CME Euro FX (E) Future March 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 |
1.1308 |
1.1360 |
0.0052 |
0.5% |
1.1496 |
| High |
1.1372 |
1.1373 |
0.0001 |
0.0% |
1.1501 |
| Low |
1.1290 |
1.1291 |
0.0002 |
0.0% |
1.1355 |
| Close |
1.1364 |
1.1301 |
-0.0063 |
-0.6% |
1.1357 |
| Range |
0.0083 |
0.0082 |
-0.0001 |
-1.2% |
0.0147 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.8% |
0.0000 |
| Volume |
190,032 |
173,988 |
-16,044 |
-8.4% |
679,098 |
|
| Daily Pivots for day following 13-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1566 |
1.1515 |
1.1346 |
|
| R3 |
1.1485 |
1.1434 |
1.1323 |
|
| R2 |
1.1403 |
1.1403 |
1.1316 |
|
| R1 |
1.1352 |
1.1352 |
1.1308 |
1.1337 |
| PP |
1.1322 |
1.1322 |
1.1322 |
1.1314 |
| S1 |
1.1271 |
1.1271 |
1.1294 |
1.1255 |
| S2 |
1.1240 |
1.1240 |
1.1286 |
|
| S3 |
1.1159 |
1.1189 |
1.1279 |
|
| S4 |
1.1077 |
1.1108 |
1.1256 |
|
|
| 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 |
1.1404 |
1.1290 |
0.0115 |
1.0% |
0.0060 |
0.5% |
10% |
False |
False |
167,001 |
| 10 |
1.1557 |
1.1290 |
0.0267 |
2.4% |
0.0056 |
0.5% |
4% |
False |
False |
162,781 |
| 20 |
1.1557 |
1.1290 |
0.0267 |
2.4% |
0.0061 |
0.5% |
4% |
False |
False |
172,167 |
| 40 |
1.1633 |
1.1290 |
0.0343 |
3.0% |
0.0073 |
0.6% |
3% |
False |
False |
175,686 |
| 60 |
1.1633 |
1.1290 |
0.0343 |
3.0% |
0.0075 |
0.7% |
3% |
False |
False |
137,380 |
| 80 |
1.1700 |
1.1290 |
0.0411 |
3.6% |
0.0075 |
0.7% |
3% |
False |
False |
103,776 |
| 100 |
1.1989 |
1.1290 |
0.0700 |
6.2% |
0.0074 |
0.7% |
2% |
False |
False |
83,298 |
| 120 |
1.1989 |
1.1290 |
0.0700 |
6.2% |
0.0073 |
0.6% |
2% |
False |
False |
69,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1719 |
|
2.618 |
1.1586 |
|
1.618 |
1.1504 |
|
1.000 |
1.1454 |
|
0.618 |
1.1423 |
|
HIGH |
1.1373 |
|
0.618 |
1.1341 |
|
0.500 |
1.1332 |
|
0.382 |
1.1322 |
|
LOW |
1.1291 |
|
0.618 |
1.1241 |
|
1.000 |
1.1210 |
|
1.618 |
1.1159 |
|
2.618 |
1.1078 |
|
4.250 |
1.0945 |
|
|
| Fisher Pivots for day following 13-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1332 |
1.1331 |
| PP |
1.1322 |
1.1321 |
| S1 |
1.1311 |
1.1311 |
|