CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 08-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2019 |
08-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1315 |
1.1202 |
-0.0114 |
-1.0% |
1.1388 |
| High |
1.1329 |
1.1254 |
-0.0075 |
-0.7% |
1.1394 |
| Low |
1.1185 |
1.1193 |
0.0008 |
0.1% |
1.1185 |
| Close |
1.1191 |
1.1250 |
0.0059 |
0.5% |
1.1250 |
| Range |
0.0144 |
0.0061 |
-0.0083 |
-57.6% |
0.0209 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
365,760 |
240,958 |
-124,802 |
-34.1% |
1,070,918 |
|
| Daily Pivots for day following 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1415 |
1.1394 |
1.1284 |
|
| R3 |
1.1354 |
1.1333 |
1.1267 |
|
| R2 |
1.1293 |
1.1293 |
1.1261 |
|
| R1 |
1.1272 |
1.1272 |
1.1256 |
1.1282 |
| PP |
1.1232 |
1.1232 |
1.1232 |
1.1237 |
| S1 |
1.1211 |
1.1211 |
1.1244 |
1.1221 |
| S2 |
1.1171 |
1.1171 |
1.1239 |
|
| S3 |
1.1110 |
1.1150 |
1.1233 |
|
| S4 |
1.1049 |
1.1089 |
1.1216 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1903 |
1.1786 |
1.1365 |
|
| R3 |
1.1694 |
1.1577 |
1.1307 |
|
| R2 |
1.1485 |
1.1485 |
1.1288 |
|
| R1 |
1.1368 |
1.1368 |
1.1269 |
1.1322 |
| PP |
1.1276 |
1.1276 |
1.1276 |
1.1253 |
| S1 |
1.1159 |
1.1159 |
1.1231 |
1.1113 |
| S2 |
1.1067 |
1.1067 |
1.1212 |
|
| S3 |
1.0858 |
1.0950 |
1.1193 |
|
| S4 |
1.0649 |
1.0741 |
1.1135 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1394 |
1.1185 |
0.0209 |
1.9% |
0.0073 |
0.7% |
31% |
False |
False |
214,183 |
| 10 |
1.1437 |
1.1185 |
0.0252 |
2.2% |
0.0062 |
0.5% |
26% |
False |
False |
187,732 |
| 20 |
1.1437 |
1.1185 |
0.0252 |
2.2% |
0.0061 |
0.5% |
26% |
False |
False |
185,888 |
| 40 |
1.1633 |
1.1185 |
0.0448 |
4.0% |
0.0062 |
0.6% |
15% |
False |
False |
181,326 |
| 60 |
1.1633 |
1.1185 |
0.0448 |
4.0% |
0.0070 |
0.6% |
15% |
False |
False |
182,574 |
| 80 |
1.1633 |
1.1185 |
0.0448 |
4.0% |
0.0073 |
0.6% |
15% |
False |
False |
141,494 |
| 100 |
1.1777 |
1.1185 |
0.0593 |
5.3% |
0.0073 |
0.6% |
11% |
False |
False |
113,551 |
| 120 |
1.1989 |
1.1185 |
0.0805 |
7.2% |
0.0073 |
0.6% |
8% |
False |
False |
94,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1513 |
|
2.618 |
1.1413 |
|
1.618 |
1.1352 |
|
1.000 |
1.1315 |
|
0.618 |
1.1291 |
|
HIGH |
1.1254 |
|
0.618 |
1.1230 |
|
0.500 |
1.1223 |
|
0.382 |
1.1216 |
|
LOW |
1.1193 |
|
0.618 |
1.1155 |
|
1.000 |
1.1132 |
|
1.618 |
1.1094 |
|
2.618 |
1.1033 |
|
4.250 |
1.0933 |
|
|
| Fisher Pivots for day following 08-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1241 |
1.1260 |
| PP |
1.1232 |
1.1257 |
| S1 |
1.1223 |
1.1253 |
|