CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 28-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2019 |
28-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1352 |
1.1455 |
0.0103 |
0.9% |
1.1419 |
| High |
1.1466 |
1.1492 |
0.0026 |
0.2% |
1.1466 |
| Low |
1.1347 |
1.1438 |
0.0091 |
0.8% |
1.1338 |
| Close |
1.1463 |
1.1476 |
0.0014 |
0.1% |
1.1463 |
| Range |
0.0119 |
0.0054 |
-0.0065 |
-54.6% |
0.0129 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
235,735 |
141,624 |
-94,111 |
-39.9% |
844,244 |
|
| Daily Pivots for day following 28-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1630 |
1.1607 |
1.1506 |
|
| R3 |
1.1576 |
1.1553 |
1.1491 |
|
| R2 |
1.1522 |
1.1522 |
1.1486 |
|
| R1 |
1.1499 |
1.1499 |
1.1481 |
1.1511 |
| PP |
1.1468 |
1.1468 |
1.1468 |
1.1474 |
| S1 |
1.1445 |
1.1445 |
1.1471 |
1.1457 |
| S2 |
1.1414 |
1.1414 |
1.1466 |
|
| S3 |
1.1360 |
1.1391 |
1.1461 |
|
| S4 |
1.1306 |
1.1337 |
1.1446 |
|
|
| Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1808 |
1.1764 |
1.1533 |
|
| R3 |
1.1679 |
1.1635 |
1.1498 |
|
| R2 |
1.1551 |
1.1551 |
1.1486 |
|
| R1 |
1.1507 |
1.1507 |
1.1474 |
1.1529 |
| PP |
1.1422 |
1.1422 |
1.1422 |
1.1433 |
| S1 |
1.1378 |
1.1378 |
1.1451 |
1.1400 |
| S2 |
1.1294 |
1.1294 |
1.1439 |
|
| S3 |
1.1165 |
1.1250 |
1.1427 |
|
| S4 |
1.1037 |
1.1121 |
1.1392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1492 |
1.1338 |
0.0154 |
1.3% |
0.0075 |
0.7% |
90% |
True |
False |
197,173 |
| 10 |
1.1550 |
1.1338 |
0.0213 |
1.9% |
0.0066 |
0.6% |
65% |
False |
False |
180,887 |
| 20 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0076 |
0.7% |
47% |
False |
False |
185,136 |
| 40 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0078 |
0.7% |
47% |
False |
False |
154,369 |
| 60 |
1.1645 |
1.1338 |
0.0307 |
2.7% |
0.0079 |
0.7% |
45% |
False |
False |
104,786 |
| 80 |
1.1777 |
1.1338 |
0.0440 |
3.8% |
0.0077 |
0.7% |
32% |
False |
False |
79,074 |
| 100 |
1.1989 |
1.1338 |
0.0652 |
5.7% |
0.0076 |
0.7% |
21% |
False |
False |
63,328 |
| 120 |
1.1989 |
1.1338 |
0.0652 |
5.7% |
0.0074 |
0.6% |
21% |
False |
False |
52,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1721 |
|
2.618 |
1.1633 |
|
1.618 |
1.1579 |
|
1.000 |
1.1546 |
|
0.618 |
1.1525 |
|
HIGH |
1.1492 |
|
0.618 |
1.1471 |
|
0.500 |
1.1465 |
|
0.382 |
1.1458 |
|
LOW |
1.1438 |
|
0.618 |
1.1404 |
|
1.000 |
1.1384 |
|
1.618 |
1.1350 |
|
2.618 |
1.1296 |
|
4.250 |
1.1208 |
|
|
| Fisher Pivots for day following 28-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1472 |
1.1456 |
| PP |
1.1468 |
1.1435 |
| S1 |
1.1465 |
1.1415 |
|