CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 22-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2019 |
22-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1541 |
1.1518 |
-0.0023 |
-0.2% |
1.1616 |
| High |
1.1551 |
1.1527 |
-0.0025 |
-0.2% |
1.1639 |
| Low |
1.1500 |
1.1482 |
-0.0018 |
-0.2% |
1.1500 |
| Close |
1.1514 |
1.1505 |
-0.0010 |
-0.1% |
1.1514 |
| Range |
0.0051 |
0.0045 |
-0.0007 |
-12.7% |
0.0139 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
147 |
340 |
193 |
131.3% |
1,956 |
|
| Daily Pivots for day following 22-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1638 |
1.1616 |
1.1529 |
|
| R3 |
1.1593 |
1.1571 |
1.1517 |
|
| R2 |
1.1549 |
1.1549 |
1.1513 |
|
| R1 |
1.1527 |
1.1527 |
1.1509 |
1.1516 |
| PP |
1.1504 |
1.1504 |
1.1504 |
1.1499 |
| S1 |
1.1482 |
1.1482 |
1.1500 |
1.1471 |
| S2 |
1.1460 |
1.1460 |
1.1496 |
|
| S3 |
1.1415 |
1.1438 |
1.1492 |
|
| S4 |
1.1371 |
1.1393 |
1.1480 |
|
|
| Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1968 |
1.1880 |
1.1590 |
|
| R3 |
1.1829 |
1.1741 |
1.1552 |
|
| R2 |
1.1690 |
1.1690 |
1.1539 |
|
| R1 |
1.1602 |
1.1602 |
1.1527 |
1.1577 |
| PP |
1.1551 |
1.1551 |
1.1551 |
1.1538 |
| S1 |
1.1463 |
1.1463 |
1.1501 |
1.1438 |
| S2 |
1.1412 |
1.1412 |
1.1489 |
|
| S3 |
1.1273 |
1.1324 |
1.1476 |
|
| S4 |
1.1134 |
1.1185 |
1.1438 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1639 |
1.1482 |
0.0157 |
1.4% |
0.0055 |
0.5% |
14% |
False |
True |
406 |
| 10 |
1.1722 |
1.1482 |
0.0240 |
2.1% |
0.0062 |
0.5% |
9% |
False |
True |
462 |
| 20 |
1.1722 |
1.1472 |
0.0251 |
2.2% |
0.0071 |
0.6% |
13% |
False |
False |
324 |
| 40 |
1.1722 |
1.1454 |
0.0268 |
2.3% |
0.0068 |
0.6% |
19% |
False |
False |
313 |
| 60 |
1.1727 |
1.1454 |
0.0273 |
2.4% |
0.0063 |
0.5% |
19% |
False |
False |
294 |
| 80 |
1.2016 |
1.1454 |
0.0563 |
4.9% |
0.0055 |
0.5% |
9% |
False |
False |
257 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0055 |
0.5% |
8% |
False |
False |
213 |
| 120 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0052 |
0.5% |
8% |
False |
False |
182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1716 |
|
2.618 |
1.1643 |
|
1.618 |
1.1599 |
|
1.000 |
1.1571 |
|
0.618 |
1.1554 |
|
HIGH |
1.1527 |
|
0.618 |
1.1510 |
|
0.500 |
1.1504 |
|
0.382 |
1.1499 |
|
LOW |
1.1482 |
|
0.618 |
1.1454 |
|
1.000 |
1.1438 |
|
1.618 |
1.1410 |
|
2.618 |
1.1365 |
|
4.250 |
1.1293 |
|
|
| Fisher Pivots for day following 22-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1504 |
1.1517 |
| PP |
1.1504 |
1.1513 |
| S1 |
1.1504 |
1.1509 |
|