CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 17-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2019 |
17-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1466 |
1.1451 |
-0.0015 |
-0.1% |
1.1475 |
| High |
1.1483 |
1.1461 |
-0.0023 |
-0.2% |
1.1633 |
| Low |
1.1437 |
1.1425 |
-0.0012 |
-0.1% |
1.1471 |
| Close |
1.1457 |
1.1445 |
-0.0012 |
-0.1% |
1.1527 |
| Range |
0.0047 |
0.0036 |
-0.0011 |
-22.6% |
0.0162 |
| ATR |
0.0081 |
0.0078 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
150,044 |
156,970 |
6,926 |
4.6% |
1,014,577 |
|
| Daily Pivots for day following 17-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1551 |
1.1534 |
1.1464 |
|
| R3 |
1.1515 |
1.1498 |
1.1454 |
|
| R2 |
1.1479 |
1.1479 |
1.1451 |
|
| R1 |
1.1462 |
1.1462 |
1.1448 |
1.1453 |
| PP |
1.1443 |
1.1443 |
1.1443 |
1.1439 |
| S1 |
1.1426 |
1.1426 |
1.1441 |
1.1417 |
| S2 |
1.1407 |
1.1407 |
1.1438 |
|
| S3 |
1.1371 |
1.1390 |
1.1435 |
|
| S4 |
1.1335 |
1.1354 |
1.1425 |
|
|
| 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 |
1.1603 |
1.1425 |
0.0179 |
1.6% |
0.0061 |
0.5% |
11% |
False |
True |
172,032 |
| 10 |
1.1633 |
1.1413 |
0.0220 |
1.9% |
0.0073 |
0.6% |
14% |
False |
False |
189,875 |
| 20 |
1.1633 |
1.1378 |
0.0255 |
2.2% |
0.0083 |
0.7% |
26% |
False |
False |
177,699 |
| 40 |
1.1633 |
1.1362 |
0.0271 |
2.4% |
0.0080 |
0.7% |
30% |
False |
False |
127,445 |
| 60 |
1.1645 |
1.1353 |
0.0292 |
2.5% |
0.0078 |
0.7% |
31% |
False |
False |
86,049 |
| 80 |
1.1969 |
1.1353 |
0.0616 |
5.4% |
0.0077 |
0.7% |
15% |
False |
False |
64,911 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0076 |
0.7% |
14% |
False |
False |
51,969 |
| 120 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0071 |
0.6% |
14% |
False |
False |
43,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1614 |
|
2.618 |
1.1555 |
|
1.618 |
1.1519 |
|
1.000 |
1.1497 |
|
0.618 |
1.1483 |
|
HIGH |
1.1461 |
|
0.618 |
1.1447 |
|
0.500 |
1.1443 |
|
0.382 |
1.1438 |
|
LOW |
1.1425 |
|
0.618 |
1.1402 |
|
1.000 |
1.1389 |
|
1.618 |
1.1366 |
|
2.618 |
1.1330 |
|
4.250 |
1.1272 |
|
|
| Fisher Pivots for day following 17-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1444 |
1.1487 |
| PP |
1.1443 |
1.1473 |
| S1 |
1.1443 |
1.1459 |
|