CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 25-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2019 |
25-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1526 |
1.1450 |
-0.0076 |
-0.7% |
1.1518 |
| High |
1.1528 |
1.1554 |
0.0026 |
0.2% |
1.1554 |
| Low |
1.1432 |
1.1447 |
0.0015 |
0.1% |
1.1432 |
| Close |
1.1437 |
1.1552 |
0.0115 |
1.0% |
1.1552 |
| Range |
0.0096 |
0.0107 |
0.0011 |
11.5% |
0.0122 |
| ATR |
0.0068 |
0.0072 |
0.0003 |
5.0% |
0.0000 |
| Volume |
1,102 |
453 |
-649 |
-58.9% |
2,086 |
|
| Daily Pivots for day following 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1837 |
1.1801 |
1.1611 |
|
| R3 |
1.1731 |
1.1695 |
1.1581 |
|
| R2 |
1.1624 |
1.1624 |
1.1572 |
|
| R1 |
1.1588 |
1.1588 |
1.1562 |
1.1606 |
| PP |
1.1518 |
1.1518 |
1.1518 |
1.1527 |
| S1 |
1.1482 |
1.1482 |
1.1542 |
1.1500 |
| S2 |
1.1411 |
1.1411 |
1.1532 |
|
| S3 |
1.1305 |
1.1375 |
1.1523 |
|
| S4 |
1.1198 |
1.1269 |
1.1493 |
|
|
| Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1877 |
1.1836 |
1.1619 |
|
| R3 |
1.1756 |
1.1715 |
1.1585 |
|
| R2 |
1.1634 |
1.1634 |
1.1574 |
|
| R1 |
1.1593 |
1.1593 |
1.1563 |
1.1614 |
| PP |
1.1513 |
1.1513 |
1.1513 |
1.1523 |
| S1 |
1.1472 |
1.1472 |
1.1541 |
1.1492 |
| S2 |
1.1391 |
1.1391 |
1.1530 |
|
| S3 |
1.1270 |
1.1350 |
1.1519 |
|
| S4 |
1.1148 |
1.1229 |
1.1485 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1554 |
1.1432 |
0.0122 |
1.1% |
0.0068 |
0.6% |
99% |
True |
False |
446 |
| 10 |
1.1684 |
1.1432 |
0.0252 |
2.2% |
0.0062 |
0.5% |
48% |
False |
False |
476 |
| 20 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0071 |
0.6% |
41% |
False |
False |
387 |
| 40 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0070 |
0.6% |
41% |
False |
False |
352 |
| 60 |
1.1727 |
1.1432 |
0.0295 |
2.5% |
0.0065 |
0.6% |
41% |
False |
False |
320 |
| 80 |
1.1851 |
1.1432 |
0.0419 |
3.6% |
0.0056 |
0.5% |
29% |
False |
False |
276 |
| 100 |
1.2069 |
1.1432 |
0.0637 |
5.5% |
0.0056 |
0.5% |
19% |
False |
False |
229 |
| 120 |
1.2069 |
1.1432 |
0.0637 |
5.5% |
0.0054 |
0.5% |
19% |
False |
False |
196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2006 |
|
2.618 |
1.1832 |
|
1.618 |
1.1726 |
|
1.000 |
1.1660 |
|
0.618 |
1.1619 |
|
HIGH |
1.1554 |
|
0.618 |
1.1513 |
|
0.500 |
1.1500 |
|
0.382 |
1.1488 |
|
LOW |
1.1447 |
|
0.618 |
1.1381 |
|
1.000 |
1.1341 |
|
1.618 |
1.1275 |
|
2.618 |
1.1168 |
|
4.250 |
1.0994 |
|
|
| Fisher Pivots for day following 25-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1535 |
1.1532 |
| PP |
1.1518 |
1.1513 |
| S1 |
1.1500 |
1.1493 |
|