CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 01-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2019 |
01-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1616 |
1.1571 |
-0.0045 |
-0.4% |
1.1549 |
| High |
1.1646 |
1.1620 |
-0.0026 |
-0.2% |
1.1646 |
| Low |
1.1569 |
1.1567 |
-0.0002 |
0.0% |
1.1530 |
| Close |
1.1576 |
1.1592 |
0.0016 |
0.1% |
1.1592 |
| Range |
0.0078 |
0.0053 |
-0.0025 |
-31.6% |
0.0116 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
960 |
278 |
-682 |
-71.0% |
2,313 |
|
| Daily Pivots for day following 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1752 |
1.1725 |
1.1621 |
|
| R3 |
1.1699 |
1.1672 |
1.1606 |
|
| R2 |
1.1646 |
1.1646 |
1.1601 |
|
| R1 |
1.1619 |
1.1619 |
1.1596 |
1.1632 |
| PP |
1.1593 |
1.1593 |
1.1593 |
1.1600 |
| S1 |
1.1566 |
1.1566 |
1.1587 |
1.1579 |
| S2 |
1.1540 |
1.1540 |
1.1582 |
|
| S3 |
1.1487 |
1.1513 |
1.1577 |
|
| S4 |
1.1434 |
1.1460 |
1.1562 |
|
|
| Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1937 |
1.1880 |
1.1655 |
|
| R3 |
1.1821 |
1.1764 |
1.1623 |
|
| R2 |
1.1705 |
1.1705 |
1.1613 |
|
| R1 |
1.1648 |
1.1648 |
1.1602 |
1.1677 |
| PP |
1.1589 |
1.1589 |
1.1589 |
1.1603 |
| S1 |
1.1532 |
1.1532 |
1.1581 |
1.1561 |
| S2 |
1.1473 |
1.1473 |
1.1570 |
|
| S3 |
1.1357 |
1.1416 |
1.1560 |
|
| S4 |
1.1241 |
1.1300 |
1.1528 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1646 |
1.1530 |
0.0116 |
1.0% |
0.0062 |
0.5% |
53% |
False |
False |
462 |
| 10 |
1.1646 |
1.1432 |
0.0214 |
1.8% |
0.0065 |
0.6% |
75% |
False |
False |
454 |
| 20 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0066 |
0.6% |
55% |
False |
False |
473 |
| 40 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0070 |
0.6% |
55% |
False |
False |
369 |
| 60 |
1.1727 |
1.1432 |
0.0295 |
2.5% |
0.0066 |
0.6% |
54% |
False |
False |
357 |
| 80 |
1.1851 |
1.1432 |
0.0419 |
3.6% |
0.0058 |
0.5% |
38% |
False |
False |
304 |
| 100 |
1.2069 |
1.1432 |
0.0637 |
5.5% |
0.0056 |
0.5% |
25% |
False |
False |
249 |
| 120 |
1.2069 |
1.1432 |
0.0637 |
5.5% |
0.0055 |
0.5% |
25% |
False |
False |
215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1845 |
|
2.618 |
1.1759 |
|
1.618 |
1.1706 |
|
1.000 |
1.1673 |
|
0.618 |
1.1653 |
|
HIGH |
1.1620 |
|
0.618 |
1.1600 |
|
0.500 |
1.1594 |
|
0.382 |
1.1587 |
|
LOW |
1.1567 |
|
0.618 |
1.1534 |
|
1.000 |
1.1514 |
|
1.618 |
1.1481 |
|
2.618 |
1.1428 |
|
4.250 |
1.1342 |
|
|
| Fisher Pivots for day following 01-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1594 |
1.1594 |
| PP |
1.1593 |
1.1593 |
| S1 |
1.1592 |
1.1592 |
|