CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 04-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2019 |
04-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1420 |
1.1464 |
0.0044 |
0.4% |
1.1514 |
| High |
1.1481 |
1.1488 |
0.0007 |
0.1% |
1.1569 |
| Low |
1.1378 |
1.1413 |
0.0036 |
0.3% |
1.1378 |
| Close |
1.1461 |
1.1467 |
0.0006 |
0.1% |
1.1467 |
| Range |
0.0103 |
0.0075 |
-0.0029 |
-27.7% |
0.0192 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
217,663 |
211,982 |
-5,681 |
-2.6% |
738,053 |
|
| Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1679 |
1.1648 |
1.1508 |
|
| R3 |
1.1605 |
1.1573 |
1.1487 |
|
| R2 |
1.1530 |
1.1530 |
1.1481 |
|
| R1 |
1.1499 |
1.1499 |
1.1474 |
1.1515 |
| PP |
1.1456 |
1.1456 |
1.1456 |
1.1464 |
| S1 |
1.1424 |
1.1424 |
1.1460 |
1.1440 |
| S2 |
1.1381 |
1.1381 |
1.1453 |
|
| S3 |
1.1307 |
1.1350 |
1.1447 |
|
| S4 |
1.1232 |
1.1275 |
1.1426 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2046 |
1.1948 |
1.1572 |
|
| R3 |
1.1854 |
1.1756 |
1.1520 |
|
| R2 |
1.1663 |
1.1663 |
1.1502 |
|
| R1 |
1.1565 |
1.1565 |
1.1485 |
1.1518 |
| PP |
1.1471 |
1.1471 |
1.1471 |
1.1448 |
| S1 |
1.1373 |
1.1373 |
1.1449 |
1.1327 |
| S2 |
1.1280 |
1.1280 |
1.1432 |
|
| S3 |
1.1088 |
1.1182 |
1.1414 |
|
| S4 |
1.0897 |
1.0990 |
1.1362 |
|
|
| 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% |
0.0088 |
0.8% |
47% |
False |
False |
175,854 |
| 10 |
1.1575 |
1.1378 |
0.0198 |
1.7% |
0.0092 |
0.8% |
45% |
False |
False |
165,065 |
| 20 |
1.1575 |
1.1362 |
0.0213 |
1.9% |
0.0084 |
0.7% |
49% |
False |
False |
163,451 |
| 40 |
1.1645 |
1.1353 |
0.0292 |
2.5% |
0.0083 |
0.7% |
39% |
False |
False |
86,304 |
| 60 |
1.1777 |
1.1353 |
0.0424 |
3.7% |
0.0078 |
0.7% |
27% |
False |
False |
58,263 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0077 |
0.7% |
18% |
False |
False |
43,859 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0075 |
0.6% |
18% |
False |
False |
35,105 |
| 120 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0069 |
0.6% |
18% |
False |
False |
29,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1804 |
|
2.618 |
1.1683 |
|
1.618 |
1.1608 |
|
1.000 |
1.1562 |
|
0.618 |
1.1534 |
|
HIGH |
1.1488 |
|
0.618 |
1.1459 |
|
0.500 |
1.1450 |
|
0.382 |
1.1441 |
|
LOW |
1.1413 |
|
0.618 |
1.1367 |
|
1.000 |
1.1339 |
|
1.618 |
1.1292 |
|
2.618 |
1.1218 |
|
4.250 |
1.1096 |
|
|
| Fisher Pivots for day following 04-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1461 |
1.1473 |
| PP |
1.1456 |
1.1471 |
| S1 |
1.1450 |
1.1469 |
|