CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 11-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2019 |
11-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1463 |
1.1446 |
-0.0018 |
-0.2% |
1.1589 |
| High |
1.1472 |
1.1447 |
-0.0025 |
-0.2% |
1.1589 |
| Low |
1.1445 |
1.1390 |
-0.0055 |
-0.5% |
1.1445 |
| Close |
1.1446 |
1.1398 |
-0.0048 |
-0.4% |
1.1446 |
| Range |
0.0027 |
0.0057 |
0.0031 |
115.1% |
0.0144 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
596 |
775 |
179 |
30.0% |
2,777 |
|
| Daily Pivots for day following 11-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1583 |
1.1547 |
1.1429 |
|
| R3 |
1.1526 |
1.1490 |
1.1413 |
|
| R2 |
1.1469 |
1.1469 |
1.1408 |
|
| R1 |
1.1433 |
1.1433 |
1.1403 |
1.1422 |
| PP |
1.1412 |
1.1412 |
1.1412 |
1.1406 |
| S1 |
1.1376 |
1.1376 |
1.1392 |
1.1365 |
| S2 |
1.1355 |
1.1355 |
1.1387 |
|
| S3 |
1.1298 |
1.1319 |
1.1382 |
|
| S4 |
1.1241 |
1.1262 |
1.1366 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1925 |
1.1829 |
1.1525 |
|
| R3 |
1.1781 |
1.1685 |
1.1485 |
|
| R2 |
1.1637 |
1.1637 |
1.1472 |
|
| R1 |
1.1541 |
1.1541 |
1.1459 |
1.1517 |
| PP |
1.1493 |
1.1493 |
1.1493 |
1.1481 |
| S1 |
1.1397 |
1.1397 |
1.1432 |
1.1373 |
| S2 |
1.1349 |
1.1349 |
1.1419 |
|
| S3 |
1.1205 |
1.1253 |
1.1406 |
|
| S4 |
1.1061 |
1.1109 |
1.1366 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1570 |
1.1390 |
0.0180 |
1.6% |
0.0042 |
0.4% |
4% |
False |
True |
674 |
| 10 |
1.1646 |
1.1390 |
0.0256 |
2.2% |
0.0051 |
0.4% |
3% |
False |
True |
567 |
| 20 |
1.1646 |
1.1390 |
0.0256 |
2.2% |
0.0055 |
0.5% |
3% |
False |
True |
495 |
| 40 |
1.1722 |
1.1390 |
0.0332 |
2.9% |
0.0066 |
0.6% |
2% |
False |
True |
392 |
| 60 |
1.1722 |
1.1390 |
0.0332 |
2.9% |
0.0065 |
0.6% |
2% |
False |
True |
410 |
| 80 |
1.1782 |
1.1390 |
0.0392 |
3.4% |
0.0060 |
0.5% |
2% |
False |
True |
320 |
| 100 |
1.2069 |
1.1390 |
0.0679 |
6.0% |
0.0054 |
0.5% |
1% |
False |
True |
282 |
| 120 |
1.2069 |
1.1390 |
0.0679 |
6.0% |
0.0055 |
0.5% |
1% |
False |
True |
243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1689 |
|
2.618 |
1.1596 |
|
1.618 |
1.1539 |
|
1.000 |
1.1504 |
|
0.618 |
1.1482 |
|
HIGH |
1.1447 |
|
0.618 |
1.1425 |
|
0.500 |
1.1419 |
|
0.382 |
1.1412 |
|
LOW |
1.1390 |
|
0.618 |
1.1355 |
|
1.000 |
1.1333 |
|
1.618 |
1.1298 |
|
2.618 |
1.1241 |
|
4.250 |
1.1148 |
|
|
| Fisher Pivots for day following 11-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1419 |
1.1442 |
| PP |
1.1412 |
1.1427 |
| S1 |
1.1405 |
1.1412 |
|