CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 08-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2019 |
08-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1494 |
1.1463 |
-0.0031 |
-0.3% |
1.1589 |
| High |
1.1494 |
1.1472 |
-0.0023 |
-0.2% |
1.1589 |
| Low |
1.1449 |
1.1445 |
-0.0004 |
0.0% |
1.1445 |
| Close |
1.1475 |
1.1446 |
-0.0030 |
-0.3% |
1.1446 |
| Range |
0.0046 |
0.0027 |
-0.0019 |
-41.8% |
0.0144 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
679 |
596 |
-83 |
-12.2% |
2,777 |
|
| Daily Pivots for day following 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1534 |
1.1516 |
1.1460 |
|
| R3 |
1.1507 |
1.1490 |
1.1453 |
|
| R2 |
1.1481 |
1.1481 |
1.1450 |
|
| R1 |
1.1463 |
1.1463 |
1.1448 |
1.1459 |
| PP |
1.1454 |
1.1454 |
1.1454 |
1.1452 |
| S1 |
1.1437 |
1.1437 |
1.1443 |
1.1432 |
| S2 |
1.1428 |
1.1428 |
1.1441 |
|
| S3 |
1.1401 |
1.1410 |
1.1438 |
|
| S4 |
1.1375 |
1.1384 |
1.1431 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1925 |
1.1829 |
1.1525 |
|
| R3 |
1.1781 |
1.1685 |
1.1485 |
|
| R2 |
1.1637 |
1.1637 |
1.1472 |
|
| R1 |
1.1541 |
1.1541 |
1.1459 |
1.1517 |
| PP |
1.1493 |
1.1493 |
1.1493 |
1.1481 |
| S1 |
1.1397 |
1.1397 |
1.1432 |
1.1373 |
| S2 |
1.1349 |
1.1349 |
1.1419 |
|
| S3 |
1.1205 |
1.1253 |
1.1406 |
|
| S4 |
1.1061 |
1.1109 |
1.1366 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1589 |
1.1445 |
0.0144 |
1.3% |
0.0037 |
0.3% |
0% |
False |
True |
555 |
| 10 |
1.1646 |
1.1445 |
0.0201 |
1.8% |
0.0050 |
0.4% |
0% |
False |
True |
509 |
| 20 |
1.1684 |
1.1432 |
0.0252 |
2.2% |
0.0056 |
0.5% |
5% |
False |
False |
492 |
| 40 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0066 |
0.6% |
5% |
False |
False |
379 |
| 60 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0065 |
0.6% |
5% |
False |
False |
398 |
| 80 |
1.1834 |
1.1432 |
0.0402 |
3.5% |
0.0059 |
0.5% |
3% |
False |
False |
311 |
| 100 |
1.2069 |
1.1432 |
0.0637 |
5.6% |
0.0054 |
0.5% |
2% |
False |
False |
275 |
| 120 |
1.2069 |
1.1432 |
0.0637 |
5.6% |
0.0055 |
0.5% |
2% |
False |
False |
237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1584 |
|
2.618 |
1.1541 |
|
1.618 |
1.1514 |
|
1.000 |
1.1498 |
|
0.618 |
1.1488 |
|
HIGH |
1.1472 |
|
0.618 |
1.1461 |
|
0.500 |
1.1458 |
|
0.382 |
1.1455 |
|
LOW |
1.1445 |
|
0.618 |
1.1429 |
|
1.000 |
1.1419 |
|
1.618 |
1.1402 |
|
2.618 |
1.1376 |
|
4.250 |
1.1332 |
|
|
| Fisher Pivots for day following 08-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1458 |
1.1488 |
| PP |
1.1454 |
1.1474 |
| S1 |
1.1450 |
1.1460 |
|