CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 28-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2019 |
28-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1450 |
1.1549 |
0.0099 |
0.9% |
1.1518 |
| High |
1.1554 |
1.1578 |
0.0025 |
0.2% |
1.1554 |
| Low |
1.1447 |
1.1530 |
0.0083 |
0.7% |
1.1432 |
| Close |
1.1552 |
1.1566 |
0.0014 |
0.1% |
1.1552 |
| Range |
0.0107 |
0.0048 |
-0.0059 |
-54.9% |
0.0122 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
453 |
193 |
-260 |
-57.4% |
2,086 |
|
| Daily Pivots for day following 28-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1702 |
1.1682 |
1.1592 |
|
| R3 |
1.1654 |
1.1634 |
1.1579 |
|
| R2 |
1.1606 |
1.1606 |
1.1575 |
|
| R1 |
1.1586 |
1.1586 |
1.1570 |
1.1596 |
| PP |
1.1558 |
1.1558 |
1.1558 |
1.1563 |
| S1 |
1.1538 |
1.1538 |
1.1562 |
1.1548 |
| S2 |
1.1510 |
1.1510 |
1.1557 |
|
| S3 |
1.1462 |
1.1490 |
1.1553 |
|
| S4 |
1.1414 |
1.1442 |
1.1540 |
|
|
| 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 |
1.1578 |
1.1432 |
0.0146 |
1.3% |
0.0067 |
0.6% |
92% |
True |
False |
455 |
| 10 |
1.1639 |
1.1432 |
0.0207 |
1.8% |
0.0059 |
0.5% |
65% |
False |
False |
423 |
| 20 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0070 |
0.6% |
46% |
False |
False |
388 |
| 40 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0068 |
0.6% |
46% |
False |
False |
337 |
| 60 |
1.1727 |
1.1432 |
0.0295 |
2.5% |
0.0065 |
0.6% |
46% |
False |
False |
323 |
| 80 |
1.1851 |
1.1432 |
0.0419 |
3.6% |
0.0056 |
0.5% |
32% |
False |
False |
278 |
| 100 |
1.2069 |
1.1432 |
0.0637 |
5.5% |
0.0056 |
0.5% |
21% |
False |
False |
229 |
| 120 |
1.2069 |
1.1432 |
0.0637 |
5.5% |
0.0054 |
0.5% |
21% |
False |
False |
198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1782 |
|
2.618 |
1.1704 |
|
1.618 |
1.1656 |
|
1.000 |
1.1626 |
|
0.618 |
1.1608 |
|
HIGH |
1.1578 |
|
0.618 |
1.1560 |
|
0.500 |
1.1554 |
|
0.382 |
1.1548 |
|
LOW |
1.1530 |
|
0.618 |
1.1500 |
|
1.000 |
1.1482 |
|
1.618 |
1.1452 |
|
2.618 |
1.1404 |
|
4.250 |
1.1326 |
|
|
| Fisher Pivots for day following 28-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1562 |
1.1546 |
| PP |
1.1558 |
1.1525 |
| S1 |
1.1554 |
1.1505 |
|