CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 16-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2019 |
16-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1624 |
1.1559 |
-0.0065 |
-0.6% |
1.1569 |
| High |
1.1639 |
1.1571 |
-0.0068 |
-0.6% |
1.1722 |
| Low |
1.1532 |
1.1527 |
-0.0006 |
0.0% |
1.1569 |
| Close |
1.1551 |
1.1547 |
-0.0005 |
0.0% |
1.1618 |
| Range |
0.0107 |
0.0045 |
-0.0063 |
-58.4% |
0.0154 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
822 |
575 |
-247 |
-30.0% |
2,633 |
|
| Daily Pivots for day following 16-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1682 |
1.1659 |
1.1571 |
|
| R3 |
1.1637 |
1.1614 |
1.1559 |
|
| R2 |
1.1593 |
1.1593 |
1.1555 |
|
| R1 |
1.1570 |
1.1570 |
1.1551 |
1.1559 |
| PP |
1.1548 |
1.1548 |
1.1548 |
1.1543 |
| S1 |
1.1525 |
1.1525 |
1.1542 |
1.1514 |
| S2 |
1.1504 |
1.1504 |
1.1538 |
|
| S3 |
1.1459 |
1.1481 |
1.1534 |
|
| S4 |
1.1415 |
1.1436 |
1.1522 |
|
|
| 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 |
1.1527 |
0.0196 |
1.7% |
0.0067 |
0.6% |
10% |
False |
True |
587 |
| 10 |
1.1722 |
1.1472 |
0.0251 |
2.2% |
0.0074 |
0.6% |
30% |
False |
False |
495 |
| 20 |
1.1722 |
1.1472 |
0.0251 |
2.2% |
0.0077 |
0.7% |
30% |
False |
False |
331 |
| 40 |
1.1722 |
1.1454 |
0.0268 |
2.3% |
0.0070 |
0.6% |
35% |
False |
False |
303 |
| 60 |
1.1761 |
1.1454 |
0.0308 |
2.7% |
0.0063 |
0.5% |
30% |
False |
False |
288 |
| 80 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0055 |
0.5% |
15% |
False |
False |
249 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0055 |
0.5% |
15% |
False |
False |
208 |
| 120 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0051 |
0.4% |
15% |
False |
False |
177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1760 |
|
2.618 |
1.1688 |
|
1.618 |
1.1643 |
|
1.000 |
1.1616 |
|
0.618 |
1.1599 |
|
HIGH |
1.1571 |
|
0.618 |
1.1554 |
|
0.500 |
1.1549 |
|
0.382 |
1.1543 |
|
LOW |
1.1527 |
|
0.618 |
1.1499 |
|
1.000 |
1.1482 |
|
1.618 |
1.1454 |
|
2.618 |
1.1410 |
|
4.250 |
1.1337 |
|
|
| Fisher Pivots for day following 16-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1549 |
1.1583 |
| PP |
1.1548 |
1.1571 |
| S1 |
1.1547 |
1.1559 |
|