CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 25-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2019 |
25-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1431 |
1.1352 |
-0.0079 |
-0.7% |
1.1419 |
| High |
1.1441 |
1.1466 |
0.0026 |
0.2% |
1.1466 |
| Low |
1.1338 |
1.1347 |
0.0010 |
0.1% |
1.1338 |
| Close |
1.1348 |
1.1463 |
0.0115 |
1.0% |
1.1463 |
| Range |
0.0103 |
0.0119 |
0.0016 |
15.5% |
0.0129 |
| ATR |
0.0075 |
0.0078 |
0.0003 |
4.2% |
0.0000 |
| Volume |
287,586 |
235,735 |
-51,851 |
-18.0% |
844,244 |
|
| Daily Pivots for day following 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1782 |
1.1741 |
1.1528 |
|
| R3 |
1.1663 |
1.1622 |
1.1495 |
|
| R2 |
1.1544 |
1.1544 |
1.1484 |
|
| R1 |
1.1503 |
1.1503 |
1.1473 |
1.1524 |
| PP |
1.1425 |
1.1425 |
1.1425 |
1.1435 |
| S1 |
1.1384 |
1.1384 |
1.1452 |
1.1405 |
| S2 |
1.1306 |
1.1306 |
1.1441 |
|
| S3 |
1.1187 |
1.1265 |
1.1430 |
|
| S4 |
1.1068 |
1.1146 |
1.1397 |
|
|
| Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1808 |
1.1764 |
1.1533 |
|
| R3 |
1.1679 |
1.1635 |
1.1498 |
|
| R2 |
1.1551 |
1.1551 |
1.1486 |
|
| R1 |
1.1507 |
1.1507 |
1.1474 |
1.1529 |
| PP |
1.1422 |
1.1422 |
1.1422 |
1.1433 |
| S1 |
1.1378 |
1.1378 |
1.1451 |
1.1400 |
| S2 |
1.1294 |
1.1294 |
1.1439 |
|
| S3 |
1.1165 |
1.1250 |
1.1427 |
|
| S4 |
1.1037 |
1.1121 |
1.1392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1466 |
1.1338 |
0.0129 |
1.1% |
0.0076 |
0.7% |
97% |
True |
False |
199,010 |
| 10 |
1.1603 |
1.1338 |
0.0266 |
2.3% |
0.0069 |
0.6% |
47% |
False |
False |
185,521 |
| 20 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0079 |
0.7% |
42% |
False |
False |
186,977 |
| 40 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0080 |
0.7% |
42% |
False |
False |
151,211 |
| 60 |
1.1645 |
1.1338 |
0.0307 |
2.7% |
0.0079 |
0.7% |
41% |
False |
False |
102,461 |
| 80 |
1.1777 |
1.1338 |
0.0440 |
3.8% |
0.0077 |
0.7% |
28% |
False |
False |
77,313 |
| 100 |
1.1989 |
1.1338 |
0.0652 |
5.7% |
0.0076 |
0.7% |
19% |
False |
False |
61,913 |
| 120 |
1.1989 |
1.1338 |
0.0652 |
5.7% |
0.0073 |
0.6% |
19% |
False |
False |
51,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1972 |
|
2.618 |
1.1778 |
|
1.618 |
1.1659 |
|
1.000 |
1.1585 |
|
0.618 |
1.1540 |
|
HIGH |
1.1466 |
|
0.618 |
1.1421 |
|
0.500 |
1.1407 |
|
0.382 |
1.1392 |
|
LOW |
1.1347 |
|
0.618 |
1.1273 |
|
1.000 |
1.1228 |
|
1.618 |
1.1154 |
|
2.618 |
1.1035 |
|
4.250 |
1.0841 |
|
|
| Fisher Pivots for day following 25-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1444 |
1.1442 |
| PP |
1.1425 |
1.1422 |
| S1 |
1.1407 |
1.1402 |
|