CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 23-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2019 |
23-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1419 |
1.1414 |
-0.0005 |
0.0% |
1.1527 |
| High |
1.1445 |
1.1447 |
0.0002 |
0.0% |
1.1550 |
| Low |
1.1389 |
1.1402 |
0.0013 |
0.1% |
1.1408 |
| Close |
1.1415 |
1.1436 |
0.0021 |
0.2% |
1.1425 |
| Range |
0.0056 |
0.0045 |
-0.0012 |
-20.5% |
0.0143 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
185,488 |
135,435 |
-50,053 |
-27.0% |
823,006 |
|
| Daily Pivots for day following 23-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1562 |
1.1543 |
1.1460 |
|
| R3 |
1.1517 |
1.1499 |
1.1448 |
|
| R2 |
1.1473 |
1.1473 |
1.1444 |
|
| R1 |
1.1454 |
1.1454 |
1.1440 |
1.1463 |
| PP |
1.1428 |
1.1428 |
1.1428 |
1.1433 |
| S1 |
1.1410 |
1.1410 |
1.1431 |
1.1419 |
| S2 |
1.1384 |
1.1384 |
1.1427 |
|
| S3 |
1.1339 |
1.1365 |
1.1423 |
|
| S4 |
1.1295 |
1.1321 |
1.1411 |
|
|
| 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 |
1.1483 |
1.1389 |
0.0094 |
0.8% |
0.0048 |
0.4% |
49% |
False |
False |
155,749 |
| 10 |
1.1633 |
1.1389 |
0.0244 |
2.1% |
0.0067 |
0.6% |
19% |
False |
False |
179,455 |
| 20 |
1.1633 |
1.1378 |
0.0255 |
2.2% |
0.0075 |
0.7% |
23% |
False |
False |
168,285 |
| 40 |
1.1633 |
1.1362 |
0.0271 |
2.4% |
0.0077 |
0.7% |
27% |
False |
False |
138,653 |
| 60 |
1.1645 |
1.1353 |
0.0292 |
2.5% |
0.0077 |
0.7% |
28% |
False |
False |
93,769 |
| 80 |
1.1813 |
1.1353 |
0.0460 |
4.0% |
0.0076 |
0.7% |
18% |
False |
False |
70,799 |
| 100 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0075 |
0.7% |
13% |
False |
False |
56,683 |
| 120 |
1.1989 |
1.1353 |
0.0636 |
5.6% |
0.0072 |
0.6% |
13% |
False |
False |
47,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1636 |
|
2.618 |
1.1563 |
|
1.618 |
1.1519 |
|
1.000 |
1.1491 |
|
0.618 |
1.1474 |
|
HIGH |
1.1447 |
|
0.618 |
1.1430 |
|
0.500 |
1.1424 |
|
0.382 |
1.1419 |
|
LOW |
1.1402 |
|
0.618 |
1.1374 |
|
1.000 |
1.1358 |
|
1.618 |
1.1330 |
|
2.618 |
1.1285 |
|
4.250 |
1.1213 |
|
|
| Fisher Pivots for day following 23-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1432 |
1.1433 |
| PP |
1.1428 |
1.1430 |
| S1 |
1.1424 |
1.1427 |
|