CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 05-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2019 |
05-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1496 |
1.1475 |
-0.0021 |
-0.2% |
1.1455 |
| High |
1.1501 |
1.1480 |
-0.0021 |
-0.2% |
1.1557 |
| Low |
1.1465 |
1.1440 |
-0.0025 |
-0.2% |
1.1438 |
| Close |
1.1472 |
1.1449 |
-0.0024 |
-0.2% |
1.1502 |
| Range |
0.0036 |
0.0040 |
0.0004 |
11.1% |
0.0119 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
110,867 |
142,948 |
32,081 |
28.9% |
919,757 |
|
| Daily Pivots for day following 05-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1576 |
1.1552 |
1.1471 |
|
| R3 |
1.1536 |
1.1512 |
1.1460 |
|
| R2 |
1.1496 |
1.1496 |
1.1456 |
|
| R1 |
1.1472 |
1.1472 |
1.1452 |
1.1464 |
| PP |
1.1456 |
1.1456 |
1.1456 |
1.1452 |
| S1 |
1.1432 |
1.1432 |
1.1445 |
1.1424 |
| S2 |
1.1416 |
1.1416 |
1.1441 |
|
| S3 |
1.1376 |
1.1392 |
1.1438 |
|
| S4 |
1.1336 |
1.1352 |
1.1427 |
|
|
| 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 |
1.1440 |
0.0117 |
1.0% |
0.0061 |
0.5% |
7% |
False |
True |
176,172 |
| 10 |
1.1557 |
1.1338 |
0.0219 |
1.9% |
0.0067 |
0.6% |
51% |
False |
False |
183,232 |
| 20 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0068 |
0.6% |
38% |
False |
False |
183,429 |
| 40 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0076 |
0.7% |
38% |
False |
False |
177,453 |
| 60 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0077 |
0.7% |
38% |
False |
False |
121,765 |
| 80 |
1.1777 |
1.1338 |
0.0440 |
3.8% |
0.0076 |
0.7% |
25% |
False |
False |
91,879 |
| 100 |
1.1989 |
1.1338 |
0.0652 |
5.7% |
0.0075 |
0.7% |
17% |
False |
False |
73,639 |
| 120 |
1.1989 |
1.1338 |
0.0652 |
5.7% |
0.0074 |
0.6% |
17% |
False |
False |
61,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1650 |
|
2.618 |
1.1585 |
|
1.618 |
1.1545 |
|
1.000 |
1.1520 |
|
0.618 |
1.1505 |
|
HIGH |
1.1480 |
|
0.618 |
1.1465 |
|
0.500 |
1.1460 |
|
0.382 |
1.1455 |
|
LOW |
1.1440 |
|
0.618 |
1.1415 |
|
1.000 |
1.1400 |
|
1.618 |
1.1375 |
|
2.618 |
1.1335 |
|
4.250 |
1.1270 |
|
|
| Fisher Pivots for day following 05-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1460 |
1.1485 |
| PP |
1.1456 |
1.1473 |
| S1 |
1.1452 |
1.1461 |
|