CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 10-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2019 |
10-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1616 |
1.1706 |
0.0090 |
0.8% |
1.1605 |
| High |
1.1709 |
1.1722 |
0.0013 |
0.1% |
1.1657 |
| Low |
1.1603 |
1.1641 |
0.0038 |
0.3% |
1.1472 |
| Close |
1.1701 |
1.1654 |
-0.0047 |
-0.4% |
1.1558 |
| Range |
0.0106 |
0.0082 |
-0.0025 |
-23.1% |
0.0185 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
0.2% |
0.0000 |
| Volume |
651 |
560 |
-91 |
-14.0% |
853 |
|
| Daily Pivots for day following 10-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1917 |
1.1867 |
1.1698 |
|
| R3 |
1.1835 |
1.1785 |
1.1676 |
|
| R2 |
1.1754 |
1.1754 |
1.1668 |
|
| R1 |
1.1704 |
1.1704 |
1.1661 |
1.1688 |
| PP |
1.1672 |
1.1672 |
1.1672 |
1.1664 |
| S1 |
1.1622 |
1.1622 |
1.1646 |
1.1606 |
| S2 |
1.1591 |
1.1591 |
1.1639 |
|
| S3 |
1.1509 |
1.1541 |
1.1631 |
|
| S4 |
1.1428 |
1.1459 |
1.1609 |
|
|
| 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 |
1.1722 |
1.1504 |
0.0218 |
1.9% |
0.0079 |
0.7% |
69% |
True |
False |
478 |
| 10 |
1.1722 |
1.1472 |
0.0251 |
2.1% |
0.0081 |
0.7% |
73% |
True |
False |
299 |
| 20 |
1.1722 |
1.1454 |
0.0268 |
2.3% |
0.0077 |
0.7% |
74% |
True |
False |
266 |
| 40 |
1.1722 |
1.1454 |
0.0269 |
2.3% |
0.0070 |
0.6% |
74% |
True |
False |
351 |
| 60 |
1.1834 |
1.1454 |
0.0380 |
3.3% |
0.0060 |
0.5% |
53% |
False |
False |
250 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0054 |
0.5% |
33% |
False |
False |
221 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0055 |
0.5% |
33% |
False |
False |
186 |
| 120 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0050 |
0.4% |
33% |
False |
False |
159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2068 |
|
2.618 |
1.1935 |
|
1.618 |
1.1854 |
|
1.000 |
1.1804 |
|
0.618 |
1.1772 |
|
HIGH |
1.1722 |
|
0.618 |
1.1691 |
|
0.500 |
1.1681 |
|
0.382 |
1.1672 |
|
LOW |
1.1641 |
|
0.618 |
1.1590 |
|
1.000 |
1.1559 |
|
1.618 |
1.1509 |
|
2.618 |
1.1427 |
|
4.250 |
1.1294 |
|
|
| Fisher Pivots for day following 10-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1681 |
1.1653 |
| PP |
1.1672 |
1.1652 |
| S1 |
1.1663 |
1.1651 |
|