CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 02-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2018 |
02-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1514 |
1.1533 |
0.0019 |
0.2% |
1.1452 |
| High |
1.1541 |
1.1569 |
0.0029 |
0.2% |
1.1548 |
| Low |
1.1495 |
1.1396 |
-0.0099 |
-0.9% |
1.1424 |
| Close |
1.1523 |
1.1414 |
-0.0109 |
-0.9% |
1.1516 |
| Range |
0.0046 |
0.0173 |
0.0127 |
276.1% |
0.0124 |
| ATR |
0.0078 |
0.0085 |
0.0007 |
8.7% |
0.0000 |
| Volume |
94,737 |
213,671 |
118,934 |
125.5% |
469,143 |
|
| Daily Pivots for day following 02-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1979 |
1.1869 |
1.1509 |
|
| R3 |
1.1806 |
1.1696 |
1.1462 |
|
| R2 |
1.1633 |
1.1633 |
1.1446 |
|
| R1 |
1.1523 |
1.1523 |
1.1430 |
1.1492 |
| PP |
1.1460 |
1.1460 |
1.1460 |
1.1444 |
| S1 |
1.1350 |
1.1350 |
1.1398 |
1.1319 |
| S2 |
1.1287 |
1.1287 |
1.1382 |
|
| S3 |
1.1114 |
1.1177 |
1.1366 |
|
| S4 |
1.0941 |
1.1004 |
1.1319 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1866 |
1.1814 |
1.1583 |
|
| R3 |
1.1743 |
1.1691 |
1.1549 |
|
| R2 |
1.1619 |
1.1619 |
1.1538 |
|
| R1 |
1.1567 |
1.1567 |
1.1527 |
1.1593 |
| PP |
1.1496 |
1.1496 |
1.1496 |
1.1509 |
| S1 |
1.1444 |
1.1444 |
1.1504 |
1.1470 |
| S2 |
1.1372 |
1.1372 |
1.1493 |
|
| S3 |
1.1249 |
1.1320 |
1.1482 |
|
| S4 |
1.1125 |
1.1197 |
1.1448 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1569 |
1.1396 |
0.0173 |
1.5% |
0.0088 |
0.8% |
10% |
True |
True |
141,386 |
| 10 |
1.1575 |
1.1396 |
0.0179 |
1.6% |
0.0088 |
0.8% |
10% |
False |
True |
160,235 |
| 20 |
1.1575 |
1.1362 |
0.0213 |
1.9% |
0.0083 |
0.7% |
24% |
False |
False |
143,875 |
| 40 |
1.1645 |
1.1353 |
0.0292 |
2.6% |
0.0081 |
0.7% |
21% |
False |
False |
75,728 |
| 60 |
1.1777 |
1.1353 |
0.0424 |
3.7% |
0.0077 |
0.7% |
14% |
False |
False |
51,144 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0077 |
0.7% |
10% |
False |
False |
38,492 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0075 |
0.7% |
10% |
False |
False |
30,810 |
| 120 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0068 |
0.6% |
10% |
False |
False |
25,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2304 |
|
2.618 |
1.2022 |
|
1.618 |
1.1849 |
|
1.000 |
1.1742 |
|
0.618 |
1.1676 |
|
HIGH |
1.1569 |
|
0.618 |
1.1503 |
|
0.500 |
1.1483 |
|
0.382 |
1.1462 |
|
LOW |
1.1396 |
|
0.618 |
1.1289 |
|
1.000 |
1.1223 |
|
1.618 |
1.1116 |
|
2.618 |
1.0943 |
|
4.250 |
1.0661 |
|
|
| Fisher Pivots for day following 02-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1483 |
1.1483 |
| PP |
1.1460 |
1.1460 |
| S1 |
1.1437 |
1.1437 |
|