CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 07-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2019 |
07-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1443 |
1.1401 |
-0.0043 |
-0.4% |
1.1455 |
| High |
1.1448 |
1.1404 |
-0.0044 |
-0.4% |
1.1557 |
| Low |
1.1398 |
1.1359 |
-0.0039 |
-0.3% |
1.1438 |
| Close |
1.1402 |
1.1386 |
-0.0017 |
-0.1% |
1.1502 |
| Range |
0.0050 |
0.0045 |
-0.0005 |
-9.1% |
0.0119 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
132,693 |
165,956 |
33,263 |
25.1% |
919,757 |
|
| Daily Pivots for day following 07-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1518 |
1.1497 |
1.1410 |
|
| R3 |
1.1473 |
1.1452 |
1.1398 |
|
| R2 |
1.1428 |
1.1428 |
1.1394 |
|
| R1 |
1.1407 |
1.1407 |
1.1390 |
1.1395 |
| PP |
1.1383 |
1.1383 |
1.1383 |
1.1377 |
| S1 |
1.1362 |
1.1362 |
1.1381 |
1.1350 |
| S2 |
1.1338 |
1.1338 |
1.1377 |
|
| S3 |
1.1293 |
1.1317 |
1.1373 |
|
| S4 |
1.1248 |
1.1272 |
1.1361 |
|
|
| 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 |
1.1531 |
1.1359 |
0.0172 |
1.5% |
0.0045 |
0.4% |
15% |
False |
True |
145,147 |
| 10 |
1.1557 |
1.1347 |
0.0210 |
1.8% |
0.0061 |
0.5% |
18% |
False |
False |
170,795 |
| 20 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0063 |
0.6% |
16% |
False |
False |
176,765 |
| 40 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0074 |
0.7% |
16% |
False |
False |
180,917 |
| 60 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0076 |
0.7% |
16% |
False |
False |
126,696 |
| 80 |
1.1777 |
1.1338 |
0.0440 |
3.9% |
0.0075 |
0.7% |
11% |
False |
False |
95,467 |
| 100 |
1.1989 |
1.1338 |
0.0652 |
5.7% |
0.0075 |
0.7% |
7% |
False |
False |
76,621 |
| 120 |
1.1989 |
1.1338 |
0.0652 |
5.7% |
0.0073 |
0.6% |
7% |
False |
False |
63,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1595 |
|
2.618 |
1.1522 |
|
1.618 |
1.1477 |
|
1.000 |
1.1449 |
|
0.618 |
1.1432 |
|
HIGH |
1.1404 |
|
0.618 |
1.1387 |
|
0.500 |
1.1382 |
|
0.382 |
1.1376 |
|
LOW |
1.1359 |
|
0.618 |
1.1331 |
|
1.000 |
1.1314 |
|
1.618 |
1.1286 |
|
2.618 |
1.1241 |
|
4.250 |
1.1168 |
|
|
| Fisher Pivots for day following 07-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1384 |
1.1420 |
| PP |
1.1383 |
1.1408 |
| S1 |
1.1382 |
1.1397 |
|