CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 15-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2019 |
15-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1332 |
1.1306 |
-0.0026 |
-0.2% |
1.1243 |
| High |
1.1340 |
1.1346 |
0.0006 |
0.1% |
1.1346 |
| Low |
1.1296 |
1.1301 |
0.0006 |
0.0% |
1.1228 |
| Close |
1.1302 |
1.1322 |
0.0020 |
0.2% |
1.1322 |
| Range |
0.0044 |
0.0045 |
0.0001 |
1.1% |
0.0118 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
285,176 |
83,543 |
-201,633 |
-70.7% |
1,268,856 |
|
| Daily Pivots for day following 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1456 |
1.1433 |
1.1346 |
|
| R3 |
1.1412 |
1.1389 |
1.1334 |
|
| R2 |
1.1367 |
1.1367 |
1.1330 |
|
| R1 |
1.1344 |
1.1344 |
1.1326 |
1.1356 |
| PP |
1.1323 |
1.1323 |
1.1323 |
1.1328 |
| S1 |
1.1300 |
1.1300 |
1.1317 |
1.1311 |
| S2 |
1.1278 |
1.1278 |
1.1313 |
|
| S3 |
1.1234 |
1.1255 |
1.1309 |
|
| S4 |
1.1189 |
1.1211 |
1.1297 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1651 |
1.1604 |
1.1386 |
|
| R3 |
1.1533 |
1.1486 |
1.1354 |
|
| R2 |
1.1416 |
1.1416 |
1.1343 |
|
| R1 |
1.1369 |
1.1369 |
1.1332 |
1.1392 |
| PP |
1.1298 |
1.1298 |
1.1298 |
1.1310 |
| S1 |
1.1251 |
1.1251 |
1.1311 |
1.1275 |
| S2 |
1.1181 |
1.1181 |
1.1300 |
|
| S3 |
1.1063 |
1.1134 |
1.1289 |
|
| S4 |
1.0946 |
1.1016 |
1.1257 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1346 |
1.1228 |
0.0118 |
1.0% |
0.0049 |
0.4% |
80% |
True |
False |
253,771 |
| 10 |
1.1394 |
1.1185 |
0.0209 |
1.8% |
0.0061 |
0.5% |
66% |
False |
False |
233,977 |
| 20 |
1.1437 |
1.1185 |
0.0252 |
2.2% |
0.0058 |
0.5% |
54% |
False |
False |
206,234 |
| 40 |
1.1557 |
1.1185 |
0.0372 |
3.3% |
0.0060 |
0.5% |
37% |
False |
False |
190,271 |
| 60 |
1.1633 |
1.1185 |
0.0448 |
4.0% |
0.0068 |
0.6% |
31% |
False |
False |
186,211 |
| 80 |
1.1633 |
1.1185 |
0.0448 |
4.0% |
0.0070 |
0.6% |
31% |
False |
False |
156,919 |
| 100 |
1.1700 |
1.1185 |
0.0516 |
4.6% |
0.0071 |
0.6% |
27% |
False |
False |
126,181 |
| 120 |
1.1989 |
1.1185 |
0.0805 |
7.1% |
0.0072 |
0.6% |
17% |
False |
False |
105,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1535 |
|
2.618 |
1.1462 |
|
1.618 |
1.1418 |
|
1.000 |
1.1390 |
|
0.618 |
1.1373 |
|
HIGH |
1.1346 |
|
0.618 |
1.1329 |
|
0.500 |
1.1323 |
|
0.382 |
1.1318 |
|
LOW |
1.1301 |
|
0.618 |
1.1273 |
|
1.000 |
1.1257 |
|
1.618 |
1.1229 |
|
2.618 |
1.1184 |
|
4.250 |
1.1112 |
|
|
| Fisher Pivots for day following 15-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1323 |
1.1319 |
| PP |
1.1323 |
1.1316 |
| S1 |
1.1322 |
1.1314 |
|