CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 30-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2019 |
30-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1474 |
1.1480 |
0.0007 |
0.1% |
1.1419 |
| High |
1.1497 |
1.1548 |
0.0051 |
0.4% |
1.1466 |
| Low |
1.1458 |
1.1451 |
-0.0007 |
-0.1% |
1.1338 |
| Close |
1.1475 |
1.1538 |
0.0063 |
0.5% |
1.1463 |
| Range |
0.0039 |
0.0097 |
0.0058 |
147.4% |
0.0129 |
| ATR |
0.0074 |
0.0075 |
0.0002 |
2.2% |
0.0000 |
| Volume |
151,084 |
220,748 |
69,664 |
46.1% |
844,244 |
|
| Daily Pivots for day following 30-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1802 |
1.1766 |
1.1591 |
|
| R3 |
1.1705 |
1.1670 |
1.1564 |
|
| R2 |
1.1609 |
1.1609 |
1.1555 |
|
| R1 |
1.1573 |
1.1573 |
1.1546 |
1.1591 |
| PP |
1.1512 |
1.1512 |
1.1512 |
1.1521 |
| S1 |
1.1477 |
1.1477 |
1.1529 |
1.1494 |
| S2 |
1.1416 |
1.1416 |
1.1520 |
|
| S3 |
1.1319 |
1.1380 |
1.1511 |
|
| S4 |
1.1223 |
1.1284 |
1.1484 |
|
|
| 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 |
1.1548 |
1.1338 |
0.0210 |
1.8% |
0.0082 |
0.7% |
95% |
True |
False |
207,355 |
| 10 |
1.1548 |
1.1338 |
0.0210 |
1.8% |
0.0065 |
0.6% |
95% |
True |
False |
181,552 |
| 20 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0079 |
0.7% |
68% |
False |
False |
191,929 |
| 40 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0078 |
0.7% |
68% |
False |
False |
163,078 |
| 60 |
1.1645 |
1.1338 |
0.0307 |
2.7% |
0.0079 |
0.7% |
65% |
False |
False |
110,928 |
| 80 |
1.1777 |
1.1338 |
0.0440 |
3.8% |
0.0076 |
0.7% |
46% |
False |
False |
83,673 |
| 100 |
1.1989 |
1.1338 |
0.0652 |
5.6% |
0.0076 |
0.7% |
31% |
False |
False |
67,044 |
| 120 |
1.1989 |
1.1338 |
0.0652 |
5.6% |
0.0074 |
0.6% |
31% |
False |
False |
55,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1958 |
|
2.618 |
1.1800 |
|
1.618 |
1.1704 |
|
1.000 |
1.1644 |
|
0.618 |
1.1607 |
|
HIGH |
1.1548 |
|
0.618 |
1.1511 |
|
0.500 |
1.1499 |
|
0.382 |
1.1488 |
|
LOW |
1.1451 |
|
0.618 |
1.1391 |
|
1.000 |
1.1355 |
|
1.618 |
1.1295 |
|
2.618 |
1.1198 |
|
4.250 |
1.1041 |
|
|
| Fisher Pivots for day following 30-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1525 |
1.1523 |
| PP |
1.1512 |
1.1508 |
| S1 |
1.1499 |
1.1493 |
|