CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 29-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2019 |
29-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1455 |
1.1474 |
0.0019 |
0.2% |
1.1419 |
| High |
1.1492 |
1.1497 |
0.0005 |
0.0% |
1.1466 |
| Low |
1.1438 |
1.1458 |
0.0020 |
0.2% |
1.1338 |
| Close |
1.1476 |
1.1475 |
-0.0001 |
0.0% |
1.1463 |
| Range |
0.0054 |
0.0039 |
-0.0015 |
-27.8% |
0.0129 |
| ATR |
0.0076 |
0.0074 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
141,624 |
151,084 |
9,460 |
6.7% |
844,244 |
|
| Daily Pivots for day following 29-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1593 |
1.1573 |
1.1496 |
|
| R3 |
1.1554 |
1.1534 |
1.1486 |
|
| R2 |
1.1515 |
1.1515 |
1.1482 |
|
| R1 |
1.1495 |
1.1495 |
1.1479 |
1.1505 |
| PP |
1.1476 |
1.1476 |
1.1476 |
1.1481 |
| S1 |
1.1456 |
1.1456 |
1.1471 |
1.1466 |
| S2 |
1.1437 |
1.1437 |
1.1468 |
|
| S3 |
1.1398 |
1.1417 |
1.1464 |
|
| S4 |
1.1359 |
1.1378 |
1.1454 |
|
|
| 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 |
1.1497 |
1.1338 |
0.0159 |
1.4% |
0.0072 |
0.6% |
86% |
True |
False |
190,292 |
| 10 |
1.1550 |
1.1338 |
0.0213 |
1.9% |
0.0066 |
0.6% |
65% |
False |
False |
182,137 |
| 20 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0076 |
0.7% |
47% |
False |
False |
185,629 |
| 40 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0078 |
0.7% |
47% |
False |
False |
157,966 |
| 60 |
1.1645 |
1.1338 |
0.0307 |
2.7% |
0.0079 |
0.7% |
45% |
False |
False |
107,263 |
| 80 |
1.1777 |
1.1338 |
0.0440 |
3.8% |
0.0076 |
0.7% |
31% |
False |
False |
80,951 |
| 100 |
1.1989 |
1.1338 |
0.0652 |
5.7% |
0.0076 |
0.7% |
21% |
False |
False |
64,836 |
| 120 |
1.1989 |
1.1338 |
0.0652 |
5.7% |
0.0074 |
0.6% |
21% |
False |
False |
54,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1662 |
|
2.618 |
1.1599 |
|
1.618 |
1.1560 |
|
1.000 |
1.1536 |
|
0.618 |
1.1521 |
|
HIGH |
1.1497 |
|
0.618 |
1.1482 |
|
0.500 |
1.1477 |
|
0.382 |
1.1472 |
|
LOW |
1.1458 |
|
0.618 |
1.1433 |
|
1.000 |
1.1419 |
|
1.618 |
1.1394 |
|
2.618 |
1.1355 |
|
4.250 |
1.1292 |
|
|
| Fisher Pivots for day following 29-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1477 |
1.1457 |
| PP |
1.1476 |
1.1440 |
| S1 |
1.1476 |
1.1422 |
|