CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 04-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2019 |
04-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1502 |
1.1548 |
0.0046 |
0.4% |
1.1605 |
| High |
1.1570 |
1.1576 |
0.0006 |
0.1% |
1.1657 |
| Low |
1.1472 |
1.1504 |
0.0033 |
0.3% |
1.1472 |
| Close |
1.1551 |
1.1558 |
0.0007 |
0.1% |
1.1558 |
| Range |
0.0098 |
0.0072 |
-0.0027 |
-27.0% |
0.0185 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
186 |
478 |
292 |
157.0% |
853 |
|
| Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1760 |
1.1730 |
1.1597 |
|
| R3 |
1.1689 |
1.1659 |
1.1577 |
|
| R2 |
1.1617 |
1.1617 |
1.1571 |
|
| R1 |
1.1587 |
1.1587 |
1.1564 |
1.1602 |
| PP |
1.1546 |
1.1546 |
1.1546 |
1.1553 |
| S1 |
1.1516 |
1.1516 |
1.1551 |
1.1531 |
| S2 |
1.1474 |
1.1474 |
1.1544 |
|
| S3 |
1.1403 |
1.1444 |
1.1538 |
|
| S4 |
1.1331 |
1.1373 |
1.1518 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2117 |
1.2022 |
1.1659 |
|
| R3 |
1.1932 |
1.1837 |
1.1608 |
|
| R2 |
1.1747 |
1.1747 |
1.1591 |
|
| R1 |
1.1652 |
1.1652 |
1.1574 |
1.1607 |
| PP |
1.1562 |
1.1562 |
1.1562 |
1.1539 |
| S1 |
1.1467 |
1.1467 |
1.1541 |
1.1422 |
| S2 |
1.1377 |
1.1377 |
1.1524 |
|
| S3 |
1.1192 |
1.1282 |
1.1507 |
|
| S4 |
1.1007 |
1.1097 |
1.1456 |
|
|
| 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% |
0.0082 |
0.7% |
46% |
False |
False |
181 |
| 10 |
1.1665 |
1.1472 |
0.0194 |
1.7% |
0.0083 |
0.7% |
44% |
False |
False |
211 |
| 20 |
1.1665 |
1.1454 |
0.0211 |
1.8% |
0.0075 |
0.6% |
49% |
False |
False |
275 |
| 40 |
1.1727 |
1.1454 |
0.0273 |
2.4% |
0.0067 |
0.6% |
38% |
False |
False |
309 |
| 60 |
1.1851 |
1.1454 |
0.0397 |
3.4% |
0.0056 |
0.5% |
26% |
False |
False |
255 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0053 |
0.5% |
17% |
False |
False |
198 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0053 |
0.5% |
17% |
False |
False |
167 |
| 120 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0050 |
0.4% |
17% |
False |
False |
144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1879 |
|
2.618 |
1.1763 |
|
1.618 |
1.1691 |
|
1.000 |
1.1647 |
|
0.618 |
1.1620 |
|
HIGH |
1.1576 |
|
0.618 |
1.1548 |
|
0.500 |
1.1540 |
|
0.382 |
1.1531 |
|
LOW |
1.1504 |
|
0.618 |
1.1460 |
|
1.000 |
1.1433 |
|
1.618 |
1.1388 |
|
2.618 |
1.1317 |
|
4.250 |
1.1200 |
|
|
| Fisher Pivots for day following 04-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1552 |
1.1564 |
| PP |
1.1546 |
1.1562 |
| S1 |
1.1540 |
1.1560 |
|