CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 14-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2019 |
14-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1655 |
1.1616 |
-0.0039 |
-0.3% |
1.1569 |
| High |
1.1684 |
1.1630 |
-0.0054 |
-0.5% |
1.1722 |
| Low |
1.1612 |
1.1603 |
-0.0009 |
-0.1% |
1.1569 |
| Close |
1.1618 |
1.1619 |
0.0001 |
0.0% |
1.1618 |
| Range |
0.0072 |
0.0028 |
-0.0045 |
-61.8% |
0.0154 |
| ATR |
0.0078 |
0.0075 |
-0.0004 |
-4.6% |
0.0000 |
| Volume |
719 |
263 |
-456 |
-63.4% |
2,633 |
|
| Daily Pivots for day following 14-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1700 |
1.1687 |
1.1634 |
|
| R3 |
1.1672 |
1.1659 |
1.1626 |
|
| R2 |
1.1645 |
1.1645 |
1.1624 |
|
| R1 |
1.1632 |
1.1632 |
1.1621 |
1.1638 |
| PP |
1.1617 |
1.1617 |
1.1617 |
1.1620 |
| S1 |
1.1604 |
1.1604 |
1.1616 |
1.1611 |
| S2 |
1.1590 |
1.1590 |
1.1613 |
|
| S3 |
1.1562 |
1.1577 |
1.1611 |
|
| S4 |
1.1535 |
1.1549 |
1.1603 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2097 |
1.2011 |
1.1702 |
|
| R3 |
1.1943 |
1.1857 |
1.1660 |
|
| R2 |
1.1790 |
1.1790 |
1.1646 |
|
| R1 |
1.1704 |
1.1704 |
1.1632 |
1.1747 |
| PP |
1.1636 |
1.1636 |
1.1636 |
1.1658 |
| S1 |
1.1550 |
1.1550 |
1.1604 |
1.1593 |
| S2 |
1.1483 |
1.1483 |
1.1590 |
|
| S3 |
1.1329 |
1.1397 |
1.1576 |
|
| S4 |
1.1176 |
1.1243 |
1.1534 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1722 |
1.1580 |
0.0142 |
1.2% |
0.0070 |
0.6% |
27% |
False |
False |
517 |
| 10 |
1.1722 |
1.1472 |
0.0251 |
2.2% |
0.0080 |
0.7% |
59% |
False |
False |
374 |
| 20 |
1.1722 |
1.1454 |
0.0268 |
2.3% |
0.0076 |
0.7% |
61% |
False |
False |
282 |
| 40 |
1.1722 |
1.1454 |
0.0268 |
2.3% |
0.0069 |
0.6% |
61% |
False |
False |
372 |
| 60 |
1.1761 |
1.1454 |
0.0308 |
2.6% |
0.0062 |
0.5% |
54% |
False |
False |
266 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0054 |
0.5% |
27% |
False |
False |
232 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0055 |
0.5% |
27% |
False |
False |
195 |
| 120 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0051 |
0.4% |
27% |
False |
False |
167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1747 |
|
2.618 |
1.1702 |
|
1.618 |
1.1674 |
|
1.000 |
1.1658 |
|
0.618 |
1.1647 |
|
HIGH |
1.1630 |
|
0.618 |
1.1619 |
|
0.500 |
1.1616 |
|
0.382 |
1.1613 |
|
LOW |
1.1603 |
|
0.618 |
1.1586 |
|
1.000 |
1.1575 |
|
1.618 |
1.1558 |
|
2.618 |
1.1531 |
|
4.250 |
1.1486 |
|
|
| Fisher Pivots for day following 14-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1618 |
1.1662 |
| PP |
1.1617 |
1.1648 |
| S1 |
1.1616 |
1.1633 |
|