CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 04-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2019 |
04-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1571 |
1.1589 |
0.0019 |
0.2% |
1.1549 |
| High |
1.1620 |
1.1589 |
-0.0031 |
-0.3% |
1.1646 |
| Low |
1.1567 |
1.1556 |
-0.0011 |
-0.1% |
1.1530 |
| Close |
1.1592 |
1.1562 |
-0.0030 |
-0.3% |
1.1592 |
| Range |
0.0053 |
0.0033 |
-0.0020 |
-37.7% |
0.0116 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
278 |
178 |
-100 |
-36.0% |
2,313 |
|
| Daily Pivots for day following 04-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1668 |
1.1648 |
1.1580 |
|
| R3 |
1.1635 |
1.1615 |
1.1571 |
|
| R2 |
1.1602 |
1.1602 |
1.1568 |
|
| R1 |
1.1582 |
1.1582 |
1.1565 |
1.1576 |
| PP |
1.1569 |
1.1569 |
1.1569 |
1.1566 |
| S1 |
1.1549 |
1.1549 |
1.1559 |
1.1543 |
| S2 |
1.1536 |
1.1536 |
1.1556 |
|
| S3 |
1.1503 |
1.1516 |
1.1553 |
|
| S4 |
1.1470 |
1.1483 |
1.1544 |
|
|
| 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 |
1.1542 |
0.0104 |
0.9% |
0.0059 |
0.5% |
19% |
False |
False |
459 |
| 10 |
1.1646 |
1.1432 |
0.0214 |
1.9% |
0.0063 |
0.5% |
61% |
False |
False |
457 |
| 20 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0064 |
0.6% |
45% |
False |
False |
458 |
| 40 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0069 |
0.6% |
45% |
False |
False |
366 |
| 60 |
1.1727 |
1.1432 |
0.0295 |
2.5% |
0.0066 |
0.6% |
44% |
False |
False |
359 |
| 80 |
1.1851 |
1.1432 |
0.0419 |
3.6% |
0.0058 |
0.5% |
31% |
False |
False |
306 |
| 100 |
1.2069 |
1.1432 |
0.0637 |
5.5% |
0.0056 |
0.5% |
20% |
False |
False |
250 |
| 120 |
1.2069 |
1.1432 |
0.0637 |
5.5% |
0.0055 |
0.5% |
20% |
False |
False |
215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1729 |
|
2.618 |
1.1675 |
|
1.618 |
1.1642 |
|
1.000 |
1.1622 |
|
0.618 |
1.1609 |
|
HIGH |
1.1589 |
|
0.618 |
1.1576 |
|
0.500 |
1.1573 |
|
0.382 |
1.1569 |
|
LOW |
1.1556 |
|
0.618 |
1.1536 |
|
1.000 |
1.1523 |
|
1.618 |
1.1503 |
|
2.618 |
1.1470 |
|
4.250 |
1.1416 |
|
|
| Fisher Pivots for day following 04-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1573 |
1.1601 |
| PP |
1.1569 |
1.1588 |
| S1 |
1.1566 |
1.1575 |
|