CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 11-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2019 |
11-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1613 |
1.1559 |
-0.0054 |
-0.5% |
1.1475 |
| High |
1.1633 |
1.1603 |
-0.0030 |
-0.3% |
1.1633 |
| Low |
1.1547 |
1.1520 |
-0.0028 |
-0.2% |
1.1471 |
| Close |
1.1562 |
1.1527 |
-0.0035 |
-0.3% |
1.1527 |
| Range |
0.0086 |
0.0084 |
-0.0002 |
-2.3% |
0.0162 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
207,876 |
187,965 |
-19,911 |
-9.6% |
1,014,577 |
|
| Daily Pivots for day following 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1800 |
1.1747 |
1.1573 |
|
| R3 |
1.1717 |
1.1664 |
1.1550 |
|
| R2 |
1.1633 |
1.1633 |
1.1542 |
|
| R1 |
1.1580 |
1.1580 |
1.1535 |
1.1565 |
| PP |
1.1550 |
1.1550 |
1.1550 |
1.1542 |
| S1 |
1.1497 |
1.1497 |
1.1519 |
1.1482 |
| S2 |
1.1466 |
1.1466 |
1.1512 |
|
| S3 |
1.1383 |
1.1413 |
1.1504 |
|
| S4 |
1.1299 |
1.1330 |
1.1481 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2028 |
1.1939 |
1.1616 |
|
| R3 |
1.1867 |
1.1778 |
1.1571 |
|
| R2 |
1.1705 |
1.1705 |
1.1557 |
|
| R1 |
1.1616 |
1.1616 |
1.1542 |
1.1661 |
| PP |
1.1544 |
1.1544 |
1.1544 |
1.1566 |
| S1 |
1.1455 |
1.1455 |
1.1512 |
1.1499 |
| S2 |
1.1382 |
1.1382 |
1.1497 |
|
| S3 |
1.1221 |
1.1293 |
1.1483 |
|
| S4 |
1.1059 |
1.1132 |
1.1438 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1633 |
1.1471 |
0.0162 |
1.4% |
0.0087 |
0.8% |
35% |
False |
False |
202,915 |
| 10 |
1.1633 |
1.1378 |
0.0255 |
2.2% |
0.0087 |
0.8% |
59% |
False |
False |
189,384 |
| 20 |
1.1633 |
1.1362 |
0.0271 |
2.3% |
0.0085 |
0.7% |
61% |
False |
False |
186,646 |
| 40 |
1.1633 |
1.1362 |
0.0271 |
2.3% |
0.0083 |
0.7% |
61% |
False |
False |
111,414 |
| 60 |
1.1734 |
1.1353 |
0.0381 |
3.3% |
0.0080 |
0.7% |
46% |
False |
False |
74,948 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0078 |
0.7% |
27% |
False |
False |
56,530 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0076 |
0.7% |
27% |
False |
False |
45,249 |
| 120 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0070 |
0.6% |
27% |
False |
False |
37,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1958 |
|
2.618 |
1.1822 |
|
1.618 |
1.1738 |
|
1.000 |
1.1687 |
|
0.618 |
1.1655 |
|
HIGH |
1.1603 |
|
0.618 |
1.1571 |
|
0.500 |
1.1561 |
|
0.382 |
1.1551 |
|
LOW |
1.1520 |
|
0.618 |
1.1468 |
|
1.000 |
1.1436 |
|
1.618 |
1.1384 |
|
2.618 |
1.1301 |
|
4.250 |
1.1165 |
|
|
| Fisher Pivots for day following 11-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1561 |
1.1568 |
| PP |
1.1550 |
1.1555 |
| S1 |
1.1538 |
1.1541 |
|