CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 07-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2019 |
07-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1548 |
1.1569 |
0.0021 |
0.2% |
1.1605 |
| High |
1.1576 |
1.1641 |
0.0066 |
0.6% |
1.1657 |
| Low |
1.1504 |
1.1569 |
0.0065 |
0.6% |
1.1472 |
| Close |
1.1558 |
1.1638 |
0.0080 |
0.7% |
1.1558 |
| Range |
0.0072 |
0.0073 |
0.0001 |
1.4% |
0.0185 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.6% |
0.0000 |
| Volume |
478 |
309 |
-169 |
-35.4% |
853 |
|
| Daily Pivots for day following 07-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1833 |
1.1808 |
1.1677 |
|
| R3 |
1.1761 |
1.1735 |
1.1657 |
|
| R2 |
1.1688 |
1.1688 |
1.1651 |
|
| R1 |
1.1663 |
1.1663 |
1.1644 |
1.1676 |
| PP |
1.1616 |
1.1616 |
1.1616 |
1.1622 |
| S1 |
1.1590 |
1.1590 |
1.1631 |
1.1603 |
| S2 |
1.1543 |
1.1543 |
1.1624 |
|
| S3 |
1.1471 |
1.1518 |
1.1618 |
|
| S4 |
1.1398 |
1.1445 |
1.1598 |
|
|
| 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% |
0.0090 |
0.8% |
90% |
False |
False |
232 |
| 10 |
1.1657 |
1.1472 |
0.0185 |
1.6% |
0.0080 |
0.7% |
90% |
False |
False |
187 |
| 20 |
1.1665 |
1.1454 |
0.0211 |
1.8% |
0.0076 |
0.6% |
87% |
False |
False |
272 |
| 40 |
1.1674 |
1.1454 |
0.0221 |
1.9% |
0.0068 |
0.6% |
83% |
False |
False |
316 |
| 60 |
1.1851 |
1.1454 |
0.0397 |
3.4% |
0.0057 |
0.5% |
46% |
False |
False |
259 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0054 |
0.5% |
30% |
False |
False |
201 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0053 |
0.5% |
30% |
False |
False |
170 |
| 120 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0050 |
0.4% |
30% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1949 |
|
2.618 |
1.1831 |
|
1.618 |
1.1758 |
|
1.000 |
1.1714 |
|
0.618 |
1.1686 |
|
HIGH |
1.1641 |
|
0.618 |
1.1613 |
|
0.500 |
1.1605 |
|
0.382 |
1.1596 |
|
LOW |
1.1569 |
|
0.618 |
1.1524 |
|
1.000 |
1.1496 |
|
1.618 |
1.1451 |
|
2.618 |
1.1379 |
|
4.250 |
1.1260 |
|
|
| Fisher Pivots for day following 07-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1627 |
1.1610 |
| PP |
1.1616 |
1.1583 |
| S1 |
1.1605 |
1.1556 |
|