CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 01-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2019 |
01-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1387 |
1.1387 |
0.0000 |
0.0% |
1.1355 |
| High |
1.1437 |
1.1423 |
-0.0014 |
-0.1% |
1.1437 |
| Low |
1.1375 |
1.1367 |
-0.0008 |
-0.1% |
1.1355 |
| Close |
1.1394 |
1.1372 |
-0.0022 |
-0.2% |
1.1372 |
| Range |
0.0062 |
0.0056 |
-0.0006 |
-9.7% |
0.0082 |
| ATR |
0.0060 |
0.0059 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
201,724 |
157,333 |
-44,391 |
-22.0% |
806,406 |
|
| Daily Pivots for day following 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1555 |
1.1519 |
1.1402 |
|
| R3 |
1.1499 |
1.1463 |
1.1387 |
|
| R2 |
1.1443 |
1.1443 |
1.1382 |
|
| R1 |
1.1407 |
1.1407 |
1.1377 |
1.1397 |
| PP |
1.1387 |
1.1387 |
1.1387 |
1.1382 |
| S1 |
1.1351 |
1.1351 |
1.1366 |
1.1341 |
| S2 |
1.1331 |
1.1331 |
1.1361 |
|
| S3 |
1.1275 |
1.1295 |
1.1356 |
|
| S4 |
1.1219 |
1.1239 |
1.1341 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1634 |
1.1585 |
1.1417 |
|
| R3 |
1.1552 |
1.1503 |
1.1394 |
|
| R2 |
1.1470 |
1.1470 |
1.1387 |
|
| R1 |
1.1421 |
1.1421 |
1.1379 |
1.1445 |
| PP |
1.1388 |
1.1388 |
1.1388 |
1.1400 |
| S1 |
1.1339 |
1.1339 |
1.1364 |
1.1363 |
| S2 |
1.1306 |
1.1306 |
1.1356 |
|
| S3 |
1.1224 |
1.1257 |
1.1349 |
|
| S4 |
1.1142 |
1.1175 |
1.1326 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1437 |
1.1355 |
0.0082 |
0.7% |
0.0050 |
0.4% |
21% |
False |
False |
161,281 |
| 10 |
1.1437 |
1.1261 |
0.0176 |
1.5% |
0.0054 |
0.5% |
63% |
False |
False |
178,491 |
| 20 |
1.1531 |
1.1261 |
0.0270 |
2.4% |
0.0054 |
0.5% |
41% |
False |
False |
168,629 |
| 40 |
1.1633 |
1.1261 |
0.0372 |
3.3% |
0.0064 |
0.6% |
30% |
False |
False |
180,763 |
| 60 |
1.1633 |
1.1261 |
0.0372 |
3.3% |
0.0070 |
0.6% |
30% |
False |
False |
168,467 |
| 80 |
1.1645 |
1.1261 |
0.0384 |
3.4% |
0.0073 |
0.6% |
29% |
False |
False |
128,245 |
| 100 |
1.1777 |
1.1261 |
0.0516 |
4.5% |
0.0072 |
0.6% |
21% |
False |
False |
102,992 |
| 120 |
1.1989 |
1.1261 |
0.0728 |
6.4% |
0.0072 |
0.6% |
15% |
False |
False |
85,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1661 |
|
2.618 |
1.1570 |
|
1.618 |
1.1514 |
|
1.000 |
1.1479 |
|
0.618 |
1.1458 |
|
HIGH |
1.1423 |
|
0.618 |
1.1402 |
|
0.500 |
1.1395 |
|
0.382 |
1.1388 |
|
LOW |
1.1367 |
|
0.618 |
1.1332 |
|
1.000 |
1.1311 |
|
1.618 |
1.1276 |
|
2.618 |
1.1220 |
|
4.250 |
1.1129 |
|
|
| Fisher Pivots for day following 01-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1395 |
1.1402 |
| PP |
1.1387 |
1.1392 |
| S1 |
1.1379 |
1.1382 |
|