CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 04-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2019 |
04-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1387 |
1.1388 |
0.0002 |
0.0% |
1.1355 |
| High |
1.1423 |
1.1394 |
-0.0030 |
-0.3% |
1.1437 |
| Low |
1.1367 |
1.1321 |
-0.0046 |
-0.4% |
1.1355 |
| Close |
1.1372 |
1.1344 |
-0.0028 |
-0.2% |
1.1372 |
| Range |
0.0056 |
0.0073 |
0.0017 |
29.5% |
0.0082 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.6% |
0.0000 |
| Volume |
157,333 |
156,233 |
-1,100 |
-0.7% |
806,406 |
|
| Daily Pivots for day following 04-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1570 |
1.1529 |
1.1383 |
|
| R3 |
1.1498 |
1.1457 |
1.1363 |
|
| R2 |
1.1425 |
1.1425 |
1.1357 |
|
| R1 |
1.1384 |
1.1384 |
1.1350 |
1.1369 |
| PP |
1.1353 |
1.1353 |
1.1353 |
1.1345 |
| S1 |
1.1312 |
1.1312 |
1.1337 |
1.1296 |
| S2 |
1.1280 |
1.1280 |
1.1330 |
|
| S3 |
1.1208 |
1.1239 |
1.1324 |
|
| S4 |
1.1135 |
1.1167 |
1.1304 |
|
|
| 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 |
1.1321 |
0.0116 |
1.0% |
0.0058 |
0.5% |
19% |
False |
True |
168,849 |
| 10 |
1.1437 |
1.1301 |
0.0136 |
1.2% |
0.0054 |
0.5% |
32% |
False |
False |
175,991 |
| 20 |
1.1501 |
1.1261 |
0.0240 |
2.1% |
0.0055 |
0.5% |
34% |
False |
False |
167,777 |
| 40 |
1.1633 |
1.1261 |
0.0372 |
3.3% |
0.0063 |
0.6% |
22% |
False |
False |
179,227 |
| 60 |
1.1633 |
1.1261 |
0.0372 |
3.3% |
0.0070 |
0.6% |
22% |
False |
False |
170,786 |
| 80 |
1.1645 |
1.1261 |
0.0384 |
3.4% |
0.0073 |
0.6% |
22% |
False |
False |
130,155 |
| 100 |
1.1777 |
1.1261 |
0.0516 |
4.5% |
0.0072 |
0.6% |
16% |
False |
False |
104,550 |
| 120 |
1.1989 |
1.1261 |
0.0728 |
6.4% |
0.0072 |
0.6% |
11% |
False |
False |
87,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1702 |
|
2.618 |
1.1583 |
|
1.618 |
1.1511 |
|
1.000 |
1.1466 |
|
0.618 |
1.1438 |
|
HIGH |
1.1394 |
|
0.618 |
1.1366 |
|
0.500 |
1.1357 |
|
0.382 |
1.1349 |
|
LOW |
1.1321 |
|
0.618 |
1.1276 |
|
1.000 |
1.1249 |
|
1.618 |
1.1204 |
|
2.618 |
1.1131 |
|
4.250 |
1.1013 |
|
|
| Fisher Pivots for day following 04-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1357 |
1.1379 |
| PP |
1.1353 |
1.1367 |
| S1 |
1.1348 |
1.1355 |
|