CME Euro FX (E) Future March 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 |
1.1475 |
1.1443 |
-0.0032 |
-0.3% |
1.1455 |
| High |
1.1480 |
1.1448 |
-0.0033 |
-0.3% |
1.1557 |
| Low |
1.1440 |
1.1398 |
-0.0042 |
-0.4% |
1.1438 |
| Close |
1.1449 |
1.1402 |
-0.0047 |
-0.4% |
1.1502 |
| Range |
0.0040 |
0.0050 |
0.0010 |
23.8% |
0.0119 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
142,948 |
132,693 |
-10,255 |
-7.2% |
919,757 |
|
| Daily Pivots for day following 06-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1564 |
1.1533 |
1.1429 |
|
| R3 |
1.1515 |
1.1483 |
1.1416 |
|
| R2 |
1.1465 |
1.1465 |
1.1411 |
|
| R1 |
1.1434 |
1.1434 |
1.1407 |
1.1425 |
| PP |
1.1416 |
1.1416 |
1.1416 |
1.1411 |
| S1 |
1.1384 |
1.1384 |
1.1397 |
1.1375 |
| S2 |
1.1366 |
1.1366 |
1.1393 |
|
| S3 |
1.1317 |
1.1335 |
1.1388 |
|
| S4 |
1.1267 |
1.1285 |
1.1375 |
|
|
| Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1856 |
1.1798 |
1.1567 |
|
| R3 |
1.1737 |
1.1679 |
1.1534 |
|
| R2 |
1.1618 |
1.1618 |
1.1523 |
|
| R1 |
1.1560 |
1.1560 |
1.1512 |
1.1589 |
| PP |
1.1499 |
1.1499 |
1.1499 |
1.1513 |
| S1 |
1.1441 |
1.1441 |
1.1491 |
1.1470 |
| S2 |
1.1380 |
1.1380 |
1.1480 |
|
| S3 |
1.1261 |
1.1322 |
1.1469 |
|
| S4 |
1.1142 |
1.1203 |
1.1436 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1557 |
1.1398 |
0.0159 |
1.4% |
0.0052 |
0.5% |
3% |
False |
True |
158,561 |
| 10 |
1.1557 |
1.1338 |
0.0219 |
1.9% |
0.0067 |
0.6% |
29% |
False |
False |
182,958 |
| 20 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0067 |
0.6% |
22% |
False |
False |
181,207 |
| 40 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0075 |
0.7% |
22% |
False |
False |
180,091 |
| 60 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0077 |
0.7% |
22% |
False |
False |
123,956 |
| 80 |
1.1777 |
1.1338 |
0.0440 |
3.9% |
0.0076 |
0.7% |
15% |
False |
False |
93,489 |
| 100 |
1.1989 |
1.1338 |
0.0652 |
5.7% |
0.0075 |
0.7% |
10% |
False |
False |
74,964 |
| 120 |
1.1989 |
1.1338 |
0.0652 |
5.7% |
0.0074 |
0.6% |
10% |
False |
False |
62,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1658 |
|
2.618 |
1.1577 |
|
1.618 |
1.1528 |
|
1.000 |
1.1497 |
|
0.618 |
1.1478 |
|
HIGH |
1.1448 |
|
0.618 |
1.1429 |
|
0.500 |
1.1423 |
|
0.382 |
1.1417 |
|
LOW |
1.1398 |
|
0.618 |
1.1367 |
|
1.000 |
1.1349 |
|
1.618 |
1.1318 |
|
2.618 |
1.1268 |
|
4.250 |
1.1188 |
|
|
| Fisher Pivots for day following 06-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1423 |
1.1450 |
| PP |
1.1416 |
1.1434 |
| S1 |
1.1409 |
1.1418 |
|