CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 09-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2019 |
09-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1545 |
1.1507 |
-0.0038 |
-0.3% |
1.1514 |
| High |
1.1552 |
1.1625 |
0.0073 |
0.6% |
1.1569 |
| Low |
1.1488 |
1.1504 |
0.0016 |
0.1% |
1.1378 |
| Close |
1.1508 |
1.1610 |
0.0102 |
0.9% |
1.1467 |
| Range |
0.0064 |
0.0121 |
0.0057 |
89.8% |
0.0192 |
| ATR |
0.0084 |
0.0086 |
0.0003 |
3.2% |
0.0000 |
| Volume |
177,145 |
254,788 |
77,643 |
43.8% |
738,053 |
|
| Daily Pivots for day following 09-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1941 |
1.1896 |
1.1676 |
|
| R3 |
1.1820 |
1.1775 |
1.1643 |
|
| R2 |
1.1700 |
1.1700 |
1.1632 |
|
| R1 |
1.1655 |
1.1655 |
1.1621 |
1.1677 |
| PP |
1.1579 |
1.1579 |
1.1579 |
1.1591 |
| S1 |
1.1534 |
1.1534 |
1.1598 |
1.1557 |
| S2 |
1.1459 |
1.1459 |
1.1587 |
|
| S3 |
1.1338 |
1.1414 |
1.1576 |
|
| S4 |
1.1218 |
1.1293 |
1.1543 |
|
|
| 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 |
1.1625 |
1.1378 |
0.0247 |
2.1% |
0.0088 |
0.8% |
94% |
True |
False |
209,676 |
| 10 |
1.1625 |
1.1378 |
0.0247 |
2.1% |
0.0088 |
0.8% |
94% |
True |
False |
175,531 |
| 20 |
1.1625 |
1.1362 |
0.0263 |
2.3% |
0.0085 |
0.7% |
94% |
True |
False |
185,069 |
| 40 |
1.1625 |
1.1353 |
0.0272 |
2.3% |
0.0083 |
0.7% |
94% |
True |
False |
101,661 |
| 60 |
1.1777 |
1.1353 |
0.0424 |
3.7% |
0.0079 |
0.7% |
60% |
False |
False |
68,368 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0078 |
0.7% |
40% |
False |
False |
51,585 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0075 |
0.7% |
40% |
False |
False |
41,291 |
| 120 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0070 |
0.6% |
40% |
False |
False |
34,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2137 |
|
2.618 |
1.1940 |
|
1.618 |
1.1819 |
|
1.000 |
1.1745 |
|
0.618 |
1.1699 |
|
HIGH |
1.1625 |
|
0.618 |
1.1578 |
|
0.500 |
1.1564 |
|
0.382 |
1.1550 |
|
LOW |
1.1504 |
|
0.618 |
1.1430 |
|
1.000 |
1.1384 |
|
1.618 |
1.1309 |
|
2.618 |
1.1189 |
|
4.250 |
1.0992 |
|
|
| Fisher Pivots for day following 09-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1594 |
1.1589 |
| PP |
1.1579 |
1.1568 |
| S1 |
1.1564 |
1.1548 |
|