CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 08-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2019 |
08-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1475 |
1.1545 |
0.0070 |
0.6% |
1.1514 |
| High |
1.1551 |
1.1552 |
0.0001 |
0.0% |
1.1569 |
| Low |
1.1471 |
1.1488 |
0.0017 |
0.1% |
1.1378 |
| Close |
1.1547 |
1.1508 |
-0.0039 |
-0.3% |
1.1467 |
| Range |
0.0080 |
0.0064 |
-0.0016 |
-20.1% |
0.0192 |
| ATR |
0.0085 |
0.0084 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
186,803 |
177,145 |
-9,658 |
-5.2% |
738,053 |
|
| Daily Pivots for day following 08-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1706 |
1.1671 |
1.1543 |
|
| R3 |
1.1643 |
1.1607 |
1.1525 |
|
| R2 |
1.1579 |
1.1579 |
1.1520 |
|
| R1 |
1.1544 |
1.1544 |
1.1514 |
1.1530 |
| PP |
1.1516 |
1.1516 |
1.1516 |
1.1509 |
| S1 |
1.1480 |
1.1480 |
1.1502 |
1.1466 |
| S2 |
1.1452 |
1.1452 |
1.1496 |
|
| S3 |
1.1389 |
1.1417 |
1.1491 |
|
| S4 |
1.1325 |
1.1353 |
1.1473 |
|
|
| 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% |
0.0099 |
0.9% |
68% |
False |
False |
201,452 |
| 10 |
1.1569 |
1.1378 |
0.0192 |
1.7% |
0.0083 |
0.7% |
68% |
False |
False |
157,114 |
| 20 |
1.1575 |
1.1362 |
0.0213 |
1.9% |
0.0084 |
0.7% |
69% |
False |
False |
178,975 |
| 40 |
1.1592 |
1.1353 |
0.0239 |
2.1% |
0.0081 |
0.7% |
65% |
False |
False |
95,330 |
| 60 |
1.1777 |
1.1353 |
0.0424 |
3.7% |
0.0079 |
0.7% |
37% |
False |
False |
64,250 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0077 |
0.7% |
24% |
False |
False |
48,403 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0075 |
0.7% |
24% |
False |
False |
38,743 |
| 120 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0069 |
0.6% |
24% |
False |
False |
32,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1821 |
|
2.618 |
1.1718 |
|
1.618 |
1.1654 |
|
1.000 |
1.1615 |
|
0.618 |
1.1591 |
|
HIGH |
1.1552 |
|
0.618 |
1.1527 |
|
0.500 |
1.1520 |
|
0.382 |
1.1512 |
|
LOW |
1.1488 |
|
0.618 |
1.1449 |
|
1.000 |
1.1425 |
|
1.618 |
1.1385 |
|
2.618 |
1.1322 |
|
4.250 |
1.1218 |
|
|
| Fisher Pivots for day following 08-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1520 |
1.1499 |
| PP |
1.1516 |
1.1491 |
| S1 |
1.1512 |
1.1482 |
|