CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 02-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2018 |
02-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1605 |
1.1650 |
0.0045 |
0.4% |
1.1553 |
| High |
1.1628 |
1.1657 |
0.0029 |
0.2% |
1.1635 |
| Low |
1.1590 |
1.1488 |
-0.0102 |
-0.9% |
1.1518 |
| Close |
1.1614 |
1.1505 |
-0.0109 |
-0.9% |
1.1607 |
| Range |
0.0038 |
0.0169 |
0.0131 |
343.4% |
0.0117 |
| ATR |
0.0069 |
0.0076 |
0.0007 |
10.4% |
0.0000 |
| Volume |
58 |
131 |
73 |
125.9% |
419 |
|
| Daily Pivots for day following 02-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2055 |
1.1948 |
1.1597 |
|
| R3 |
1.1887 |
1.1780 |
1.1551 |
|
| R2 |
1.1718 |
1.1718 |
1.1535 |
|
| R1 |
1.1611 |
1.1611 |
1.1520 |
1.1581 |
| PP |
1.1550 |
1.1550 |
1.1550 |
1.1534 |
| S1 |
1.1443 |
1.1443 |
1.1489 |
1.1412 |
| S2 |
1.1381 |
1.1381 |
1.1474 |
|
| S3 |
1.1213 |
1.1274 |
1.1458 |
|
| S4 |
1.1044 |
1.1106 |
1.1412 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1938 |
1.1889 |
1.1671 |
|
| R3 |
1.1821 |
1.1772 |
1.1639 |
|
| R2 |
1.1704 |
1.1704 |
1.1628 |
|
| R1 |
1.1655 |
1.1655 |
1.1618 |
1.1680 |
| PP |
1.1587 |
1.1587 |
1.1587 |
1.1599 |
| S1 |
1.1538 |
1.1538 |
1.1596 |
1.1563 |
| S2 |
1.1470 |
1.1470 |
1.1586 |
|
| S3 |
1.1353 |
1.1421 |
1.1575 |
|
| S4 |
1.1236 |
1.1304 |
1.1543 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1657 |
1.1488 |
0.0169 |
1.5% |
0.0078 |
0.7% |
10% |
True |
True |
106 |
| 10 |
1.1665 |
1.1488 |
0.0177 |
1.5% |
0.0079 |
0.7% |
9% |
False |
True |
167 |
| 20 |
1.1665 |
1.1454 |
0.0211 |
1.8% |
0.0073 |
0.6% |
24% |
False |
False |
267 |
| 40 |
1.1727 |
1.1454 |
0.0273 |
2.4% |
0.0065 |
0.6% |
19% |
False |
False |
295 |
| 60 |
1.1851 |
1.1454 |
0.0397 |
3.5% |
0.0054 |
0.5% |
13% |
False |
False |
244 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0053 |
0.5% |
8% |
False |
False |
191 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0053 |
0.5% |
8% |
False |
False |
161 |
| 120 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0049 |
0.4% |
8% |
False |
False |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2373 |
|
2.618 |
1.2098 |
|
1.618 |
1.1929 |
|
1.000 |
1.1825 |
|
0.618 |
1.1761 |
|
HIGH |
1.1657 |
|
0.618 |
1.1592 |
|
0.500 |
1.1572 |
|
0.382 |
1.1552 |
|
LOW |
1.1488 |
|
0.618 |
1.1384 |
|
1.000 |
1.1320 |
|
1.618 |
1.1215 |
|
2.618 |
1.1047 |
|
4.250 |
1.0772 |
|
|
| Fisher Pivots for day following 02-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1572 |
1.1572 |
| PP |
1.1550 |
1.1550 |
| S1 |
1.1527 |
1.1527 |
|