CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 21-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2019 |
21-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1363 |
1.1364 |
0.0001 |
0.0% |
1.1353 |
| High |
1.1397 |
1.1388 |
-0.0009 |
-0.1% |
1.1373 |
| Low |
1.1349 |
1.1341 |
-0.0009 |
-0.1% |
1.1261 |
| Close |
1.1375 |
1.1358 |
-0.0018 |
-0.2% |
1.1322 |
| Range |
0.0048 |
0.0048 |
0.0000 |
0.0% |
0.0112 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
175,231 |
198,651 |
23,420 |
13.4% |
916,528 |
|
| Daily Pivots for day following 21-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1505 |
1.1479 |
1.1384 |
|
| R3 |
1.1457 |
1.1431 |
1.1371 |
|
| R2 |
1.1410 |
1.1410 |
1.1366 |
|
| R1 |
1.1384 |
1.1384 |
1.1362 |
1.1373 |
| PP |
1.1362 |
1.1362 |
1.1362 |
1.1357 |
| S1 |
1.1336 |
1.1336 |
1.1353 |
1.1325 |
| S2 |
1.1315 |
1.1315 |
1.1349 |
|
| S3 |
1.1267 |
1.1289 |
1.1344 |
|
| S4 |
1.1220 |
1.1241 |
1.1331 |
|
|
| 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 |
1.1397 |
1.1261 |
0.0136 |
1.2% |
0.0062 |
0.5% |
71% |
False |
False |
206,040 |
| 10 |
1.1404 |
1.1261 |
0.0143 |
1.3% |
0.0061 |
0.5% |
67% |
False |
False |
186,521 |
| 20 |
1.1557 |
1.1261 |
0.0296 |
2.6% |
0.0064 |
0.6% |
33% |
False |
False |
184,739 |
| 40 |
1.1633 |
1.1261 |
0.0372 |
3.3% |
0.0070 |
0.6% |
26% |
False |
False |
176,512 |
| 60 |
1.1633 |
1.1261 |
0.0372 |
3.3% |
0.0073 |
0.6% |
26% |
False |
False |
154,015 |
| 80 |
1.1645 |
1.1261 |
0.0384 |
3.4% |
0.0074 |
0.7% |
25% |
False |
False |
116,511 |
| 100 |
1.1813 |
1.1261 |
0.0552 |
4.9% |
0.0074 |
0.6% |
17% |
False |
False |
93,587 |
| 120 |
1.1989 |
1.1261 |
0.0728 |
6.4% |
0.0074 |
0.6% |
13% |
False |
False |
78,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1590 |
|
2.618 |
1.1512 |
|
1.618 |
1.1465 |
|
1.000 |
1.1436 |
|
0.618 |
1.1417 |
|
HIGH |
1.1388 |
|
0.618 |
1.1370 |
|
0.500 |
1.1364 |
|
0.382 |
1.1359 |
|
LOW |
1.1341 |
|
0.618 |
1.1311 |
|
1.000 |
1.1293 |
|
1.618 |
1.1264 |
|
2.618 |
1.1216 |
|
4.250 |
1.1139 |
|
|
| Fisher Pivots for day following 21-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1364 |
1.1355 |
| PP |
1.1362 |
1.1352 |
| S1 |
1.1360 |
1.1349 |
|