CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 04-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2019 |
04-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1489 |
1.1496 |
0.0007 |
0.1% |
1.1455 |
| High |
1.1531 |
1.1501 |
-0.0030 |
-0.3% |
1.1557 |
| Low |
1.1476 |
1.1465 |
-0.0011 |
-0.1% |
1.1438 |
| Close |
1.1502 |
1.1472 |
-0.0030 |
-0.3% |
1.1502 |
| Range |
0.0055 |
0.0036 |
-0.0019 |
-33.9% |
0.0119 |
| ATR |
0.0074 |
0.0071 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
173,274 |
110,867 |
-62,407 |
-36.0% |
919,757 |
|
| Daily Pivots for day following 04-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1587 |
1.1566 |
1.1492 |
|
| R3 |
1.1551 |
1.1530 |
1.1482 |
|
| R2 |
1.1515 |
1.1515 |
1.1479 |
|
| R1 |
1.1494 |
1.1494 |
1.1475 |
1.1487 |
| PP |
1.1479 |
1.1479 |
1.1479 |
1.1476 |
| S1 |
1.1458 |
1.1458 |
1.1469 |
1.1451 |
| S2 |
1.1443 |
1.1443 |
1.1465 |
|
| S3 |
1.1407 |
1.1422 |
1.1462 |
|
| S4 |
1.1371 |
1.1386 |
1.1452 |
|
|
| 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 |
1.1451 |
0.0106 |
0.9% |
0.0061 |
0.5% |
20% |
False |
False |
177,800 |
| 10 |
1.1557 |
1.1338 |
0.0219 |
1.9% |
0.0068 |
0.6% |
61% |
False |
False |
187,486 |
| 20 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0070 |
0.6% |
46% |
False |
False |
185,622 |
| 40 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0077 |
0.7% |
46% |
False |
False |
174,537 |
| 60 |
1.1645 |
1.1338 |
0.0307 |
2.7% |
0.0078 |
0.7% |
44% |
False |
False |
119,410 |
| 80 |
1.1777 |
1.1338 |
0.0440 |
3.8% |
0.0076 |
0.7% |
31% |
False |
False |
90,102 |
| 100 |
1.1989 |
1.1338 |
0.0652 |
5.7% |
0.0076 |
0.7% |
21% |
False |
False |
72,211 |
| 120 |
1.1989 |
1.1338 |
0.0652 |
5.7% |
0.0074 |
0.6% |
21% |
False |
False |
60,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1654 |
|
2.618 |
1.1595 |
|
1.618 |
1.1559 |
|
1.000 |
1.1537 |
|
0.618 |
1.1523 |
|
HIGH |
1.1501 |
|
0.618 |
1.1487 |
|
0.500 |
1.1483 |
|
0.382 |
1.1479 |
|
LOW |
1.1465 |
|
0.618 |
1.1443 |
|
1.000 |
1.1429 |
|
1.618 |
1.1407 |
|
2.618 |
1.1371 |
|
4.250 |
1.1312 |
|
|
| Fisher Pivots for day following 04-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1483 |
1.1511 |
| PP |
1.1479 |
1.1498 |
| S1 |
1.1476 |
1.1485 |
|