0.0078 |
0.7% |
40% |
False |
False |
238,807 |
| 20 |
1.1495 |
1.1270 |
0.0225 |
2.0% |
0.0079 |
0.7% |
32% |
False |
False |
216,604 |
| 40 |
1.1601 |
1.1246 |
0.0355 |
3.1% |
0.0080 |
0.7% |
27% |
False |
False |
219,042 |
| 60 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0080 |
0.7% |
15% |
False |
False |
225,266 |
| 80 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0081 |
0.7% |
15% |
False |
False |
196,088 |
| 100 |
1.1893 |
1.1246 |
0.0648 |
5.7% |
0.0079 |
0.7% |
15% |
False |
False |
157,278 |
| 120 |
1.1936 |
1.1246 |
0.0690 |
6.1% |
0.0078 |
0.7% |
14% |
False |
False |
131,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1571 |
|
2.618 |
1.1488 |
|
1.618 |
1.1437 |
|
1.000 |
1.1405 |
|
0.618 |
1.1386 |
|
HIGH |
1.1354 |
|
0.618 |
1.1335 |
|
0.500 |
1.1329 |
|
0.382 |
1.1322 |
|
LOW |
1.1303 |
|
0.618 |
1.1271 |
|
1.000 |
1.1252 |
|
1.618 |
1.1220 |
|
2.618 |
1.1169 |
|
4.250 |
1.1086 |
|
|
| Fisher Pivots for day following 17-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1338 |
1.1339 |
| PP |
1.1333 |
1.1336 |
| S1 |
1.1329 |
1.1333 |
|