CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 08-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2019 |
08-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1569 |
1.1636 |
0.0067 |
0.6% |
1.1605 |
| High |
1.1641 |
1.1641 |
0.0000 |
0.0% |
1.1657 |
| Low |
1.1569 |
1.1580 |
0.0012 |
0.1% |
1.1472 |
| Close |
1.1638 |
1.1599 |
-0.0039 |
-0.3% |
1.1558 |
| Range |
0.0073 |
0.0061 |
-0.0012 |
-15.9% |
0.0185 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
309 |
394 |
85 |
27.5% |
853 |
|
| Daily Pivots for day following 08-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1790 |
1.1755 |
1.1632 |
|
| R3 |
1.1729 |
1.1694 |
1.1615 |
|
| R2 |
1.1668 |
1.1668 |
1.1610 |
|
| R1 |
1.1633 |
1.1633 |
1.1604 |
1.1620 |
| PP |
1.1607 |
1.1607 |
1.1607 |
1.1600 |
| S1 |
1.1572 |
1.1572 |
1.1593 |
1.1559 |
| S2 |
1.1546 |
1.1546 |
1.1587 |
|
| S3 |
1.1485 |
1.1511 |
1.1582 |
|
| S4 |
1.1424 |
1.1450 |
1.1565 |
|
|
| 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% |
0.0094 |
0.8% |
69% |
False |
False |
299 |
| 10 |
1.1657 |
1.1472 |
0.0185 |
1.6% |
0.0075 |
0.6% |
69% |
False |
False |
197 |
| 20 |
1.1665 |
1.1454 |
0.0211 |
1.8% |
0.0076 |
0.7% |
68% |
False |
False |
280 |
| 40 |
1.1674 |
1.1454 |
0.0221 |
1.9% |
0.0068 |
0.6% |
66% |
False |
False |
324 |
| 60 |
1.1846 |
1.1454 |
0.0392 |
3.4% |
0.0057 |
0.5% |
37% |
False |
False |
264 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0053 |
0.5% |
24% |
False |
False |
206 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0053 |
0.5% |
24% |
False |
False |
174 |
| 120 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0050 |
0.4% |
24% |
False |
False |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1900 |
|
2.618 |
1.1801 |
|
1.618 |
1.1740 |
|
1.000 |
1.1702 |
|
0.618 |
1.1679 |
|
HIGH |
1.1641 |
|
0.618 |
1.1618 |
|
0.500 |
1.1611 |
|
0.382 |
1.1603 |
|
LOW |
1.1580 |
|
0.618 |
1.1542 |
|
1.000 |
1.1519 |
|
1.618 |
1.1481 |
|
2.618 |
1.1420 |
|
4.250 |
1.1321 |
|
|
| Fisher Pivots for day following 08-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1611 |
1.1590 |
| PP |
1.1607 |
1.1581 |
| S1 |
1.1603 |
1.1573 |
|