CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 22-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2019 |
22-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1445 |
1.1419 |
-0.0026 |
-0.2% |
1.1527 |
| High |
1.1465 |
1.1445 |
-0.0020 |
-0.2% |
1.1550 |
| Low |
1.1408 |
1.1389 |
-0.0019 |
-0.2% |
1.1408 |
| Close |
1.1425 |
1.1415 |
-0.0010 |
-0.1% |
1.1425 |
| Range |
0.0057 |
0.0056 |
-0.0001 |
-1.8% |
0.0143 |
| ATR |
0.0077 |
0.0075 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
150,810 |
185,488 |
34,678 |
23.0% |
823,006 |
|
| Daily Pivots for day following 22-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1584 |
1.1556 |
1.1446 |
|
| R3 |
1.1528 |
1.1500 |
1.1430 |
|
| R2 |
1.1472 |
1.1472 |
1.1425 |
|
| R1 |
1.1444 |
1.1444 |
1.1420 |
1.1430 |
| PP |
1.1416 |
1.1416 |
1.1416 |
1.1410 |
| S1 |
1.1388 |
1.1388 |
1.1410 |
1.1374 |
| S2 |
1.1360 |
1.1360 |
1.1405 |
|
| S3 |
1.1304 |
1.1332 |
1.1400 |
|
| S4 |
1.1248 |
1.1276 |
1.1384 |
|
|
| 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 |
1.1389 |
0.0161 |
1.4% |
0.0061 |
0.5% |
16% |
False |
True |
173,982 |
| 10 |
1.1633 |
1.1389 |
0.0244 |
2.1% |
0.0069 |
0.6% |
11% |
False |
True |
183,626 |
| 20 |
1.1633 |
1.1378 |
0.0255 |
2.2% |
0.0079 |
0.7% |
15% |
False |
False |
170,739 |
| 40 |
1.1633 |
1.1362 |
0.0271 |
2.4% |
0.0079 |
0.7% |
20% |
False |
False |
135,409 |
| 60 |
1.1645 |
1.1353 |
0.0292 |
2.6% |
0.0078 |
0.7% |
21% |
False |
False |
91,534 |
| 80 |
1.1923 |
1.1353 |
0.0570 |
5.0% |
0.0077 |
0.7% |
11% |
False |
False |
69,112 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0075 |
0.7% |
10% |
False |
False |
55,330 |
| 120 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0072 |
0.6% |
10% |
False |
False |
46,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1683 |
|
2.618 |
1.1592 |
|
1.618 |
1.1536 |
|
1.000 |
1.1501 |
|
0.618 |
1.1480 |
|
HIGH |
1.1445 |
|
0.618 |
1.1424 |
|
0.500 |
1.1417 |
|
0.382 |
1.1410 |
|
LOW |
1.1389 |
|
0.618 |
1.1354 |
|
1.000 |
1.1333 |
|
1.618 |
1.1298 |
|
2.618 |
1.1242 |
|
4.250 |
1.1151 |
|
|
| Fisher Pivots for day following 22-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1417 |
1.1427 |
| PP |
1.1416 |
1.1423 |
| S1 |
1.1416 |
1.1419 |
|