CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 16-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2019 |
16-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1527 |
1.1466 |
-0.0061 |
-0.5% |
1.1475 |
| High |
1.1550 |
1.1483 |
-0.0067 |
-0.6% |
1.1633 |
| Low |
1.1441 |
1.1437 |
-0.0005 |
0.0% |
1.1471 |
| Close |
1.1461 |
1.1457 |
-0.0004 |
0.0% |
1.1527 |
| Range |
0.0109 |
0.0047 |
-0.0063 |
-57.3% |
0.0162 |
| ATR |
0.0084 |
0.0081 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
226,599 |
150,044 |
-76,555 |
-33.8% |
1,014,577 |
|
| Daily Pivots for day following 16-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1598 |
1.1574 |
1.1482 |
|
| R3 |
1.1552 |
1.1527 |
1.1469 |
|
| R2 |
1.1505 |
1.1505 |
1.1465 |
|
| R1 |
1.1481 |
1.1481 |
1.1461 |
1.1470 |
| PP |
1.1459 |
1.1459 |
1.1459 |
1.1453 |
| S1 |
1.1434 |
1.1434 |
1.1452 |
1.1423 |
| S2 |
1.1412 |
1.1412 |
1.1448 |
|
| S3 |
1.1366 |
1.1388 |
1.1444 |
|
| S4 |
1.1319 |
1.1341 |
1.1431 |
|
|
| 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 |
1.1437 |
0.0196 |
1.7% |
0.0071 |
0.6% |
10% |
False |
True |
182,213 |
| 10 |
1.1633 |
1.1378 |
0.0255 |
2.2% |
0.0080 |
0.7% |
31% |
False |
False |
195,944 |
| 20 |
1.1633 |
1.1378 |
0.0255 |
2.2% |
0.0084 |
0.7% |
31% |
False |
False |
178,090 |
| 40 |
1.1633 |
1.1362 |
0.0271 |
2.4% |
0.0081 |
0.7% |
35% |
False |
False |
123,568 |
| 60 |
1.1700 |
1.1353 |
0.0347 |
3.0% |
0.0079 |
0.7% |
30% |
False |
False |
83,453 |
| 80 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0078 |
0.7% |
16% |
False |
False |
62,953 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0076 |
0.7% |
16% |
False |
False |
50,400 |
| 120 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0071 |
0.6% |
16% |
False |
False |
42,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1681 |
|
2.618 |
1.1605 |
|
1.618 |
1.1558 |
|
1.000 |
1.1530 |
|
0.618 |
1.1512 |
|
HIGH |
1.1483 |
|
0.618 |
1.1465 |
|
0.500 |
1.1460 |
|
0.382 |
1.1454 |
|
LOW |
1.1437 |
|
0.618 |
1.1408 |
|
1.000 |
1.1390 |
|
1.618 |
1.1361 |
|
2.618 |
1.1315 |
|
4.250 |
1.1239 |
|
|
| Fisher Pivots for day following 16-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1460 |
1.1493 |
| PP |
1.1459 |
1.1481 |
| S1 |
1.1458 |
1.1469 |
|