CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 14-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2019 |
14-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1294 |
1.1332 |
0.0038 |
0.3% |
1.1388 |
| High |
1.1343 |
1.1340 |
-0.0004 |
0.0% |
1.1394 |
| Low |
1.1282 |
1.1296 |
0.0014 |
0.1% |
1.1185 |
| Close |
1.1335 |
1.1302 |
-0.0033 |
-0.3% |
1.1250 |
| Range |
0.0061 |
0.0044 |
-0.0017 |
-27.9% |
0.0209 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
330,049 |
285,176 |
-44,873 |
-13.6% |
1,070,918 |
|
| Daily Pivots for day following 14-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1444 |
1.1417 |
1.1326 |
|
| R3 |
1.1400 |
1.1373 |
1.1314 |
|
| R2 |
1.1356 |
1.1356 |
1.1310 |
|
| R1 |
1.1329 |
1.1329 |
1.1306 |
1.1321 |
| PP |
1.1312 |
1.1312 |
1.1312 |
1.1308 |
| S1 |
1.1285 |
1.1285 |
1.1298 |
1.1277 |
| S2 |
1.1268 |
1.1268 |
1.1294 |
|
| S3 |
1.1224 |
1.1241 |
1.1290 |
|
| S4 |
1.1180 |
1.1197 |
1.1278 |
|
|
| 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 |
1.1343 |
1.1193 |
0.0151 |
1.3% |
0.0052 |
0.5% |
73% |
False |
False |
285,254 |
| 10 |
1.1423 |
1.1185 |
0.0239 |
2.1% |
0.0062 |
0.6% |
49% |
False |
False |
241,356 |
| 20 |
1.1437 |
1.1185 |
0.0252 |
2.2% |
0.0058 |
0.5% |
47% |
False |
False |
211,701 |
| 40 |
1.1557 |
1.1185 |
0.0372 |
3.3% |
0.0060 |
0.5% |
32% |
False |
False |
191,934 |
| 60 |
1.1633 |
1.1185 |
0.0448 |
4.0% |
0.0068 |
0.6% |
26% |
False |
False |
187,691 |
| 80 |
1.1633 |
1.1185 |
0.0448 |
4.0% |
0.0071 |
0.6% |
26% |
False |
False |
155,960 |
| 100 |
1.1700 |
1.1185 |
0.0516 |
4.6% |
0.0072 |
0.6% |
23% |
False |
False |
125,361 |
| 120 |
1.1989 |
1.1185 |
0.0805 |
7.1% |
0.0072 |
0.6% |
15% |
False |
False |
104,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1527 |
|
2.618 |
1.1455 |
|
1.618 |
1.1411 |
|
1.000 |
1.1384 |
|
0.618 |
1.1367 |
|
HIGH |
1.1340 |
|
0.618 |
1.1323 |
|
0.500 |
1.1318 |
|
0.382 |
1.1312 |
|
LOW |
1.1296 |
|
0.618 |
1.1268 |
|
1.000 |
1.1252 |
|
1.618 |
1.1224 |
|
2.618 |
1.1180 |
|
4.250 |
1.1109 |
|
|
| Fisher Pivots for day following 14-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1318 |
1.1301 |
| PP |
1.1312 |
1.1299 |
| S1 |
1.1307 |
1.1298 |
|