CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 31-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2019 |
31-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1569 |
1.1616 |
0.0047 |
0.4% |
1.1518 |
| High |
1.1638 |
1.1646 |
0.0009 |
0.1% |
1.1554 |
| Low |
1.1542 |
1.1569 |
0.0027 |
0.2% |
1.1432 |
| Close |
1.1628 |
1.1576 |
-0.0052 |
-0.4% |
1.1552 |
| Range |
0.0096 |
0.0078 |
-0.0018 |
-18.8% |
0.0122 |
| ATR |
0.0070 |
0.0070 |
0.0001 |
0.8% |
0.0000 |
| Volume |
556 |
960 |
404 |
72.7% |
2,086 |
|
| Daily Pivots for day following 31-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1829 |
1.1780 |
1.1619 |
|
| R3 |
1.1752 |
1.1703 |
1.1597 |
|
| R2 |
1.1674 |
1.1674 |
1.1590 |
|
| R1 |
1.1625 |
1.1625 |
1.1583 |
1.1611 |
| PP |
1.1597 |
1.1597 |
1.1597 |
1.1590 |
| S1 |
1.1548 |
1.1548 |
1.1569 |
1.1534 |
| S2 |
1.1519 |
1.1519 |
1.1562 |
|
| S3 |
1.1442 |
1.1470 |
1.1555 |
|
| S4 |
1.1364 |
1.1393 |
1.1533 |
|
|
| 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 |
1.1646 |
1.1447 |
0.0199 |
1.7% |
0.0073 |
0.6% |
65% |
True |
False |
497 |
| 10 |
1.1646 |
1.1432 |
0.0214 |
1.8% |
0.0062 |
0.5% |
67% |
True |
False |
441 |
| 20 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0068 |
0.6% |
50% |
False |
False |
468 |
| 40 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0071 |
0.6% |
50% |
False |
False |
367 |
| 60 |
1.1727 |
1.1432 |
0.0295 |
2.5% |
0.0066 |
0.6% |
49% |
False |
False |
353 |
| 80 |
1.1851 |
1.1432 |
0.0419 |
3.6% |
0.0058 |
0.5% |
34% |
False |
False |
300 |
| 100 |
1.2069 |
1.1432 |
0.0637 |
5.5% |
0.0056 |
0.5% |
23% |
False |
False |
246 |
| 120 |
1.2069 |
1.1432 |
0.0637 |
5.5% |
0.0056 |
0.5% |
23% |
False |
False |
213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1975 |
|
2.618 |
1.1849 |
|
1.618 |
1.1771 |
|
1.000 |
1.1724 |
|
0.618 |
1.1694 |
|
HIGH |
1.1646 |
|
0.618 |
1.1616 |
|
0.500 |
1.1607 |
|
0.382 |
1.1598 |
|
LOW |
1.1569 |
|
0.618 |
1.1521 |
|
1.000 |
1.1491 |
|
1.618 |
1.1443 |
|
2.618 |
1.1366 |
|
4.250 |
1.1239 |
|
|
| Fisher Pivots for day following 31-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1607 |
1.1594 |
| PP |
1.1597 |
1.1588 |
| S1 |
1.1586 |
1.1582 |
|