CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 22-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2019 |
22-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1453 |
1.1444 |
-0.0009 |
-0.1% |
1.1405 |
| High |
1.1474 |
1.1463 |
-0.0011 |
-0.1% |
1.1482 |
| Low |
1.1429 |
1.1430 |
0.0001 |
0.0% |
1.1389 |
| Close |
1.1445 |
1.1446 |
0.0001 |
0.0% |
1.1446 |
| Range |
0.0045 |
0.0034 |
-0.0012 |
-25.6% |
0.0093 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
6,491 |
1,325 |
-5,166 |
-79.6% |
13,761 |
|
| Daily Pivots for day following 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1547 |
1.1530 |
1.1464 |
|
| R3 |
1.1513 |
1.1496 |
1.1455 |
|
| R2 |
1.1480 |
1.1480 |
1.1452 |
|
| R1 |
1.1463 |
1.1463 |
1.1449 |
1.1471 |
| PP |
1.1446 |
1.1446 |
1.1446 |
1.1450 |
| S1 |
1.1429 |
1.1429 |
1.1443 |
1.1438 |
| S2 |
1.1413 |
1.1413 |
1.1440 |
|
| S3 |
1.1379 |
1.1396 |
1.1437 |
|
| S4 |
1.1346 |
1.1362 |
1.1428 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1718 |
1.1675 |
1.1497 |
|
| R3 |
1.1625 |
1.1582 |
1.1472 |
|
| R2 |
1.1532 |
1.1532 |
1.1463 |
|
| R1 |
1.1489 |
1.1489 |
1.1455 |
1.1511 |
| PP |
1.1439 |
1.1439 |
1.1439 |
1.1450 |
| S1 |
1.1396 |
1.1396 |
1.1437 |
1.1418 |
| S2 |
1.1346 |
1.1346 |
1.1429 |
|
| S3 |
1.1253 |
1.1303 |
1.1420 |
|
| S4 |
1.1160 |
1.1210 |
1.1395 |
|
|
| 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% |
0.0055 |
0.5% |
73% |
False |
False |
4,135 |
| 10 |
1.1482 |
1.1350 |
0.0133 |
1.2% |
0.0057 |
0.5% |
73% |
False |
False |
2,453 |
| 20 |
1.1646 |
1.1350 |
0.0297 |
2.6% |
0.0057 |
0.5% |
33% |
False |
False |
1,474 |
| 40 |
1.1722 |
1.1350 |
0.0373 |
3.3% |
0.0063 |
0.6% |
26% |
False |
False |
922 |
| 60 |
1.1722 |
1.1350 |
0.0373 |
3.3% |
0.0065 |
0.6% |
26% |
False |
False |
719 |
| 80 |
1.1727 |
1.1350 |
0.0377 |
3.3% |
0.0062 |
0.5% |
26% |
False |
False |
604 |
| 100 |
1.1880 |
1.1350 |
0.0531 |
4.6% |
0.0056 |
0.5% |
18% |
False |
False |
511 |
| 120 |
1.2069 |
1.1350 |
0.0719 |
6.3% |
0.0056 |
0.5% |
13% |
False |
False |
433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1605 |
|
2.618 |
1.1551 |
|
1.618 |
1.1517 |
|
1.000 |
1.1497 |
|
0.618 |
1.1484 |
|
HIGH |
1.1463 |
|
0.618 |
1.1450 |
|
0.500 |
1.1446 |
|
0.382 |
1.1442 |
|
LOW |
1.1430 |
|
0.618 |
1.1409 |
|
1.000 |
1.1396 |
|
1.618 |
1.1375 |
|
2.618 |
1.1342 |
|
4.250 |
1.1287 |
|
|
| Fisher Pivots for day following 22-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1446 |
1.1456 |
| PP |
1.1446 |
1.1452 |
| S1 |
1.1446 |
1.1449 |
|