CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 12-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2019 |
12-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1243 |
1.1253 |
0.0010 |
0.1% |
1.1388 |
| High |
1.1265 |
1.1311 |
0.0047 |
0.4% |
1.1394 |
| Low |
1.1228 |
1.1253 |
0.0025 |
0.2% |
1.1185 |
| Close |
1.1246 |
1.1302 |
0.0056 |
0.5% |
1.1250 |
| Range |
0.0037 |
0.0059 |
0.0022 |
60.3% |
0.0209 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.3% |
0.0000 |
| Volume |
233,454 |
336,634 |
103,180 |
44.2% |
1,070,918 |
|
| Daily Pivots for day following 12-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1464 |
1.1442 |
1.1334 |
|
| R3 |
1.1406 |
1.1383 |
1.1318 |
|
| R2 |
1.1347 |
1.1347 |
1.1313 |
|
| R1 |
1.1325 |
1.1325 |
1.1307 |
1.1336 |
| PP |
1.1289 |
1.1289 |
1.1289 |
1.1294 |
| S1 |
1.1266 |
1.1266 |
1.1297 |
1.1277 |
| S2 |
1.1230 |
1.1230 |
1.1291 |
|
| S3 |
1.1172 |
1.1208 |
1.1286 |
|
| S4 |
1.1113 |
1.1149 |
1.1270 |
|
|
| 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 |
1.1336 |
1.1185 |
0.0151 |
1.3% |
0.0068 |
0.6% |
78% |
False |
False |
265,229 |
| 10 |
1.1437 |
1.1185 |
0.0252 |
2.2% |
0.0062 |
0.5% |
47% |
False |
False |
214,173 |
| 20 |
1.1437 |
1.1185 |
0.0252 |
2.2% |
0.0061 |
0.5% |
47% |
False |
False |
199,140 |
| 40 |
1.1557 |
1.1185 |
0.0372 |
3.3% |
0.0060 |
0.5% |
32% |
False |
False |
185,683 |
| 60 |
1.1633 |
1.1185 |
0.0448 |
4.0% |
0.0069 |
0.6% |
26% |
False |
False |
186,004 |
| 80 |
1.1633 |
1.1185 |
0.0448 |
4.0% |
0.0072 |
0.6% |
26% |
False |
False |
148,548 |
| 100 |
1.1734 |
1.1185 |
0.0550 |
4.9% |
0.0072 |
0.6% |
21% |
False |
False |
119,242 |
| 120 |
1.1989 |
1.1185 |
0.0805 |
7.1% |
0.0072 |
0.6% |
15% |
False |
False |
99,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1560 |
|
2.618 |
1.1464 |
|
1.618 |
1.1406 |
|
1.000 |
1.1370 |
|
0.618 |
1.1347 |
|
HIGH |
1.1311 |
|
0.618 |
1.1289 |
|
0.500 |
1.1282 |
|
0.382 |
1.1275 |
|
LOW |
1.1253 |
|
0.618 |
1.1216 |
|
1.000 |
1.1194 |
|
1.618 |
1.1158 |
|
2.618 |
1.1099 |
|
4.250 |
1.1004 |
|
|
| Fisher Pivots for day following 12-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1295 |
1.1285 |
| PP |
1.1289 |
1.1269 |
| S1 |
1.1282 |
1.1252 |
|