CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 24-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2019 |
24-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1414 |
1.1431 |
0.0018 |
0.2% |
1.1527 |
| High |
1.1447 |
1.1441 |
-0.0006 |
-0.1% |
1.1550 |
| Low |
1.1402 |
1.1338 |
-0.0065 |
-0.6% |
1.1408 |
| Close |
1.1436 |
1.1348 |
-0.0088 |
-0.8% |
1.1425 |
| Range |
0.0045 |
0.0103 |
0.0059 |
131.5% |
0.0143 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
2.9% |
0.0000 |
| Volume |
135,435 |
287,586 |
152,151 |
112.3% |
823,006 |
|
| Daily Pivots for day following 24-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1684 |
1.1619 |
1.1405 |
|
| R3 |
1.1581 |
1.1516 |
1.1376 |
|
| R2 |
1.1478 |
1.1478 |
1.1367 |
|
| R1 |
1.1413 |
1.1413 |
1.1357 |
1.1394 |
| PP |
1.1375 |
1.1375 |
1.1375 |
1.1366 |
| S1 |
1.1310 |
1.1310 |
1.1339 |
1.1291 |
| S2 |
1.1272 |
1.1272 |
1.1329 |
|
| S3 |
1.1169 |
1.1207 |
1.1320 |
|
| S4 |
1.1066 |
1.1104 |
1.1291 |
|
|
| 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 |
1.1465 |
1.1338 |
0.0127 |
1.1% |
0.0059 |
0.5% |
8% |
False |
True |
183,257 |
| 10 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0065 |
0.6% |
4% |
False |
True |
182,735 |
| 20 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0077 |
0.7% |
4% |
False |
True |
179,133 |
| 40 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0079 |
0.7% |
4% |
False |
True |
145,716 |
| 60 |
1.1645 |
1.1338 |
0.0307 |
2.7% |
0.0078 |
0.7% |
3% |
False |
True |
98,549 |
| 80 |
1.1792 |
1.1338 |
0.0454 |
4.0% |
0.0077 |
0.7% |
2% |
False |
True |
74,376 |
| 100 |
1.1989 |
1.1338 |
0.0652 |
5.7% |
0.0076 |
0.7% |
2% |
False |
True |
59,556 |
| 120 |
1.1989 |
1.1338 |
0.0652 |
5.7% |
0.0072 |
0.6% |
2% |
False |
True |
49,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1878 |
|
2.618 |
1.1710 |
|
1.618 |
1.1607 |
|
1.000 |
1.1544 |
|
0.618 |
1.1504 |
|
HIGH |
1.1441 |
|
0.618 |
1.1401 |
|
0.500 |
1.1389 |
|
0.382 |
1.1377 |
|
LOW |
1.1338 |
|
0.618 |
1.1274 |
|
1.000 |
1.1235 |
|
1.618 |
1.1171 |
|
2.618 |
1.1068 |
|
4.250 |
1.0900 |
|
|
| Fisher Pivots for day following 24-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1389 |
1.1392 |
| PP |
1.1375 |
1.1377 |
| S1 |
1.1362 |
1.1363 |
|