CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 07-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2019 |
07-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1464 |
1.1475 |
0.0012 |
0.1% |
1.1514 |
| High |
1.1488 |
1.1551 |
0.0063 |
0.5% |
1.1569 |
| Low |
1.1413 |
1.1471 |
0.0058 |
0.5% |
1.1378 |
| Close |
1.1467 |
1.1547 |
0.0080 |
0.7% |
1.1467 |
| Range |
0.0075 |
0.0080 |
0.0005 |
6.7% |
0.0192 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
211,982 |
186,803 |
-25,179 |
-11.9% |
738,053 |
|
| Daily Pivots for day following 07-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1761 |
1.1733 |
1.1590 |
|
| R3 |
1.1682 |
1.1654 |
1.1568 |
|
| R2 |
1.1602 |
1.1602 |
1.1561 |
|
| R1 |
1.1574 |
1.1574 |
1.1554 |
1.1588 |
| PP |
1.1523 |
1.1523 |
1.1523 |
1.1530 |
| S1 |
1.1495 |
1.1495 |
1.1539 |
1.1509 |
| S2 |
1.1443 |
1.1443 |
1.1532 |
|
| S3 |
1.1364 |
1.1415 |
1.1525 |
|
| S4 |
1.1284 |
1.1336 |
1.1503 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2046 |
1.1948 |
1.1572 |
|
| R3 |
1.1854 |
1.1756 |
1.1520 |
|
| R2 |
1.1663 |
1.1663 |
1.1502 |
|
| R1 |
1.1565 |
1.1565 |
1.1485 |
1.1518 |
| PP |
1.1471 |
1.1471 |
1.1471 |
1.1448 |
| S1 |
1.1373 |
1.1373 |
1.1449 |
1.1327 |
| S2 |
1.1280 |
1.1280 |
1.1432 |
|
| S3 |
1.1088 |
1.1182 |
1.1414 |
|
| S4 |
1.0897 |
1.0990 |
1.1362 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1569 |
1.1378 |
0.0192 |
1.7% |
0.0095 |
0.8% |
88% |
False |
False |
184,971 |
| 10 |
1.1569 |
1.1378 |
0.0192 |
1.7% |
0.0089 |
0.8% |
88% |
False |
False |
157,853 |
| 20 |
1.1575 |
1.1362 |
0.0213 |
1.8% |
0.0084 |
0.7% |
87% |
False |
False |
171,476 |
| 40 |
1.1592 |
1.1353 |
0.0239 |
2.1% |
0.0082 |
0.7% |
81% |
False |
False |
90,934 |
| 60 |
1.1777 |
1.1353 |
0.0424 |
3.7% |
0.0079 |
0.7% |
46% |
False |
False |
61,362 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0077 |
0.7% |
30% |
False |
False |
46,192 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0075 |
0.6% |
30% |
False |
False |
36,973 |
| 120 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0069 |
0.6% |
30% |
False |
False |
30,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1888 |
|
2.618 |
1.1759 |
|
1.618 |
1.1679 |
|
1.000 |
1.1630 |
|
0.618 |
1.1600 |
|
HIGH |
1.1551 |
|
0.618 |
1.1520 |
|
0.500 |
1.1511 |
|
0.382 |
1.1501 |
|
LOW |
1.1471 |
|
0.618 |
1.1422 |
|
1.000 |
1.1392 |
|
1.618 |
1.1342 |
|
2.618 |
1.1263 |
|
4.250 |
1.1133 |
|
|
| Fisher Pivots for day following 07-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1535 |
1.1519 |
| PP |
1.1523 |
1.1492 |
| S1 |
1.1511 |
1.1464 |
|