CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 21-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2019 |
21-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1452 |
1.1453 |
0.0001 |
0.0% |
1.1446 |
| High |
1.1482 |
1.1474 |
-0.0008 |
-0.1% |
1.1461 |
| Low |
1.1439 |
1.1429 |
-0.0010 |
-0.1% |
1.1350 |
| Close |
1.1463 |
1.1445 |
-0.0018 |
-0.2% |
1.1410 |
| Range |
0.0043 |
0.0045 |
0.0002 |
4.7% |
0.0111 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
3,164 |
6,491 |
3,327 |
105.2% |
10,181 |
|
| Daily Pivots for day following 21-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1584 |
1.1560 |
1.1470 |
|
| R3 |
1.1539 |
1.1515 |
1.1457 |
|
| R2 |
1.1494 |
1.1494 |
1.1453 |
|
| R1 |
1.1470 |
1.1470 |
1.1449 |
1.1460 |
| PP |
1.1449 |
1.1449 |
1.1449 |
1.1444 |
| S1 |
1.1425 |
1.1425 |
1.1441 |
1.1415 |
| S2 |
1.1404 |
1.1404 |
1.1437 |
|
| S3 |
1.1359 |
1.1380 |
1.1433 |
|
| S4 |
1.1314 |
1.1335 |
1.1420 |
|
|
| 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% |
0.0059 |
0.5% |
72% |
False |
False |
4,087 |
| 10 |
1.1494 |
1.1350 |
0.0145 |
1.3% |
0.0058 |
0.5% |
66% |
False |
False |
2,389 |
| 20 |
1.1646 |
1.1350 |
0.0297 |
2.6% |
0.0060 |
0.5% |
32% |
False |
False |
1,463 |
| 40 |
1.1722 |
1.1350 |
0.0373 |
3.3% |
0.0064 |
0.6% |
26% |
False |
False |
891 |
| 60 |
1.1722 |
1.1350 |
0.0373 |
3.3% |
0.0064 |
0.6% |
26% |
False |
False |
697 |
| 80 |
1.1727 |
1.1350 |
0.0377 |
3.3% |
0.0062 |
0.5% |
25% |
False |
False |
589 |
| 100 |
1.1892 |
1.1350 |
0.0542 |
4.7% |
0.0056 |
0.5% |
18% |
False |
False |
499 |
| 120 |
1.2069 |
1.1350 |
0.0719 |
6.3% |
0.0056 |
0.5% |
13% |
False |
False |
423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1665 |
|
2.618 |
1.1592 |
|
1.618 |
1.1547 |
|
1.000 |
1.1519 |
|
0.618 |
1.1502 |
|
HIGH |
1.1474 |
|
0.618 |
1.1457 |
|
0.500 |
1.1452 |
|
0.382 |
1.1446 |
|
LOW |
1.1429 |
|
0.618 |
1.1401 |
|
1.000 |
1.1384 |
|
1.618 |
1.1356 |
|
2.618 |
1.1311 |
|
4.250 |
1.1238 |
|
|
| Fisher Pivots for day following 21-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1452 |
1.1442 |
| PP |
1.1449 |
1.1439 |
| S1 |
1.1447 |
1.1436 |
|