CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 18-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2019 |
18-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1451 |
1.1445 |
-0.0007 |
-0.1% |
1.1527 |
| High |
1.1461 |
1.1465 |
0.0004 |
0.0% |
1.1550 |
| Low |
1.1425 |
1.1408 |
-0.0017 |
-0.1% |
1.1408 |
| Close |
1.1445 |
1.1425 |
-0.0020 |
-0.2% |
1.1425 |
| Range |
0.0036 |
0.0057 |
0.0021 |
58.3% |
0.0143 |
| ATR |
0.0078 |
0.0077 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
156,970 |
150,810 |
-6,160 |
-3.9% |
823,006 |
|
| Daily Pivots for day following 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1603 |
1.1571 |
1.1456 |
|
| R3 |
1.1546 |
1.1514 |
1.1440 |
|
| R2 |
1.1489 |
1.1489 |
1.1435 |
|
| R1 |
1.1457 |
1.1457 |
1.1430 |
1.1445 |
| PP |
1.1432 |
1.1432 |
1.1432 |
1.1426 |
| S1 |
1.1400 |
1.1400 |
1.1419 |
1.1388 |
| S2 |
1.1375 |
1.1375 |
1.1414 |
|
| S3 |
1.1318 |
1.1343 |
1.1409 |
|
| S4 |
1.1261 |
1.1286 |
1.1393 |
|
|
| Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1888 |
1.1799 |
1.1503 |
|
| R3 |
1.1746 |
1.1656 |
1.1464 |
|
| R2 |
1.1603 |
1.1603 |
1.1451 |
|
| R1 |
1.1514 |
1.1514 |
1.1438 |
1.1487 |
| PP |
1.1461 |
1.1461 |
1.1461 |
1.1447 |
| S1 |
1.1371 |
1.1371 |
1.1411 |
1.1345 |
| S2 |
1.1318 |
1.1318 |
1.1398 |
|
| S3 |
1.1176 |
1.1229 |
1.1385 |
|
| S4 |
1.1033 |
1.1086 |
1.1346 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1550 |
1.1408 |
0.0143 |
1.2% |
0.0056 |
0.5% |
12% |
False |
True |
164,601 |
| 10 |
1.1633 |
1.1408 |
0.0225 |
2.0% |
0.0071 |
0.6% |
8% |
False |
True |
183,758 |
| 20 |
1.1633 |
1.1378 |
0.0255 |
2.2% |
0.0082 |
0.7% |
18% |
False |
False |
174,412 |
| 40 |
1.1633 |
1.1362 |
0.0271 |
2.4% |
0.0079 |
0.7% |
23% |
False |
False |
130,862 |
| 60 |
1.1645 |
1.1353 |
0.0292 |
2.6% |
0.0079 |
0.7% |
25% |
False |
False |
88,484 |
| 80 |
1.1969 |
1.1353 |
0.0616 |
5.4% |
0.0077 |
0.7% |
12% |
False |
False |
66,794 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0076 |
0.7% |
11% |
False |
False |
53,477 |
| 120 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0072 |
0.6% |
11% |
False |
False |
44,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1707 |
|
2.618 |
1.1614 |
|
1.618 |
1.1557 |
|
1.000 |
1.1522 |
|
0.618 |
1.1500 |
|
HIGH |
1.1465 |
|
0.618 |
1.1443 |
|
0.500 |
1.1436 |
|
0.382 |
1.1429 |
|
LOW |
1.1408 |
|
0.618 |
1.1372 |
|
1.000 |
1.1351 |
|
1.618 |
1.1315 |
|
2.618 |
1.1258 |
|
4.250 |
1.1165 |
|
|
| Fisher Pivots for day following 18-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1436 |
1.1445 |
| PP |
1.1432 |
1.1438 |
| S1 |
1.1428 |
1.1431 |
|