CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 25-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2019 |
25-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1355 |
1.1355 |
0.0000 |
0.0% |
1.1319 |
| High |
1.1377 |
1.1388 |
0.0011 |
0.1% |
1.1397 |
| Low |
1.1336 |
1.1355 |
0.0019 |
0.2% |
1.1301 |
| Close |
1.1359 |
1.1385 |
0.0026 |
0.2% |
1.1359 |
| Range |
0.0041 |
0.0033 |
-0.0008 |
-19.5% |
0.0096 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
141,185 |
118,394 |
-22,791 |
-16.1% |
797,277 |
|
| Daily Pivots for day following 25-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1475 |
1.1463 |
1.1403 |
|
| R3 |
1.1442 |
1.1430 |
1.1394 |
|
| R2 |
1.1409 |
1.1409 |
1.1391 |
|
| R1 |
1.1397 |
1.1397 |
1.1388 |
1.1403 |
| PP |
1.1376 |
1.1376 |
1.1376 |
1.1379 |
| S1 |
1.1364 |
1.1364 |
1.1381 |
1.1370 |
| S2 |
1.1343 |
1.1343 |
1.1378 |
|
| S3 |
1.1310 |
1.1331 |
1.1375 |
|
| S4 |
1.1277 |
1.1298 |
1.1366 |
|
|
| 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 |
1.1301 |
0.0096 |
0.8% |
0.0050 |
0.4% |
88% |
False |
False |
183,134 |
| 10 |
1.1397 |
1.1261 |
0.0136 |
1.2% |
0.0061 |
0.5% |
91% |
False |
False |
183,219 |
| 20 |
1.1557 |
1.1261 |
0.0296 |
2.6% |
0.0057 |
0.5% |
42% |
False |
False |
171,552 |
| 40 |
1.1633 |
1.1261 |
0.0372 |
3.3% |
0.0068 |
0.6% |
33% |
False |
False |
179,265 |
| 60 |
1.1633 |
1.1261 |
0.0372 |
3.3% |
0.0072 |
0.6% |
33% |
False |
False |
157,992 |
| 80 |
1.1645 |
1.1261 |
0.0384 |
3.4% |
0.0073 |
0.6% |
32% |
False |
False |
119,734 |
| 100 |
1.1777 |
1.1261 |
0.0516 |
4.5% |
0.0073 |
0.6% |
24% |
False |
False |
96,161 |
| 120 |
1.1989 |
1.1261 |
0.0728 |
6.4% |
0.0073 |
0.6% |
17% |
False |
False |
80,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1528 |
|
2.618 |
1.1474 |
|
1.618 |
1.1441 |
|
1.000 |
1.1421 |
|
0.618 |
1.1408 |
|
HIGH |
1.1388 |
|
0.618 |
1.1375 |
|
0.500 |
1.1371 |
|
0.382 |
1.1367 |
|
LOW |
1.1355 |
|
0.618 |
1.1334 |
|
1.000 |
1.1322 |
|
1.618 |
1.1301 |
|
2.618 |
1.1268 |
|
4.250 |
1.1214 |
|
|
| Fisher Pivots for day following 25-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1380 |
1.1377 |
| PP |
1.1376 |
1.1370 |
| S1 |
1.1371 |
1.1362 |
|