CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 12-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2019 |
12-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1446 |
1.1400 |
-0.0046 |
-0.4% |
1.1589 |
| High |
1.1447 |
1.1461 |
0.0014 |
0.1% |
1.1589 |
| Low |
1.1390 |
1.1384 |
-0.0006 |
-0.1% |
1.1445 |
| Close |
1.1398 |
1.1453 |
0.0056 |
0.5% |
1.1446 |
| Range |
0.0057 |
0.0077 |
0.0020 |
34.2% |
0.0144 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
2.0% |
0.0000 |
| Volume |
775 |
634 |
-141 |
-18.2% |
2,777 |
|
| Daily Pivots for day following 12-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1662 |
1.1634 |
1.1495 |
|
| R3 |
1.1586 |
1.1558 |
1.1474 |
|
| R2 |
1.1509 |
1.1509 |
1.1467 |
|
| R1 |
1.1481 |
1.1481 |
1.1460 |
1.1495 |
| PP |
1.1433 |
1.1433 |
1.1433 |
1.1440 |
| S1 |
1.1405 |
1.1405 |
1.1446 |
1.1419 |
| S2 |
1.1356 |
1.1356 |
1.1439 |
|
| S3 |
1.1280 |
1.1328 |
1.1432 |
|
| S4 |
1.1203 |
1.1252 |
1.1411 |
|
|
| 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 |
1.1530 |
1.1384 |
0.0146 |
1.3% |
0.0049 |
0.4% |
47% |
False |
True |
748 |
| 10 |
1.1646 |
1.1384 |
0.0262 |
2.3% |
0.0055 |
0.5% |
26% |
False |
True |
598 |
| 20 |
1.1646 |
1.1384 |
0.0262 |
2.3% |
0.0057 |
0.5% |
26% |
False |
True |
513 |
| 40 |
1.1722 |
1.1384 |
0.0338 |
3.0% |
0.0067 |
0.6% |
20% |
False |
True |
398 |
| 60 |
1.1722 |
1.1384 |
0.0338 |
3.0% |
0.0065 |
0.6% |
20% |
False |
True |
419 |
| 80 |
1.1761 |
1.1384 |
0.0377 |
3.3% |
0.0061 |
0.5% |
18% |
False |
True |
328 |
| 100 |
1.2069 |
1.1384 |
0.0685 |
6.0% |
0.0055 |
0.5% |
10% |
False |
True |
289 |
| 120 |
1.2069 |
1.1384 |
0.0685 |
6.0% |
0.0055 |
0.5% |
10% |
False |
True |
248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1786 |
|
2.618 |
1.1661 |
|
1.618 |
1.1584 |
|
1.000 |
1.1537 |
|
0.618 |
1.1508 |
|
HIGH |
1.1461 |
|
0.618 |
1.1431 |
|
0.500 |
1.1422 |
|
0.382 |
1.1413 |
|
LOW |
1.1384 |
|
0.618 |
1.1337 |
|
1.000 |
1.1308 |
|
1.618 |
1.1260 |
|
2.618 |
1.1184 |
|
4.250 |
1.1059 |
|
|
| Fisher Pivots for day following 12-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1443 |
1.1445 |
| PP |
1.1433 |
1.1436 |
| S1 |
1.1422 |
1.1428 |
|