CME Euro FX (E) Future June 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 |
1.1559 |
1.1544 |
-0.0016 |
-0.1% |
1.1569 |
| High |
1.1571 |
1.1545 |
-0.0026 |
-0.2% |
1.1722 |
| Low |
1.1527 |
1.1519 |
-0.0008 |
-0.1% |
1.1569 |
| Close |
1.1547 |
1.1534 |
-0.0013 |
-0.1% |
1.1618 |
| Range |
0.0045 |
0.0026 |
-0.0019 |
-41.6% |
0.0154 |
| ATR |
0.0075 |
0.0071 |
-0.0003 |
-4.5% |
0.0000 |
| Volume |
575 |
149 |
-426 |
-74.1% |
2,633 |
|
| Daily Pivots for day following 17-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1611 |
1.1598 |
1.1548 |
|
| R3 |
1.1585 |
1.1572 |
1.1541 |
|
| R2 |
1.1559 |
1.1559 |
1.1539 |
|
| R1 |
1.1546 |
1.1546 |
1.1536 |
1.1540 |
| PP |
1.1533 |
1.1533 |
1.1533 |
1.1529 |
| S1 |
1.1520 |
1.1520 |
1.1532 |
1.1514 |
| S2 |
1.1507 |
1.1507 |
1.1529 |
|
| S3 |
1.1481 |
1.1494 |
1.1527 |
|
| S4 |
1.1455 |
1.1468 |
1.1520 |
|
|
| 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 |
1.1684 |
1.1519 |
0.0165 |
1.4% |
0.0055 |
0.5% |
9% |
False |
True |
505 |
| 10 |
1.1722 |
1.1504 |
0.0218 |
1.9% |
0.0067 |
0.6% |
14% |
False |
False |
492 |
| 20 |
1.1722 |
1.1472 |
0.0251 |
2.2% |
0.0075 |
0.6% |
25% |
False |
False |
333 |
| 40 |
1.1722 |
1.1454 |
0.0268 |
2.3% |
0.0069 |
0.6% |
30% |
False |
False |
306 |
| 60 |
1.1727 |
1.1454 |
0.0274 |
2.4% |
0.0063 |
0.5% |
29% |
False |
False |
288 |
| 80 |
1.2066 |
1.1454 |
0.0613 |
5.3% |
0.0055 |
0.5% |
13% |
False |
False |
251 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0055 |
0.5% |
13% |
False |
False |
209 |
| 120 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0052 |
0.4% |
13% |
False |
False |
178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1656 |
|
2.618 |
1.1613 |
|
1.618 |
1.1587 |
|
1.000 |
1.1571 |
|
0.618 |
1.1561 |
|
HIGH |
1.1545 |
|
0.618 |
1.1535 |
|
0.500 |
1.1532 |
|
0.382 |
1.1529 |
|
LOW |
1.1519 |
|
0.618 |
1.1503 |
|
1.000 |
1.1493 |
|
1.618 |
1.1477 |
|
2.618 |
1.1451 |
|
4.250 |
1.1409 |
|
|
| Fisher Pivots for day following 17-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1533 |
1.1579 |
| PP |
1.1533 |
1.1564 |
| S1 |
1.1532 |
1.1549 |
|