CME Euro FX (E) Future March 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 |
1.1353 |
1.1308 |
-0.0045 |
-0.4% |
1.1496 |
| High |
1.1363 |
1.1372 |
0.0009 |
0.1% |
1.1501 |
| Low |
1.1300 |
1.1290 |
-0.0011 |
-0.1% |
1.1355 |
| Close |
1.1309 |
1.1364 |
0.0056 |
0.5% |
1.1357 |
| Range |
0.0063 |
0.0083 |
0.0020 |
31.0% |
0.0147 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
2.1% |
0.0000 |
| Volume |
178,399 |
190,032 |
11,633 |
6.5% |
679,098 |
|
| Daily Pivots for day following 12-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1589 |
1.1559 |
1.1409 |
|
| R3 |
1.1507 |
1.1477 |
1.1387 |
|
| R2 |
1.1424 |
1.1424 |
1.1379 |
|
| R1 |
1.1394 |
1.1394 |
1.1372 |
1.1409 |
| PP |
1.1342 |
1.1342 |
1.1342 |
1.1349 |
| S1 |
1.1312 |
1.1312 |
1.1356 |
1.1327 |
| S2 |
1.1259 |
1.1259 |
1.1349 |
|
| S3 |
1.1177 |
1.1229 |
1.1341 |
|
| S4 |
1.1094 |
1.1147 |
1.1319 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1844 |
1.1747 |
1.1437 |
|
| R3 |
1.1697 |
1.1600 |
1.1397 |
|
| R2 |
1.1551 |
1.1551 |
1.1383 |
|
| R1 |
1.1454 |
1.1454 |
1.1370 |
1.1429 |
| PP |
1.1404 |
1.1404 |
1.1404 |
1.1392 |
| S1 |
1.1307 |
1.1307 |
1.1343 |
1.1282 |
| S2 |
1.1258 |
1.1258 |
1.1330 |
|
| S3 |
1.1111 |
1.1161 |
1.1316 |
|
| S4 |
1.0965 |
1.1014 |
1.1276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1448 |
1.1290 |
0.0158 |
1.4% |
0.0054 |
0.5% |
47% |
False |
True |
158,742 |
| 10 |
1.1557 |
1.1290 |
0.0267 |
2.3% |
0.0058 |
0.5% |
28% |
False |
True |
167,457 |
| 20 |
1.1557 |
1.1290 |
0.0267 |
2.3% |
0.0062 |
0.5% |
28% |
False |
True |
174,797 |
| 40 |
1.1633 |
1.1290 |
0.0343 |
3.0% |
0.0073 |
0.6% |
22% |
False |
True |
178,435 |
| 60 |
1.1633 |
1.1290 |
0.0343 |
3.0% |
0.0075 |
0.7% |
22% |
False |
True |
134,706 |
| 80 |
1.1700 |
1.1290 |
0.0411 |
3.6% |
0.0075 |
0.7% |
18% |
False |
True |
101,625 |
| 100 |
1.1989 |
1.1290 |
0.0700 |
6.2% |
0.0075 |
0.7% |
11% |
False |
True |
81,565 |
| 120 |
1.1989 |
1.1290 |
0.0700 |
6.2% |
0.0073 |
0.6% |
11% |
False |
True |
67,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1723 |
|
2.618 |
1.1588 |
|
1.618 |
1.1505 |
|
1.000 |
1.1455 |
|
0.618 |
1.1423 |
|
HIGH |
1.1372 |
|
0.618 |
1.1340 |
|
0.500 |
1.1331 |
|
0.382 |
1.1321 |
|
LOW |
1.1290 |
|
0.618 |
1.1239 |
|
1.000 |
1.1207 |
|
1.618 |
1.1156 |
|
2.618 |
1.1074 |
|
4.250 |
1.0939 |
|
|
| Fisher Pivots for day following 12-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1353 |
1.1355 |
| PP |
1.1342 |
1.1346 |
| S1 |
1.1331 |
1.1337 |
|