CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 05-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2019 |
05-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1388 |
1.1349 |
-0.0039 |
-0.3% |
1.1355 |
| High |
1.1394 |
1.1351 |
-0.0043 |
-0.4% |
1.1437 |
| Low |
1.1321 |
1.1302 |
-0.0020 |
-0.2% |
1.1355 |
| Close |
1.1344 |
1.1315 |
-0.0029 |
-0.3% |
1.1372 |
| Range |
0.0073 |
0.0050 |
-0.0023 |
-31.7% |
0.0082 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
156,233 |
158,626 |
2,393 |
1.5% |
806,406 |
|
| Daily Pivots for day following 05-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1471 |
1.1442 |
1.1342 |
|
| R3 |
1.1421 |
1.1393 |
1.1328 |
|
| R2 |
1.1372 |
1.1372 |
1.1324 |
|
| R1 |
1.1343 |
1.1343 |
1.1319 |
1.1333 |
| PP |
1.1322 |
1.1322 |
1.1322 |
1.1317 |
| S1 |
1.1294 |
1.1294 |
1.1310 |
1.1283 |
| S2 |
1.1273 |
1.1273 |
1.1305 |
|
| S3 |
1.1223 |
1.1244 |
1.1301 |
|
| S4 |
1.1174 |
1.1195 |
1.1287 |
|
|
| 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 |
1.1302 |
0.0135 |
1.2% |
0.0056 |
0.5% |
10% |
False |
True |
163,117 |
| 10 |
1.1437 |
1.1302 |
0.0135 |
1.2% |
0.0051 |
0.4% |
10% |
False |
True |
163,633 |
| 20 |
1.1480 |
1.1261 |
0.0219 |
1.9% |
0.0056 |
0.5% |
24% |
False |
False |
170,165 |
| 40 |
1.1633 |
1.1261 |
0.0372 |
3.3% |
0.0063 |
0.6% |
14% |
False |
False |
177,893 |
| 60 |
1.1633 |
1.1261 |
0.0372 |
3.3% |
0.0070 |
0.6% |
14% |
False |
False |
173,079 |
| 80 |
1.1645 |
1.1261 |
0.0384 |
3.4% |
0.0073 |
0.6% |
14% |
False |
False |
132,099 |
| 100 |
1.1777 |
1.1261 |
0.0516 |
4.6% |
0.0072 |
0.6% |
10% |
False |
False |
106,115 |
| 120 |
1.1989 |
1.1261 |
0.0728 |
6.4% |
0.0072 |
0.6% |
7% |
False |
False |
88,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1561 |
|
2.618 |
1.1481 |
|
1.618 |
1.1431 |
|
1.000 |
1.1401 |
|
0.618 |
1.1382 |
|
HIGH |
1.1351 |
|
0.618 |
1.1332 |
|
0.500 |
1.1326 |
|
0.382 |
1.1320 |
|
LOW |
1.1302 |
|
0.618 |
1.1271 |
|
1.000 |
1.1252 |
|
1.618 |
1.1221 |
|
2.618 |
1.1172 |
|
4.250 |
1.1091 |
|
|
| Fisher Pivots for day following 05-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1326 |
1.1362 |
| PP |
1.1322 |
1.1346 |
| S1 |
1.1318 |
1.1330 |
|