CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 25-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2019 |
25-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1444 |
1.1442 |
-0.0002 |
0.0% |
1.1405 |
| High |
1.1463 |
1.1475 |
0.0012 |
0.1% |
1.1482 |
| Low |
1.1430 |
1.1442 |
0.0013 |
0.1% |
1.1389 |
| Close |
1.1446 |
1.1472 |
0.0026 |
0.2% |
1.1446 |
| Range |
0.0034 |
0.0033 |
-0.0001 |
-3.0% |
0.0093 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
1,325 |
2,031 |
706 |
53.3% |
13,761 |
|
| Daily Pivots for day following 25-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1560 |
1.1549 |
1.1490 |
|
| R3 |
1.1528 |
1.1516 |
1.1481 |
|
| R2 |
1.1495 |
1.1495 |
1.1478 |
|
| R1 |
1.1484 |
1.1484 |
1.1475 |
1.1490 |
| PP |
1.1463 |
1.1463 |
1.1463 |
1.1466 |
| S1 |
1.1451 |
1.1451 |
1.1469 |
1.1457 |
| S2 |
1.1430 |
1.1430 |
1.1466 |
|
| S3 |
1.1398 |
1.1419 |
1.1463 |
|
| S4 |
1.1365 |
1.1386 |
1.1454 |
|
|
| 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 |
1.1389 |
0.0093 |
0.8% |
0.0047 |
0.4% |
89% |
False |
False |
3,158 |
| 10 |
1.1482 |
1.1350 |
0.0133 |
1.2% |
0.0057 |
0.5% |
92% |
False |
False |
2,597 |
| 20 |
1.1646 |
1.1350 |
0.0297 |
2.6% |
0.0053 |
0.5% |
41% |
False |
False |
1,553 |
| 40 |
1.1722 |
1.1350 |
0.0373 |
3.2% |
0.0062 |
0.5% |
33% |
False |
False |
970 |
| 60 |
1.1722 |
1.1350 |
0.0373 |
3.2% |
0.0065 |
0.6% |
33% |
False |
False |
752 |
| 80 |
1.1727 |
1.1350 |
0.0377 |
3.3% |
0.0062 |
0.5% |
32% |
False |
False |
628 |
| 100 |
1.1851 |
1.1350 |
0.0501 |
4.4% |
0.0056 |
0.5% |
24% |
False |
False |
532 |
| 120 |
1.2069 |
1.1350 |
0.0719 |
6.3% |
0.0055 |
0.5% |
17% |
False |
False |
450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1613 |
|
2.618 |
1.1560 |
|
1.618 |
1.1527 |
|
1.000 |
1.1507 |
|
0.618 |
1.1495 |
|
HIGH |
1.1475 |
|
0.618 |
1.1462 |
|
0.500 |
1.1458 |
|
0.382 |
1.1454 |
|
LOW |
1.1442 |
|
0.618 |
1.1422 |
|
1.000 |
1.1410 |
|
1.618 |
1.1389 |
|
2.618 |
1.1357 |
|
4.250 |
1.1304 |
|
|
| Fisher Pivots for day following 25-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1467 |
1.1465 |
| PP |
1.1463 |
1.1459 |
| S1 |
1.1458 |
1.1452 |
|