CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 30-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2019 |
30-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1567 |
1.1569 |
0.0002 |
0.0% |
1.1518 |
| High |
1.1586 |
1.1638 |
0.0052 |
0.4% |
1.1554 |
| Low |
1.1549 |
1.1542 |
-0.0007 |
-0.1% |
1.1432 |
| Close |
1.1565 |
1.1628 |
0.0063 |
0.5% |
1.1552 |
| Range |
0.0038 |
0.0096 |
0.0058 |
154.7% |
0.0122 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
2.9% |
0.0000 |
| Volume |
326 |
556 |
230 |
70.6% |
2,086 |
|
| Daily Pivots for day following 30-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1889 |
1.1854 |
1.1680 |
|
| R3 |
1.1793 |
1.1758 |
1.1654 |
|
| R2 |
1.1698 |
1.1698 |
1.1645 |
|
| R1 |
1.1663 |
1.1663 |
1.1636 |
1.1680 |
| PP |
1.1602 |
1.1602 |
1.1602 |
1.1611 |
| S1 |
1.1567 |
1.1567 |
1.1619 |
1.1585 |
| S2 |
1.1507 |
1.1507 |
1.1610 |
|
| S3 |
1.1411 |
1.1472 |
1.1601 |
|
| S4 |
1.1316 |
1.1376 |
1.1575 |
|
|
| Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1877 |
1.1836 |
1.1619 |
|
| R3 |
1.1756 |
1.1715 |
1.1585 |
|
| R2 |
1.1634 |
1.1634 |
1.1574 |
|
| R1 |
1.1593 |
1.1593 |
1.1563 |
1.1614 |
| PP |
1.1513 |
1.1513 |
1.1513 |
1.1523 |
| S1 |
1.1472 |
1.1472 |
1.1541 |
1.1492 |
| S2 |
1.1391 |
1.1391 |
1.1530 |
|
| S3 |
1.1270 |
1.1350 |
1.1519 |
|
| S4 |
1.1148 |
1.1229 |
1.1485 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1638 |
1.1432 |
0.0206 |
1.8% |
0.0077 |
0.7% |
95% |
True |
False |
526 |
| 10 |
1.1638 |
1.1432 |
0.0206 |
1.8% |
0.0059 |
0.5% |
95% |
True |
False |
403 |
| 20 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0073 |
0.6% |
67% |
False |
False |
427 |
| 40 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0070 |
0.6% |
67% |
False |
False |
346 |
| 60 |
1.1727 |
1.1432 |
0.0295 |
2.5% |
0.0065 |
0.6% |
66% |
False |
False |
337 |
| 80 |
1.1851 |
1.1432 |
0.0419 |
3.6% |
0.0057 |
0.5% |
47% |
False |
False |
288 |
| 100 |
1.2069 |
1.1432 |
0.0637 |
5.5% |
0.0056 |
0.5% |
31% |
False |
False |
237 |
| 120 |
1.2069 |
1.1432 |
0.0637 |
5.5% |
0.0055 |
0.5% |
31% |
False |
False |
205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2043 |
|
2.618 |
1.1888 |
|
1.618 |
1.1792 |
|
1.000 |
1.1733 |
|
0.618 |
1.1697 |
|
HIGH |
1.1638 |
|
0.618 |
1.1601 |
|
0.500 |
1.1590 |
|
0.382 |
1.1578 |
|
LOW |
1.1542 |
|
0.618 |
1.1483 |
|
1.000 |
1.1447 |
|
1.618 |
1.1387 |
|
2.618 |
1.1292 |
|
4.250 |
1.1136 |
|
|
| Fisher Pivots for day following 30-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1615 |
1.1613 |
| PP |
1.1602 |
1.1598 |
| S1 |
1.1590 |
1.1584 |
|