CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 14-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2019 |
14-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1559 |
1.1527 |
-0.0033 |
-0.3% |
1.1475 |
| High |
1.1603 |
1.1543 |
-0.0060 |
-0.5% |
1.1633 |
| Low |
1.1520 |
1.1512 |
-0.0008 |
-0.1% |
1.1471 |
| Close |
1.1527 |
1.1527 |
-0.0001 |
0.0% |
1.1527 |
| Range |
0.0084 |
0.0032 |
-0.0052 |
-62.3% |
0.0162 |
| ATR |
0.0086 |
0.0082 |
-0.0004 |
-4.5% |
0.0000 |
| Volume |
187,965 |
138,583 |
-49,382 |
-26.3% |
1,014,577 |
|
| Daily Pivots for day following 14-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1622 |
1.1606 |
1.1544 |
|
| R3 |
1.1590 |
1.1574 |
1.1535 |
|
| R2 |
1.1559 |
1.1559 |
1.1532 |
|
| R1 |
1.1543 |
1.1543 |
1.1529 |
1.1542 |
| PP |
1.1527 |
1.1527 |
1.1527 |
1.1527 |
| S1 |
1.1511 |
1.1511 |
1.1524 |
1.1511 |
| S2 |
1.1496 |
1.1496 |
1.1521 |
|
| S3 |
1.1464 |
1.1480 |
1.1518 |
|
| S4 |
1.1433 |
1.1448 |
1.1509 |
|
|
| 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 |
1.1488 |
0.0145 |
1.3% |
0.0077 |
0.7% |
27% |
False |
False |
193,271 |
| 10 |
1.1633 |
1.1378 |
0.0255 |
2.2% |
0.0086 |
0.7% |
58% |
False |
False |
189,121 |
| 20 |
1.1633 |
1.1362 |
0.0271 |
2.3% |
0.0084 |
0.7% |
61% |
False |
False |
182,073 |
| 40 |
1.1633 |
1.1362 |
0.0271 |
2.3% |
0.0082 |
0.7% |
61% |
False |
False |
114,661 |
| 60 |
1.1700 |
1.1353 |
0.0347 |
3.0% |
0.0080 |
0.7% |
50% |
False |
False |
77,235 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0078 |
0.7% |
27% |
False |
False |
58,257 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0075 |
0.7% |
27% |
False |
False |
46,634 |
| 120 |
1.1989 |
1.1353 |
0.0636 |
5.5% |
0.0071 |
0.6% |
27% |
False |
False |
38,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1677 |
|
2.618 |
1.1625 |
|
1.618 |
1.1594 |
|
1.000 |
1.1575 |
|
0.618 |
1.1562 |
|
HIGH |
1.1543 |
|
0.618 |
1.1531 |
|
0.500 |
1.1527 |
|
0.382 |
1.1524 |
|
LOW |
1.1512 |
|
0.618 |
1.1492 |
|
1.000 |
1.1480 |
|
1.618 |
1.1461 |
|
2.618 |
1.1429 |
|
4.250 |
1.1378 |
|
|
| Fisher Pivots for day following 14-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1527 |
1.1572 |
| PP |
1.1527 |
1.1557 |
| S1 |
1.1527 |
1.1542 |
|