CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 18-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2019 |
18-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1544 |
1.1541 |
-0.0003 |
0.0% |
1.1616 |
| High |
1.1545 |
1.1551 |
0.0006 |
0.1% |
1.1639 |
| Low |
1.1519 |
1.1500 |
-0.0019 |
-0.2% |
1.1500 |
| Close |
1.1534 |
1.1514 |
-0.0020 |
-0.2% |
1.1514 |
| Range |
0.0026 |
0.0051 |
0.0025 |
96.2% |
0.0139 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
149 |
147 |
-2 |
-1.3% |
1,956 |
|
| Daily Pivots for day following 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1675 |
1.1645 |
1.1542 |
|
| R3 |
1.1624 |
1.1594 |
1.1528 |
|
| R2 |
1.1573 |
1.1573 |
1.1523 |
|
| R1 |
1.1543 |
1.1543 |
1.1519 |
1.1533 |
| PP |
1.1522 |
1.1522 |
1.1522 |
1.1516 |
| S1 |
1.1492 |
1.1492 |
1.1509 |
1.1482 |
| S2 |
1.1471 |
1.1471 |
1.1505 |
|
| S3 |
1.1420 |
1.1441 |
1.1500 |
|
| S4 |
1.1369 |
1.1390 |
1.1486 |
|
|
| Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1968 |
1.1880 |
1.1590 |
|
| R3 |
1.1829 |
1.1741 |
1.1552 |
|
| R2 |
1.1690 |
1.1690 |
1.1539 |
|
| R1 |
1.1602 |
1.1602 |
1.1527 |
1.1577 |
| PP |
1.1551 |
1.1551 |
1.1551 |
1.1538 |
| S1 |
1.1463 |
1.1463 |
1.1501 |
1.1438 |
| S2 |
1.1412 |
1.1412 |
1.1489 |
|
| S3 |
1.1273 |
1.1324 |
1.1476 |
|
| S4 |
1.1134 |
1.1185 |
1.1438 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1639 |
1.1500 |
0.0139 |
1.2% |
0.0051 |
0.4% |
10% |
False |
True |
391 |
| 10 |
1.1722 |
1.1500 |
0.0222 |
1.9% |
0.0065 |
0.6% |
6% |
False |
True |
458 |
| 20 |
1.1722 |
1.1472 |
0.0251 |
2.2% |
0.0074 |
0.6% |
17% |
False |
False |
335 |
| 40 |
1.1722 |
1.1454 |
0.0268 |
2.3% |
0.0068 |
0.6% |
22% |
False |
False |
307 |
| 60 |
1.1727 |
1.1454 |
0.0273 |
2.4% |
0.0063 |
0.5% |
22% |
False |
False |
289 |
| 80 |
1.2060 |
1.1454 |
0.0606 |
5.3% |
0.0056 |
0.5% |
10% |
False |
False |
253 |
| 100 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0055 |
0.5% |
10% |
False |
False |
210 |
| 120 |
1.2069 |
1.1454 |
0.0615 |
5.3% |
0.0052 |
0.5% |
10% |
False |
False |
179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1768 |
|
2.618 |
1.1685 |
|
1.618 |
1.1634 |
|
1.000 |
1.1602 |
|
0.618 |
1.1583 |
|
HIGH |
1.1551 |
|
0.618 |
1.1532 |
|
0.500 |
1.1526 |
|
0.382 |
1.1519 |
|
LOW |
1.1500 |
|
0.618 |
1.1468 |
|
1.000 |
1.1449 |
|
1.618 |
1.1417 |
|
2.618 |
1.1366 |
|
4.250 |
1.1283 |
|
|
| Fisher Pivots for day following 18-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1526 |
1.1536 |
| PP |
1.1522 |
1.1528 |
| S1 |
1.1518 |
1.1521 |
|