CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 19-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2019 |
19-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1320 |
1.1319 |
-0.0002 |
0.0% |
1.1353 |
| High |
1.1334 |
1.1384 |
0.0050 |
0.4% |
1.1373 |
| Low |
1.1261 |
1.1301 |
0.0040 |
0.4% |
1.1261 |
| Close |
1.1322 |
1.1366 |
0.0044 |
0.4% |
1.1322 |
| Range |
0.0073 |
0.0083 |
0.0011 |
14.5% |
0.0112 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.8% |
0.0000 |
| Volume |
181,232 |
282,210 |
100,978 |
55.7% |
916,528 |
|
| Daily Pivots for day following 19-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1599 |
1.1565 |
1.1411 |
|
| R3 |
1.1516 |
1.1482 |
1.1388 |
|
| R2 |
1.1433 |
1.1433 |
1.1381 |
|
| R1 |
1.1399 |
1.1399 |
1.1373 |
1.1416 |
| PP |
1.1350 |
1.1350 |
1.1350 |
1.1358 |
| S1 |
1.1316 |
1.1316 |
1.1358 |
1.1333 |
| S2 |
1.1267 |
1.1267 |
1.1350 |
|
| S3 |
1.1184 |
1.1233 |
1.1343 |
|
| S4 |
1.1101 |
1.1150 |
1.1320 |
|
|
| Weekly Pivots for week ending 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1653 |
1.1599 |
1.1383 |
|
| R3 |
1.1542 |
1.1488 |
1.1353 |
|
| R2 |
1.1430 |
1.1430 |
1.1342 |
|
| R1 |
1.1376 |
1.1376 |
1.1332 |
1.1347 |
| PP |
1.1319 |
1.1319 |
1.1319 |
1.1304 |
| S1 |
1.1265 |
1.1265 |
1.1312 |
1.1236 |
| S2 |
1.1207 |
1.1207 |
1.1302 |
|
| S3 |
1.1096 |
1.1153 |
1.1291 |
|
| S4 |
1.0984 |
1.1042 |
1.1261 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1384 |
1.1261 |
0.0123 |
1.1% |
0.0076 |
0.7% |
85% |
True |
False |
204,067 |
| 10 |
1.1480 |
1.1261 |
0.0219 |
1.9% |
0.0061 |
0.5% |
48% |
False |
False |
176,696 |
| 20 |
1.1557 |
1.1261 |
0.0296 |
2.6% |
0.0064 |
0.6% |
35% |
False |
False |
182,091 |
| 40 |
1.1633 |
1.1261 |
0.0372 |
3.3% |
0.0073 |
0.6% |
28% |
False |
False |
178,251 |
| 60 |
1.1633 |
1.1261 |
0.0372 |
3.3% |
0.0074 |
0.7% |
28% |
False |
False |
147,938 |
| 80 |
1.1645 |
1.1261 |
0.0384 |
3.4% |
0.0075 |
0.7% |
27% |
False |
False |
111,886 |
| 100 |
1.1969 |
1.1261 |
0.0708 |
6.2% |
0.0075 |
0.7% |
15% |
False |
False |
89,854 |
| 120 |
1.1989 |
1.1261 |
0.0728 |
6.4% |
0.0074 |
0.6% |
14% |
False |
False |
74,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1736 |
|
2.618 |
1.1601 |
|
1.618 |
1.1518 |
|
1.000 |
1.1467 |
|
0.618 |
1.1435 |
|
HIGH |
1.1384 |
|
0.618 |
1.1352 |
|
0.500 |
1.1342 |
|
0.382 |
1.1332 |
|
LOW |
1.1301 |
|
0.618 |
1.1249 |
|
1.000 |
1.1218 |
|
1.618 |
1.1166 |
|
2.618 |
1.1083 |
|
4.250 |
1.0948 |
|
|
| Fisher Pivots for day following 19-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1358 |
1.1351 |
| PP |
1.1350 |
1.1337 |
| S1 |
1.1342 |
1.1322 |
|