CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 05-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2019 |
05-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1589 |
1.1570 |
-0.0020 |
-0.2% |
1.1549 |
| High |
1.1589 |
1.1570 |
-0.0020 |
-0.2% |
1.1646 |
| Low |
1.1556 |
1.1530 |
-0.0026 |
-0.2% |
1.1530 |
| Close |
1.1562 |
1.1539 |
-0.0024 |
-0.2% |
1.1592 |
| Range |
0.0033 |
0.0040 |
0.0007 |
19.7% |
0.0116 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
178 |
267 |
89 |
50.0% |
2,313 |
|
| Daily Pivots for day following 05-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1665 |
1.1641 |
1.1560 |
|
| R3 |
1.1625 |
1.1602 |
1.1549 |
|
| R2 |
1.1586 |
1.1586 |
1.1546 |
|
| R1 |
1.1562 |
1.1562 |
1.1542 |
1.1554 |
| PP |
1.1546 |
1.1546 |
1.1546 |
1.1542 |
| S1 |
1.1523 |
1.1523 |
1.1535 |
1.1515 |
| S2 |
1.1507 |
1.1507 |
1.1531 |
|
| S3 |
1.1467 |
1.1483 |
1.1528 |
|
| S4 |
1.1428 |
1.1444 |
1.1517 |
|
|
| Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1937 |
1.1880 |
1.1655 |
|
| R3 |
1.1821 |
1.1764 |
1.1623 |
|
| R2 |
1.1705 |
1.1705 |
1.1613 |
|
| R1 |
1.1648 |
1.1648 |
1.1602 |
1.1677 |
| PP |
1.1589 |
1.1589 |
1.1589 |
1.1603 |
| S1 |
1.1532 |
1.1532 |
1.1581 |
1.1561 |
| S2 |
1.1473 |
1.1473 |
1.1570 |
|
| S3 |
1.1357 |
1.1416 |
1.1560 |
|
| S4 |
1.1241 |
1.1300 |
1.1528 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1646 |
1.1530 |
0.0116 |
1.0% |
0.0060 |
0.5% |
7% |
False |
True |
447 |
| 10 |
1.1646 |
1.1432 |
0.0214 |
1.9% |
0.0063 |
0.5% |
50% |
False |
False |
450 |
| 20 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0062 |
0.5% |
37% |
False |
False |
456 |
| 40 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0069 |
0.6% |
37% |
False |
False |
364 |
| 60 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0066 |
0.6% |
37% |
False |
False |
363 |
| 80 |
1.1851 |
1.1432 |
0.0419 |
3.6% |
0.0058 |
0.5% |
25% |
False |
False |
308 |
| 100 |
1.2069 |
1.1432 |
0.0637 |
5.5% |
0.0055 |
0.5% |
17% |
False |
False |
252 |
| 120 |
1.2069 |
1.1432 |
0.0637 |
5.5% |
0.0055 |
0.5% |
17% |
False |
False |
217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1737 |
|
2.618 |
1.1673 |
|
1.618 |
1.1633 |
|
1.000 |
1.1609 |
|
0.618 |
1.1594 |
|
HIGH |
1.1570 |
|
0.618 |
1.1554 |
|
0.500 |
1.1550 |
|
0.382 |
1.1545 |
|
LOW |
1.1530 |
|
0.618 |
1.1506 |
|
1.000 |
1.1491 |
|
1.618 |
1.1466 |
|
2.618 |
1.1427 |
|
4.250 |
1.1362 |
|
|
| Fisher Pivots for day following 05-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1550 |
1.1575 |
| PP |
1.1546 |
1.1563 |
| S1 |
1.1542 |
1.1551 |
|