CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 10-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2019 |
10-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1507 |
1.1613 |
0.0106 |
0.9% |
1.1514 |
| High |
1.1625 |
1.1633 |
0.0008 |
0.1% |
1.1569 |
| Low |
1.1504 |
1.1547 |
0.0043 |
0.4% |
1.1378 |
| Close |
1.1610 |
1.1562 |
-0.0048 |
-0.4% |
1.1467 |
| Range |
0.0121 |
0.0086 |
-0.0035 |
-29.0% |
0.0192 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
254,788 |
207,876 |
-46,912 |
-18.4% |
738,053 |
|
| Daily Pivots for day following 10-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1837 |
1.1785 |
1.1609 |
|
| R3 |
1.1752 |
1.1700 |
1.1586 |
|
| R2 |
1.1666 |
1.1666 |
1.1578 |
|
| R1 |
1.1614 |
1.1614 |
1.1570 |
1.1597 |
| PP |
1.1581 |
1.1581 |
1.1581 |
1.1572 |
| S1 |
1.1529 |
1.1529 |
1.1554 |
1.1512 |
| S2 |
1.1495 |
1.1495 |
1.1546 |
|
| S3 |
1.1410 |
1.1443 |
1.1538 |
|
| S4 |
1.1324 |
1.1358 |
1.1515 |
|
|
| 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 |
1.1633 |
1.1413 |
0.0220 |
1.9% |
0.0085 |
0.7% |
68% |
True |
False |
207,718 |
| 10 |
1.1633 |
1.1378 |
0.0255 |
2.2% |
0.0089 |
0.8% |
72% |
True |
False |
188,433 |
| 20 |
1.1633 |
1.1362 |
0.0271 |
2.3% |
0.0085 |
0.7% |
74% |
True |
False |
186,509 |
| 40 |
1.1633 |
1.1353 |
0.0280 |
2.4% |
0.0083 |
0.7% |
75% |
True |
False |
106,830 |
| 60 |
1.1777 |
1.1353 |
0.0424 |
3.7% |
0.0080 |
0.7% |
49% |
False |
False |
71,822 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0078 |
0.7% |
33% |
False |
False |
54,182 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0076 |
0.7% |
33% |
False |
False |
43,369 |
| 120 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0070 |
0.6% |
33% |
False |
False |
36,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1996 |
|
2.618 |
1.1856 |
|
1.618 |
1.1771 |
|
1.000 |
1.1718 |
|
0.618 |
1.1685 |
|
HIGH |
1.1633 |
|
0.618 |
1.1600 |
|
0.500 |
1.1590 |
|
0.382 |
1.1580 |
|
LOW |
1.1547 |
|
0.618 |
1.1494 |
|
1.000 |
1.1462 |
|
1.618 |
1.1409 |
|
2.618 |
1.1323 |
|
4.250 |
1.1184 |
|
|
| Fisher Pivots for day following 10-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1590 |
1.1561 |
| PP |
1.1581 |
1.1561 |
| S1 |
1.1571 |
1.1560 |
|