CME Euro FX (E) Future June 2019
Trading Metrics calculated at close of trading on 24-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2019 |
24-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
1.1508 |
1.1526 |
0.0018 |
0.2% |
1.1616 |
High |
1.1535 |
1.1528 |
-0.0008 |
-0.1% |
1.1639 |
Low |
1.1494 |
1.1432 |
-0.0062 |
-0.5% |
1.1500 |
Close |
1.1525 |
1.1437 |
-0.0088 |
-0.8% |
1.1514 |
Range |
0.0041 |
0.0096 |
0.0055 |
132.9% |
0.0139 |
ATR |
0.0066 |
0.0068 |
0.0002 |
3.2% |
0.0000 |
Volume |
191 |
1,102 |
911 |
477.0% |
1,956 |
|
Daily Pivots for day following 24-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1752 |
1.1690 |
1.1490 |
|
R3 |
1.1657 |
1.1595 |
1.1463 |
|
R2 |
1.1561 |
1.1561 |
1.1455 |
|
R1 |
1.1499 |
1.1499 |
1.1446 |
1.1482 |
PP |
1.1466 |
1.1466 |
1.1466 |
1.1457 |
S1 |
1.1404 |
1.1404 |
1.1428 |
1.1387 |
S2 |
1.1370 |
1.1370 |
1.1419 |
|
S3 |
1.1275 |
1.1308 |
1.1411 |
|
S4 |
1.1179 |
1.1213 |
1.1384 |
|
|
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 |
1.1551 |
1.1432 |
0.0119 |
1.0% |
0.0052 |
0.5% |
4% |
False |
True |
385 |
10 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0059 |
0.5% |
2% |
False |
True |
486 |
20 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0069 |
0.6% |
2% |
False |
True |
370 |
40 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0068 |
0.6% |
2% |
False |
True |
342 |
60 |
1.1727 |
1.1432 |
0.0295 |
2.6% |
0.0063 |
0.6% |
2% |
False |
True |
314 |
80 |
1.1880 |
1.1432 |
0.0448 |
3.9% |
0.0055 |
0.5% |
1% |
False |
True |
271 |
100 |
1.2069 |
1.1432 |
0.0637 |
5.6% |
0.0056 |
0.5% |
1% |
False |
True |
225 |
120 |
1.2069 |
1.1432 |
0.0637 |
5.6% |
0.0053 |
0.5% |
1% |
False |
True |
193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1933 |
2.618 |
1.1778 |
1.618 |
1.1682 |
1.000 |
1.1623 |
0.618 |
1.1587 |
HIGH |
1.1528 |
0.618 |
1.1491 |
0.500 |
1.1480 |
0.382 |
1.1468 |
LOW |
1.1432 |
0.618 |
1.1373 |
1.000 |
1.1337 |
1.618 |
1.1277 |
2.618 |
1.1182 |
4.250 |
1.1026 |
|
|
Fisher Pivots for day following 24-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
1.1480 |
1.1484 |
PP |
1.1466 |
1.1468 |
S1 |
1.1451 |
1.1453 |
|