CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 20-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2019 |
20-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1405 |
1.1452 |
0.0048 |
0.4% |
1.1446 |
| High |
1.1471 |
1.1482 |
0.0012 |
0.1% |
1.1461 |
| Low |
1.1389 |
1.1439 |
0.0050 |
0.4% |
1.1350 |
| Close |
1.1454 |
1.1463 |
0.0009 |
0.1% |
1.1410 |
| Range |
0.0082 |
0.0043 |
-0.0039 |
-47.2% |
0.0111 |
| ATR |
0.0064 |
0.0062 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
2,781 |
3,164 |
383 |
13.8% |
10,181 |
|
| Daily Pivots for day following 20-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1590 |
1.1570 |
1.1487 |
|
| R3 |
1.1547 |
1.1527 |
1.1475 |
|
| R2 |
1.1504 |
1.1504 |
1.1471 |
|
| R1 |
1.1484 |
1.1484 |
1.1467 |
1.1494 |
| PP |
1.1461 |
1.1461 |
1.1461 |
1.1467 |
| S1 |
1.1441 |
1.1441 |
1.1459 |
1.1451 |
| S2 |
1.1418 |
1.1418 |
1.1455 |
|
| S3 |
1.1375 |
1.1398 |
1.1451 |
|
| S4 |
1.1332 |
1.1355 |
1.1439 |
|
|
| Weekly Pivots for week ending 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1740 |
1.1686 |
1.1471 |
|
| R3 |
1.1629 |
1.1575 |
1.1441 |
|
| R2 |
1.1518 |
1.1518 |
1.1430 |
|
| R1 |
1.1464 |
1.1464 |
1.1420 |
1.1435 |
| PP |
1.1407 |
1.1407 |
1.1407 |
1.1392 |
| S1 |
1.1353 |
1.1353 |
1.1400 |
1.1324 |
| S2 |
1.1296 |
1.1296 |
1.1390 |
|
| S3 |
1.1185 |
1.1242 |
1.1379 |
|
| S4 |
1.1074 |
1.1131 |
1.1349 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1482 |
1.1350 |
0.0133 |
1.2% |
0.0066 |
0.6% |
86% |
True |
False |
2,943 |
| 10 |
1.1530 |
1.1350 |
0.0181 |
1.6% |
0.0057 |
0.5% |
63% |
False |
False |
1,845 |
| 20 |
1.1646 |
1.1350 |
0.0297 |
2.6% |
0.0060 |
0.5% |
38% |
False |
False |
1,148 |
| 40 |
1.1722 |
1.1350 |
0.0373 |
3.2% |
0.0066 |
0.6% |
30% |
False |
False |
736 |
| 60 |
1.1722 |
1.1350 |
0.0373 |
3.2% |
0.0065 |
0.6% |
30% |
False |
False |
591 |
| 80 |
1.1727 |
1.1350 |
0.0377 |
3.3% |
0.0062 |
0.5% |
30% |
False |
False |
508 |
| 100 |
1.2016 |
1.1350 |
0.0667 |
5.8% |
0.0056 |
0.5% |
17% |
False |
False |
435 |
| 120 |
1.2069 |
1.1350 |
0.0719 |
6.3% |
0.0056 |
0.5% |
16% |
False |
False |
369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1665 |
|
2.618 |
1.1595 |
|
1.618 |
1.1552 |
|
1.000 |
1.1525 |
|
0.618 |
1.1509 |
|
HIGH |
1.1482 |
|
0.618 |
1.1466 |
|
0.500 |
1.1461 |
|
0.382 |
1.1455 |
|
LOW |
1.1439 |
|
0.618 |
1.1412 |
|
1.000 |
1.1396 |
|
1.618 |
1.1369 |
|
2.618 |
1.1326 |
|
4.250 |
1.1256 |
|
|
| Fisher Pivots for day following 20-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1462 |
1.1447 |
| PP |
1.1461 |
1.1432 |
| S1 |
1.1461 |
1.1416 |
|