CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 03-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2019 |
03-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1533 |
1.1420 |
-0.0113 |
-1.0% |
1.1452 |
| High |
1.1569 |
1.1481 |
-0.0089 |
-0.8% |
1.1548 |
| Low |
1.1396 |
1.1378 |
-0.0019 |
-0.2% |
1.1424 |
| Close |
1.1414 |
1.1461 |
0.0047 |
0.4% |
1.1516 |
| Range |
0.0173 |
0.0103 |
-0.0070 |
-40.5% |
0.0124 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
1.5% |
0.0000 |
| Volume |
213,671 |
217,663 |
3,992 |
1.9% |
469,143 |
|
| Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1749 |
1.1708 |
1.1518 |
|
| R3 |
1.1646 |
1.1605 |
1.1489 |
|
| R2 |
1.1543 |
1.1543 |
1.1480 |
|
| R1 |
1.1502 |
1.1502 |
1.1470 |
1.1522 |
| PP |
1.1440 |
1.1440 |
1.1440 |
1.1450 |
| S1 |
1.1399 |
1.1399 |
1.1452 |
1.1419 |
| S2 |
1.1337 |
1.1337 |
1.1442 |
|
| S3 |
1.1234 |
1.1296 |
1.1433 |
|
| S4 |
1.1131 |
1.1193 |
1.1404 |
|
|
| 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 |
1.1378 |
0.0192 |
1.7% |
0.0093 |
0.8% |
44% |
False |
True |
169,148 |
| 10 |
1.1575 |
1.1378 |
0.0198 |
1.7% |
0.0092 |
0.8% |
42% |
False |
True |
165,523 |
| 20 |
1.1575 |
1.1362 |
0.0213 |
1.9% |
0.0083 |
0.7% |
46% |
False |
False |
153,904 |
| 40 |
1.1645 |
1.1353 |
0.0292 |
2.5% |
0.0082 |
0.7% |
37% |
False |
False |
81,082 |
| 60 |
1.1777 |
1.1353 |
0.0424 |
3.7% |
0.0078 |
0.7% |
25% |
False |
False |
54,765 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0077 |
0.7% |
17% |
False |
False |
41,211 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0074 |
0.6% |
17% |
False |
False |
32,986 |
| 120 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0069 |
0.6% |
17% |
False |
False |
27,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1918 |
|
2.618 |
1.1750 |
|
1.618 |
1.1647 |
|
1.000 |
1.1584 |
|
0.618 |
1.1544 |
|
HIGH |
1.1481 |
|
0.618 |
1.1441 |
|
0.500 |
1.1429 |
|
0.382 |
1.1417 |
|
LOW |
1.1378 |
|
0.618 |
1.1314 |
|
1.000 |
1.1275 |
|
1.618 |
1.1211 |
|
2.618 |
1.1108 |
|
4.250 |
1.0940 |
|
|
| Fisher Pivots for day following 03-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1450 |
1.1473 |
| PP |
1.1440 |
1.1469 |
| S1 |
1.1429 |
1.1465 |
|