CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 14-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2019 |
14-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1453 |
1.1376 |
-0.0077 |
-0.7% |
1.1589 |
| High |
1.1457 |
1.1422 |
-0.0035 |
-0.3% |
1.1589 |
| Low |
1.1380 |
1.1367 |
-0.0013 |
-0.1% |
1.1445 |
| Close |
1.1390 |
1.1417 |
0.0027 |
0.2% |
1.1446 |
| Range |
0.0077 |
0.0055 |
-0.0022 |
-28.1% |
0.0144 |
| ATR |
0.0062 |
0.0062 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
771 |
1,087 |
316 |
41.0% |
2,777 |
|
| Daily Pivots for day following 14-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1567 |
1.1547 |
1.1447 |
|
| R3 |
1.1512 |
1.1492 |
1.1432 |
|
| R2 |
1.1457 |
1.1457 |
1.1427 |
|
| R1 |
1.1437 |
1.1437 |
1.1422 |
1.1447 |
| PP |
1.1402 |
1.1402 |
1.1402 |
1.1407 |
| S1 |
1.1382 |
1.1382 |
1.1412 |
1.1392 |
| S2 |
1.1347 |
1.1347 |
1.1407 |
|
| S3 |
1.1292 |
1.1327 |
1.1402 |
|
| S4 |
1.1237 |
1.1272 |
1.1387 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1925 |
1.1829 |
1.1525 |
|
| R3 |
1.1781 |
1.1685 |
1.1485 |
|
| R2 |
1.1637 |
1.1637 |
1.1472 |
|
| R1 |
1.1541 |
1.1541 |
1.1459 |
1.1517 |
| PP |
1.1493 |
1.1493 |
1.1493 |
1.1481 |
| S1 |
1.1397 |
1.1397 |
1.1432 |
1.1373 |
| S2 |
1.1349 |
1.1349 |
1.1419 |
|
| S3 |
1.1205 |
1.1253 |
1.1406 |
|
| S4 |
1.1061 |
1.1109 |
1.1366 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1472 |
1.1367 |
0.0105 |
0.9% |
0.0058 |
0.5% |
48% |
False |
True |
772 |
| 10 |
1.1620 |
1.1367 |
0.0253 |
2.2% |
0.0050 |
0.4% |
20% |
False |
True |
632 |
| 20 |
1.1646 |
1.1367 |
0.0279 |
2.4% |
0.0056 |
0.5% |
18% |
False |
True |
536 |
| 40 |
1.1722 |
1.1367 |
0.0355 |
3.1% |
0.0067 |
0.6% |
14% |
False |
True |
434 |
| 60 |
1.1722 |
1.1367 |
0.0355 |
3.1% |
0.0065 |
0.6% |
14% |
False |
True |
381 |
| 80 |
1.1761 |
1.1367 |
0.0394 |
3.5% |
0.0061 |
0.5% |
13% |
False |
True |
350 |
| 100 |
1.2069 |
1.1367 |
0.0702 |
6.1% |
0.0056 |
0.5% |
7% |
False |
True |
307 |
| 120 |
1.2069 |
1.1367 |
0.0702 |
6.1% |
0.0055 |
0.5% |
7% |
False |
True |
263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1656 |
|
2.618 |
1.1566 |
|
1.618 |
1.1511 |
|
1.000 |
1.1477 |
|
0.618 |
1.1456 |
|
HIGH |
1.1422 |
|
0.618 |
1.1401 |
|
0.500 |
1.1395 |
|
0.382 |
1.1388 |
|
LOW |
1.1367 |
|
0.618 |
1.1333 |
|
1.000 |
1.1312 |
|
1.618 |
1.1278 |
|
2.618 |
1.1223 |
|
4.250 |
1.1133 |
|
|
| Fisher Pivots for day following 14-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1410 |
1.1416 |
| PP |
1.1402 |
1.1415 |
| S1 |
1.1395 |
1.1414 |
|