CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 15-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2019 |
15-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1527 |
1.1527 |
0.0001 |
0.0% |
1.1475 |
| High |
1.1543 |
1.1550 |
0.0007 |
0.1% |
1.1633 |
| Low |
1.1512 |
1.1441 |
-0.0071 |
-0.6% |
1.1471 |
| Close |
1.1527 |
1.1461 |
-0.0066 |
-0.6% |
1.1527 |
| Range |
0.0032 |
0.0109 |
0.0078 |
246.0% |
0.0162 |
| ATR |
0.0082 |
0.0084 |
0.0002 |
2.3% |
0.0000 |
| Volume |
138,583 |
226,599 |
88,016 |
63.5% |
1,014,577 |
|
| Daily Pivots for day following 15-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1811 |
1.1745 |
1.1520 |
|
| R3 |
1.1702 |
1.1636 |
1.1490 |
|
| R2 |
1.1593 |
1.1593 |
1.1480 |
|
| R1 |
1.1527 |
1.1527 |
1.1470 |
1.1505 |
| PP |
1.1484 |
1.1484 |
1.1484 |
1.1473 |
| S1 |
1.1418 |
1.1418 |
1.1451 |
1.1396 |
| S2 |
1.1375 |
1.1375 |
1.1441 |
|
| S3 |
1.1266 |
1.1309 |
1.1431 |
|
| S4 |
1.1157 |
1.1200 |
1.1401 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2028 |
1.1939 |
1.1616 |
|
| R3 |
1.1867 |
1.1778 |
1.1571 |
|
| R2 |
1.1705 |
1.1705 |
1.1557 |
|
| R1 |
1.1616 |
1.1616 |
1.1542 |
1.1661 |
| PP |
1.1544 |
1.1544 |
1.1544 |
1.1566 |
| S1 |
1.1455 |
1.1455 |
1.1512 |
1.1499 |
| S2 |
1.1382 |
1.1382 |
1.1497 |
|
| S3 |
1.1221 |
1.1293 |
1.1483 |
|
| S4 |
1.1059 |
1.1132 |
1.1438 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1633 |
1.1441 |
0.0192 |
1.7% |
0.0086 |
0.8% |
10% |
False |
True |
203,162 |
| 10 |
1.1633 |
1.1378 |
0.0255 |
2.2% |
0.0092 |
0.8% |
33% |
False |
False |
202,307 |
| 20 |
1.1633 |
1.1378 |
0.0255 |
2.2% |
0.0084 |
0.7% |
33% |
False |
False |
179,206 |
| 40 |
1.1633 |
1.1362 |
0.0271 |
2.4% |
0.0082 |
0.7% |
36% |
False |
False |
119,986 |
| 60 |
1.1700 |
1.1353 |
0.0347 |
3.0% |
0.0080 |
0.7% |
31% |
False |
False |
80,979 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0078 |
0.7% |
17% |
False |
False |
61,081 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0076 |
0.7% |
17% |
False |
False |
48,900 |
| 120 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0071 |
0.6% |
17% |
False |
False |
40,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2013 |
|
2.618 |
1.1835 |
|
1.618 |
1.1726 |
|
1.000 |
1.1659 |
|
0.618 |
1.1617 |
|
HIGH |
1.1550 |
|
0.618 |
1.1508 |
|
0.500 |
1.1496 |
|
0.382 |
1.1483 |
|
LOW |
1.1441 |
|
0.618 |
1.1374 |
|
1.000 |
1.1332 |
|
1.618 |
1.1265 |
|
2.618 |
1.1156 |
|
4.250 |
1.0978 |
|
|
| Fisher Pivots for day following 15-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1496 |
1.1522 |
| PP |
1.1484 |
1.1502 |
| S1 |
1.1472 |
1.1481 |
|