CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 22-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2019 |
22-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1364 |
1.1355 |
-0.0009 |
-0.1% |
1.1319 |
| High |
1.1388 |
1.1377 |
-0.0011 |
-0.1% |
1.1397 |
| Low |
1.1341 |
1.1336 |
-0.0005 |
0.0% |
1.1301 |
| Close |
1.1358 |
1.1359 |
0.0002 |
0.0% |
1.1359 |
| Range |
0.0048 |
0.0041 |
-0.0007 |
-13.7% |
0.0096 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
198,651 |
141,185 |
-57,466 |
-28.9% |
797,277 |
|
| Daily Pivots for day following 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1480 |
1.1461 |
1.1382 |
|
| R3 |
1.1439 |
1.1420 |
1.1370 |
|
| R2 |
1.1398 |
1.1398 |
1.1367 |
|
| R1 |
1.1379 |
1.1379 |
1.1363 |
1.1389 |
| PP |
1.1357 |
1.1357 |
1.1357 |
1.1362 |
| S1 |
1.1338 |
1.1338 |
1.1355 |
1.1348 |
| S2 |
1.1316 |
1.1316 |
1.1351 |
|
| S3 |
1.1275 |
1.1297 |
1.1348 |
|
| S4 |
1.1234 |
1.1256 |
1.1336 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1640 |
1.1596 |
1.1412 |
|
| R3 |
1.1544 |
1.1500 |
1.1385 |
|
| R2 |
1.1448 |
1.1448 |
1.1377 |
|
| R1 |
1.1404 |
1.1404 |
1.1368 |
1.1426 |
| PP |
1.1352 |
1.1352 |
1.1352 |
1.1363 |
| S1 |
1.1308 |
1.1308 |
1.1350 |
1.1330 |
| S2 |
1.1256 |
1.1256 |
1.1341 |
|
| S3 |
1.1160 |
1.1212 |
1.1333 |
|
| S4 |
1.1064 |
1.1116 |
1.1306 |
|
|
| 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% |
0.0058 |
0.5% |
72% |
False |
False |
195,701 |
| 10 |
1.1397 |
1.1261 |
0.0136 |
1.2% |
0.0061 |
0.5% |
72% |
False |
False |
184,043 |
| 20 |
1.1557 |
1.1261 |
0.0296 |
2.6% |
0.0061 |
0.5% |
33% |
False |
False |
177,419 |
| 40 |
1.1633 |
1.1261 |
0.0372 |
3.3% |
0.0069 |
0.6% |
26% |
False |
False |
178,276 |
| 60 |
1.1633 |
1.1261 |
0.0372 |
3.3% |
0.0073 |
0.6% |
26% |
False |
False |
156,284 |
| 80 |
1.1645 |
1.1261 |
0.0384 |
3.4% |
0.0074 |
0.6% |
26% |
False |
False |
118,266 |
| 100 |
1.1792 |
1.1261 |
0.0531 |
4.7% |
0.0073 |
0.6% |
18% |
False |
False |
94,985 |
| 120 |
1.1989 |
1.1261 |
0.0728 |
6.4% |
0.0073 |
0.6% |
13% |
False |
False |
79,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1551 |
|
2.618 |
1.1484 |
|
1.618 |
1.1443 |
|
1.000 |
1.1418 |
|
0.618 |
1.1402 |
|
HIGH |
1.1377 |
|
0.618 |
1.1361 |
|
0.500 |
1.1357 |
|
0.382 |
1.1352 |
|
LOW |
1.1336 |
|
0.618 |
1.1311 |
|
1.000 |
1.1295 |
|
1.618 |
1.1270 |
|
2.618 |
1.1229 |
|
4.250 |
1.1162 |
|
|
| Fisher Pivots for day following 22-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1358 |
1.1366 |
| PP |
1.1357 |
1.1364 |
| S1 |
1.1357 |
1.1361 |
|