CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 01-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2019 |
01-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1525 |
1.1489 |
-0.0036 |
-0.3% |
1.1455 |
| High |
1.1557 |
1.1531 |
-0.0026 |
-0.2% |
1.1557 |
| Low |
1.1478 |
1.1476 |
-0.0002 |
0.0% |
1.1438 |
| Close |
1.1487 |
1.1502 |
0.0015 |
0.1% |
1.1502 |
| Range |
0.0079 |
0.0055 |
-0.0025 |
-31.0% |
0.0119 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
233,027 |
173,274 |
-59,753 |
-25.6% |
919,757 |
|
| Daily Pivots for day following 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1666 |
1.1638 |
1.1531 |
|
| R3 |
1.1612 |
1.1584 |
1.1516 |
|
| R2 |
1.1557 |
1.1557 |
1.1511 |
|
| R1 |
1.1529 |
1.1529 |
1.1506 |
1.1543 |
| PP |
1.1503 |
1.1503 |
1.1503 |
1.1510 |
| S1 |
1.1475 |
1.1475 |
1.1497 |
1.1489 |
| S2 |
1.1448 |
1.1448 |
1.1492 |
|
| S3 |
1.1394 |
1.1420 |
1.1487 |
|
| S4 |
1.1339 |
1.1366 |
1.1472 |
|
|
| Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1856 |
1.1798 |
1.1567 |
|
| R3 |
1.1737 |
1.1679 |
1.1534 |
|
| R2 |
1.1618 |
1.1618 |
1.1523 |
|
| R1 |
1.1560 |
1.1560 |
1.1512 |
1.1589 |
| PP |
1.1499 |
1.1499 |
1.1499 |
1.1513 |
| S1 |
1.1441 |
1.1441 |
1.1491 |
1.1470 |
| S2 |
1.1380 |
1.1380 |
1.1480 |
|
| S3 |
1.1261 |
1.1322 |
1.1469 |
|
| S4 |
1.1142 |
1.1203 |
1.1436 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1557 |
1.1438 |
0.0119 |
1.0% |
0.0065 |
0.6% |
54% |
False |
False |
183,951 |
| 10 |
1.1557 |
1.1338 |
0.0219 |
1.9% |
0.0070 |
0.6% |
75% |
False |
False |
191,481 |
| 20 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0072 |
0.6% |
56% |
False |
False |
190,678 |
| 40 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0077 |
0.7% |
56% |
False |
False |
172,291 |
| 60 |
1.1645 |
1.1338 |
0.0307 |
2.7% |
0.0079 |
0.7% |
53% |
False |
False |
117,614 |
| 80 |
1.1777 |
1.1338 |
0.0440 |
3.8% |
0.0077 |
0.7% |
37% |
False |
False |
88,744 |
| 100 |
1.1989 |
1.1338 |
0.0652 |
5.7% |
0.0076 |
0.7% |
25% |
False |
False |
71,104 |
| 120 |
1.1989 |
1.1338 |
0.0652 |
5.7% |
0.0074 |
0.6% |
25% |
False |
False |
59,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1762 |
|
2.618 |
1.1673 |
|
1.618 |
1.1619 |
|
1.000 |
1.1585 |
|
0.618 |
1.1564 |
|
HIGH |
1.1531 |
|
0.618 |
1.1510 |
|
0.500 |
1.1503 |
|
0.382 |
1.1497 |
|
LOW |
1.1476 |
|
0.618 |
1.1442 |
|
1.000 |
1.1422 |
|
1.618 |
1.1388 |
|
2.618 |
1.1333 |
|
4.250 |
1.1244 |
|
|
| Fisher Pivots for day following 01-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1503 |
1.1504 |
| PP |
1.1503 |
1.1503 |
| S1 |
1.1502 |
1.1502 |
|