CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 06-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2019 |
06-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1570 |
1.1528 |
-0.0042 |
-0.4% |
1.1549 |
| High |
1.1570 |
1.1530 |
-0.0040 |
-0.3% |
1.1646 |
| Low |
1.1530 |
1.1489 |
-0.0041 |
-0.4% |
1.1530 |
| Close |
1.1539 |
1.1492 |
-0.0047 |
-0.4% |
1.1592 |
| Range |
0.0040 |
0.0041 |
0.0002 |
3.8% |
0.0116 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
267 |
1,057 |
790 |
295.9% |
2,313 |
|
| Daily Pivots for day following 06-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1627 |
1.1600 |
1.1514 |
|
| R3 |
1.1586 |
1.1559 |
1.1503 |
|
| R2 |
1.1545 |
1.1545 |
1.1499 |
|
| R1 |
1.1518 |
1.1518 |
1.1495 |
1.1511 |
| PP |
1.1504 |
1.1504 |
1.1504 |
1.1500 |
| S1 |
1.1477 |
1.1477 |
1.1488 |
1.1470 |
| S2 |
1.1463 |
1.1463 |
1.1484 |
|
| S3 |
1.1422 |
1.1436 |
1.1480 |
|
| S4 |
1.1381 |
1.1395 |
1.1469 |
|
|
| 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 |
1.1489 |
0.0157 |
1.4% |
0.0049 |
0.4% |
2% |
False |
True |
548 |
| 10 |
1.1646 |
1.1432 |
0.0214 |
1.9% |
0.0063 |
0.5% |
28% |
False |
False |
537 |
| 20 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0061 |
0.5% |
21% |
False |
False |
489 |
| 40 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0069 |
0.6% |
21% |
False |
False |
385 |
| 60 |
1.1722 |
1.1432 |
0.0290 |
2.5% |
0.0066 |
0.6% |
21% |
False |
False |
379 |
| 80 |
1.1846 |
1.1432 |
0.0414 |
3.6% |
0.0058 |
0.5% |
14% |
False |
False |
320 |
| 100 |
1.2069 |
1.1432 |
0.0637 |
5.5% |
0.0055 |
0.5% |
9% |
False |
False |
263 |
| 120 |
1.2069 |
1.1432 |
0.0637 |
5.5% |
0.0055 |
0.5% |
9% |
False |
False |
226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1704 |
|
2.618 |
1.1637 |
|
1.618 |
1.1596 |
|
1.000 |
1.1571 |
|
0.618 |
1.1555 |
|
HIGH |
1.1530 |
|
0.618 |
1.1514 |
|
0.500 |
1.1510 |
|
0.382 |
1.1505 |
|
LOW |
1.1489 |
|
0.618 |
1.1464 |
|
1.000 |
1.1448 |
|
1.618 |
1.1423 |
|
2.618 |
1.1382 |
|
4.250 |
1.1315 |
|
|
| Fisher Pivots for day following 06-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1510 |
1.1539 |
| PP |
1.1504 |
1.1523 |
| S1 |
1.1498 |
1.1507 |
|