CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 03-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2019 |
03-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1650 |
1.1502 |
-0.0148 |
-1.3% |
1.1553 |
| High |
1.1657 |
1.1570 |
-0.0087 |
-0.7% |
1.1635 |
| Low |
1.1488 |
1.1472 |
-0.0017 |
-0.1% |
1.1518 |
| Close |
1.1505 |
1.1551 |
0.0046 |
0.4% |
1.1607 |
| Range |
0.0169 |
0.0098 |
-0.0071 |
-41.8% |
0.0117 |
| ATR |
0.0076 |
0.0077 |
0.0002 |
2.1% |
0.0000 |
| Volume |
131 |
186 |
55 |
42.0% |
419 |
|
| Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1825 |
1.1786 |
1.1604 |
|
| R3 |
1.1727 |
1.1688 |
1.1577 |
|
| R2 |
1.1629 |
1.1629 |
1.1568 |
|
| R1 |
1.1590 |
1.1590 |
1.1559 |
1.1609 |
| PP |
1.1531 |
1.1531 |
1.1531 |
1.1540 |
| S1 |
1.1492 |
1.1492 |
1.1542 |
1.1511 |
| S2 |
1.1433 |
1.1433 |
1.1533 |
|
| S3 |
1.1335 |
1.1394 |
1.1524 |
|
| S4 |
1.1237 |
1.1296 |
1.1497 |
|
|
| 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 |
1.1472 |
0.0185 |
1.6% |
0.0084 |
0.7% |
43% |
False |
True |
119 |
| 10 |
1.1665 |
1.1472 |
0.0194 |
1.7% |
0.0083 |
0.7% |
41% |
False |
True |
174 |
| 20 |
1.1665 |
1.1454 |
0.0211 |
1.8% |
0.0073 |
0.6% |
46% |
False |
False |
265 |
| 40 |
1.1727 |
1.1454 |
0.0273 |
2.4% |
0.0066 |
0.6% |
36% |
False |
False |
299 |
| 60 |
1.1851 |
1.1454 |
0.0397 |
3.4% |
0.0056 |
0.5% |
24% |
False |
False |
247 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0053 |
0.5% |
16% |
False |
False |
193 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0053 |
0.5% |
16% |
False |
False |
163 |
| 120 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0050 |
0.4% |
16% |
False |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1986 |
|
2.618 |
1.1826 |
|
1.618 |
1.1728 |
|
1.000 |
1.1668 |
|
0.618 |
1.1630 |
|
HIGH |
1.1570 |
|
0.618 |
1.1532 |
|
0.500 |
1.1521 |
|
0.382 |
1.1509 |
|
LOW |
1.1472 |
|
0.618 |
1.1411 |
|
1.000 |
1.1374 |
|
1.618 |
1.1313 |
|
2.618 |
1.1215 |
|
4.250 |
1.1055 |
|
|
| Fisher Pivots for day following 03-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1541 |
1.1564 |
| PP |
1.1531 |
1.1560 |
| S1 |
1.1521 |
1.1555 |
|