CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 11-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2019 |
11-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1706 |
1.1655 |
-0.0052 |
-0.4% |
1.1569 |
| High |
1.1722 |
1.1684 |
-0.0039 |
-0.3% |
1.1722 |
| Low |
1.1641 |
1.1612 |
-0.0029 |
-0.2% |
1.1569 |
| Close |
1.1654 |
1.1618 |
-0.0036 |
-0.3% |
1.1618 |
| Range |
0.0082 |
0.0072 |
-0.0010 |
-11.7% |
0.0154 |
| ATR |
0.0079 |
0.0078 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
560 |
719 |
159 |
28.4% |
2,633 |
|
| Daily Pivots for day following 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1854 |
1.1808 |
1.1658 |
|
| R3 |
1.1782 |
1.1736 |
1.1638 |
|
| R2 |
1.1710 |
1.1710 |
1.1631 |
|
| R1 |
1.1664 |
1.1664 |
1.1625 |
1.1651 |
| PP |
1.1638 |
1.1638 |
1.1638 |
1.1631 |
| S1 |
1.1592 |
1.1592 |
1.1611 |
1.1579 |
| S2 |
1.1566 |
1.1566 |
1.1605 |
|
| S3 |
1.1494 |
1.1520 |
1.1598 |
|
| S4 |
1.1422 |
1.1448 |
1.1578 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2097 |
1.2011 |
1.1702 |
|
| R3 |
1.1943 |
1.1857 |
1.1660 |
|
| R2 |
1.1790 |
1.1790 |
1.1646 |
|
| R1 |
1.1704 |
1.1704 |
1.1632 |
1.1747 |
| PP |
1.1636 |
1.1636 |
1.1636 |
1.1658 |
| S1 |
1.1550 |
1.1550 |
1.1604 |
1.1593 |
| S2 |
1.1483 |
1.1483 |
1.1590 |
|
| S3 |
1.1329 |
1.1397 |
1.1576 |
|
| S4 |
1.1176 |
1.1243 |
1.1534 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1722 |
1.1569 |
0.0154 |
1.3% |
0.0079 |
0.7% |
32% |
False |
False |
526 |
| 10 |
1.1722 |
1.1472 |
0.0251 |
2.2% |
0.0080 |
0.7% |
58% |
False |
False |
353 |
| 20 |
1.1722 |
1.1454 |
0.0268 |
2.3% |
0.0078 |
0.7% |
61% |
False |
False |
290 |
| 40 |
1.1722 |
1.1454 |
0.0268 |
2.3% |
0.0070 |
0.6% |
61% |
False |
False |
368 |
| 60 |
1.1782 |
1.1454 |
0.0329 |
2.8% |
0.0062 |
0.5% |
50% |
False |
False |
262 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0054 |
0.5% |
27% |
False |
False |
229 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0055 |
0.5% |
27% |
False |
False |
193 |
| 120 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0051 |
0.4% |
27% |
False |
False |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1990 |
|
2.618 |
1.1872 |
|
1.618 |
1.1800 |
|
1.000 |
1.1756 |
|
0.618 |
1.1728 |
|
HIGH |
1.1684 |
|
0.618 |
1.1656 |
|
0.500 |
1.1648 |
|
0.382 |
1.1639 |
|
LOW |
1.1612 |
|
0.618 |
1.1567 |
|
1.000 |
1.1540 |
|
1.618 |
1.1495 |
|
2.618 |
1.1423 |
|
4.250 |
1.1306 |
|
|
| Fisher Pivots for day following 11-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1648 |
1.1663 |
| PP |
1.1638 |
1.1648 |
| S1 |
1.1628 |
1.1633 |
|