CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 28-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2019 |
28-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1497 |
1.1481 |
-0.0016 |
-0.1% |
1.1405 |
| High |
1.1506 |
1.1522 |
0.0016 |
0.1% |
1.1482 |
| Low |
1.1468 |
1.1462 |
-0.0006 |
-0.1% |
1.1389 |
| Close |
1.1475 |
1.1481 |
0.0006 |
0.0% |
1.1446 |
| Range |
0.0039 |
0.0061 |
0.0022 |
57.1% |
0.0093 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.6% |
0.0000 |
| Volume |
1,372 |
7,111 |
5,739 |
418.3% |
13,761 |
|
| Daily Pivots for day following 28-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1670 |
1.1636 |
1.1514 |
|
| R3 |
1.1609 |
1.1575 |
1.1497 |
|
| R2 |
1.1549 |
1.1549 |
1.1492 |
|
| R1 |
1.1515 |
1.1515 |
1.1486 |
1.1501 |
| PP |
1.1488 |
1.1488 |
1.1488 |
1.1481 |
| S1 |
1.1454 |
1.1454 |
1.1475 |
1.1441 |
| S2 |
1.1428 |
1.1428 |
1.1469 |
|
| S3 |
1.1367 |
1.1394 |
1.1464 |
|
| S4 |
1.1307 |
1.1333 |
1.1447 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1718 |
1.1675 |
1.1497 |
|
| R3 |
1.1625 |
1.1582 |
1.1472 |
|
| R2 |
1.1532 |
1.1532 |
1.1463 |
|
| R1 |
1.1489 |
1.1489 |
1.1455 |
1.1511 |
| PP |
1.1439 |
1.1439 |
1.1439 |
1.1450 |
| S1 |
1.1396 |
1.1396 |
1.1437 |
1.1418 |
| S2 |
1.1346 |
1.1346 |
1.1429 |
|
| S3 |
1.1253 |
1.1303 |
1.1420 |
|
| S4 |
1.1160 |
1.1210 |
1.1395 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1522 |
1.1430 |
0.0093 |
0.8% |
0.0044 |
0.4% |
55% |
True |
False |
3,195 |
| 10 |
1.1522 |
1.1350 |
0.0173 |
1.5% |
0.0052 |
0.4% |
76% |
True |
False |
3,641 |
| 20 |
1.1646 |
1.1350 |
0.0297 |
2.6% |
0.0052 |
0.5% |
44% |
False |
False |
2,130 |
| 40 |
1.1722 |
1.1350 |
0.0373 |
3.2% |
0.0062 |
0.5% |
35% |
False |
False |
1,278 |
| 60 |
1.1722 |
1.1350 |
0.0373 |
3.2% |
0.0064 |
0.6% |
35% |
False |
False |
941 |
| 80 |
1.1727 |
1.1350 |
0.0377 |
3.3% |
0.0062 |
0.5% |
35% |
False |
False |
785 |
| 100 |
1.1851 |
1.1350 |
0.0501 |
4.4% |
0.0056 |
0.5% |
26% |
False |
False |
657 |
| 120 |
1.2069 |
1.1350 |
0.0719 |
6.3% |
0.0055 |
0.5% |
18% |
False |
False |
552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1779 |
|
2.618 |
1.1680 |
|
1.618 |
1.1620 |
|
1.000 |
1.1583 |
|
0.618 |
1.1559 |
|
HIGH |
1.1522 |
|
0.618 |
1.1499 |
|
0.500 |
1.1492 |
|
0.382 |
1.1485 |
|
LOW |
1.1462 |
|
0.618 |
1.1424 |
|
1.000 |
1.1401 |
|
1.618 |
1.1364 |
|
2.618 |
1.1303 |
|
4.250 |
1.1204 |
|
|
| Fisher Pivots for day following 28-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1492 |
1.1487 |
| PP |
1.1488 |
1.1485 |
| S1 |
1.1484 |
1.1483 |
|