CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 09-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2019 |
09-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1636 |
1.1616 |
-0.0020 |
-0.2% |
1.1605 |
| High |
1.1641 |
1.1709 |
0.0068 |
0.6% |
1.1657 |
| Low |
1.1580 |
1.1603 |
0.0023 |
0.2% |
1.1472 |
| Close |
1.1599 |
1.1701 |
0.0102 |
0.9% |
1.1558 |
| Range |
0.0061 |
0.0106 |
0.0045 |
73.8% |
0.0185 |
| ATR |
0.0076 |
0.0079 |
0.0002 |
3.2% |
0.0000 |
| Volume |
394 |
651 |
257 |
65.2% |
853 |
|
| Daily Pivots for day following 09-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1989 |
1.1951 |
1.1759 |
|
| R3 |
1.1883 |
1.1845 |
1.1730 |
|
| R2 |
1.1777 |
1.1777 |
1.1720 |
|
| R1 |
1.1739 |
1.1739 |
1.1710 |
1.1758 |
| PP |
1.1671 |
1.1671 |
1.1671 |
1.1680 |
| S1 |
1.1633 |
1.1633 |
1.1691 |
1.1652 |
| S2 |
1.1565 |
1.1565 |
1.1681 |
|
| S3 |
1.1459 |
1.1527 |
1.1671 |
|
| S4 |
1.1353 |
1.1421 |
1.1642 |
|
|
| 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 |
1.1709 |
1.1472 |
0.0238 |
2.0% |
0.0082 |
0.7% |
96% |
True |
False |
403 |
| 10 |
1.1709 |
1.1472 |
0.0238 |
2.0% |
0.0080 |
0.7% |
96% |
True |
False |
255 |
| 20 |
1.1709 |
1.1454 |
0.0255 |
2.2% |
0.0077 |
0.7% |
97% |
True |
False |
261 |
| 40 |
1.1709 |
1.1454 |
0.0256 |
2.2% |
0.0070 |
0.6% |
97% |
True |
False |
339 |
| 60 |
1.1846 |
1.1454 |
0.0392 |
3.4% |
0.0059 |
0.5% |
63% |
False |
False |
274 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0054 |
0.5% |
40% |
False |
False |
214 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0054 |
0.5% |
40% |
False |
False |
180 |
| 120 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0050 |
0.4% |
40% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2160 |
|
2.618 |
1.1987 |
|
1.618 |
1.1881 |
|
1.000 |
1.1815 |
|
0.618 |
1.1775 |
|
HIGH |
1.1709 |
|
0.618 |
1.1669 |
|
0.500 |
1.1656 |
|
0.382 |
1.1643 |
|
LOW |
1.1603 |
|
0.618 |
1.1537 |
|
1.000 |
1.1497 |
|
1.618 |
1.1431 |
|
2.618 |
1.1325 |
|
4.250 |
1.1153 |
|
|
| Fisher Pivots for day following 09-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1686 |
1.1680 |
| PP |
1.1671 |
1.1659 |
| S1 |
1.1656 |
1.1639 |
|