CME Euro FX (E) Future June 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 |
1.1616 |
1.1624 |
0.0008 |
0.1% |
1.1569 |
| High |
1.1630 |
1.1639 |
0.0009 |
0.1% |
1.1722 |
| Low |
1.1603 |
1.1532 |
-0.0071 |
-0.6% |
1.1569 |
| Close |
1.1619 |
1.1551 |
-0.0068 |
-0.6% |
1.1618 |
| Range |
0.0028 |
0.0107 |
0.0080 |
289.1% |
0.0154 |
| ATR |
0.0075 |
0.0077 |
0.0002 |
3.1% |
0.0000 |
| Volume |
263 |
822 |
559 |
212.5% |
2,633 |
|
| Daily Pivots for day following 15-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1895 |
1.1830 |
1.1610 |
|
| R3 |
1.1788 |
1.1723 |
1.1580 |
|
| R2 |
1.1681 |
1.1681 |
1.1571 |
|
| R1 |
1.1616 |
1.1616 |
1.1561 |
1.1595 |
| PP |
1.1574 |
1.1574 |
1.1574 |
1.1564 |
| S1 |
1.1509 |
1.1509 |
1.1541 |
1.1488 |
| S2 |
1.1467 |
1.1467 |
1.1531 |
|
| S3 |
1.1360 |
1.1402 |
1.1522 |
|
| S4 |
1.1253 |
1.1295 |
1.1492 |
|
|
| 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 |
1.1532 |
0.0190 |
1.6% |
0.0079 |
0.7% |
10% |
False |
True |
603 |
| 10 |
1.1722 |
1.1472 |
0.0251 |
2.2% |
0.0087 |
0.7% |
32% |
False |
False |
451 |
| 20 |
1.1722 |
1.1472 |
0.0251 |
2.2% |
0.0077 |
0.7% |
32% |
False |
False |
310 |
| 40 |
1.1722 |
1.1454 |
0.0268 |
2.3% |
0.0070 |
0.6% |
36% |
False |
False |
341 |
| 60 |
1.1761 |
1.1454 |
0.0308 |
2.7% |
0.0063 |
0.5% |
32% |
False |
False |
280 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0055 |
0.5% |
16% |
False |
False |
242 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0055 |
0.5% |
16% |
False |
False |
203 |
| 120 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0052 |
0.4% |
16% |
False |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2094 |
|
2.618 |
1.1919 |
|
1.618 |
1.1812 |
|
1.000 |
1.1746 |
|
0.618 |
1.1705 |
|
HIGH |
1.1639 |
|
0.618 |
1.1598 |
|
0.500 |
1.1586 |
|
0.382 |
1.1573 |
|
LOW |
1.1532 |
|
0.618 |
1.1466 |
|
1.000 |
1.1425 |
|
1.618 |
1.1359 |
|
2.618 |
1.1252 |
|
4.250 |
1.1077 |
|
|
| Fisher Pivots for day following 15-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1586 |
1.1608 |
| PP |
1.1574 |
1.1589 |
| S1 |
1.1563 |
1.1570 |
|