CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 13-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2019 |
13-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1400 |
1.1453 |
0.0054 |
0.5% |
1.1589 |
| High |
1.1461 |
1.1457 |
-0.0004 |
0.0% |
1.1589 |
| Low |
1.1384 |
1.1380 |
-0.0004 |
0.0% |
1.1445 |
| Close |
1.1453 |
1.1390 |
-0.0063 |
-0.6% |
1.1446 |
| Range |
0.0077 |
0.0077 |
0.0000 |
0.0% |
0.0144 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.8% |
0.0000 |
| Volume |
634 |
771 |
137 |
21.6% |
2,777 |
|
| Daily Pivots for day following 13-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1638 |
1.1591 |
1.1432 |
|
| R3 |
1.1562 |
1.1514 |
1.1411 |
|
| R2 |
1.1485 |
1.1485 |
1.1404 |
|
| R1 |
1.1438 |
1.1438 |
1.1397 |
1.1423 |
| PP |
1.1409 |
1.1409 |
1.1409 |
1.1402 |
| S1 |
1.1361 |
1.1361 |
1.1383 |
1.1347 |
| S2 |
1.1332 |
1.1332 |
1.1376 |
|
| S3 |
1.1256 |
1.1285 |
1.1369 |
|
| S4 |
1.1179 |
1.1208 |
1.1348 |
|
|
| 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 |
1.1494 |
1.1380 |
0.0114 |
1.0% |
0.0056 |
0.5% |
9% |
False |
True |
691 |
| 10 |
1.1646 |
1.1380 |
0.0266 |
2.3% |
0.0053 |
0.5% |
4% |
False |
True |
619 |
| 20 |
1.1646 |
1.1380 |
0.0266 |
2.3% |
0.0056 |
0.5% |
4% |
False |
True |
511 |
| 40 |
1.1722 |
1.1380 |
0.0342 |
3.0% |
0.0066 |
0.6% |
3% |
False |
True |
411 |
| 60 |
1.1722 |
1.1380 |
0.0342 |
3.0% |
0.0066 |
0.6% |
3% |
False |
True |
397 |
| 80 |
1.1761 |
1.1380 |
0.0381 |
3.3% |
0.0061 |
0.5% |
3% |
False |
True |
337 |
| 100 |
1.2069 |
1.1380 |
0.0689 |
6.0% |
0.0055 |
0.5% |
1% |
False |
True |
296 |
| 120 |
1.2069 |
1.1380 |
0.0689 |
6.0% |
0.0055 |
0.5% |
1% |
False |
True |
254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1782 |
|
2.618 |
1.1657 |
|
1.618 |
1.1580 |
|
1.000 |
1.1533 |
|
0.618 |
1.1504 |
|
HIGH |
1.1457 |
|
0.618 |
1.1427 |
|
0.500 |
1.1418 |
|
0.382 |
1.1409 |
|
LOW |
1.1380 |
|
0.618 |
1.1333 |
|
1.000 |
1.1304 |
|
1.618 |
1.1256 |
|
2.618 |
1.1180 |
|
4.250 |
1.1055 |
|
|
| Fisher Pivots for day following 13-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1418 |
1.1420 |
| PP |
1.1409 |
1.1410 |
| S1 |
1.1399 |
1.1400 |
|