CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 27-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2019 |
27-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1464 |
1.1497 |
0.0033 |
0.3% |
1.1405 |
| High |
1.1507 |
1.1506 |
-0.0001 |
0.0% |
1.1482 |
| Low |
1.1452 |
1.1468 |
0.0016 |
0.1% |
1.1389 |
| Close |
1.1503 |
1.1475 |
-0.0028 |
-0.2% |
1.1446 |
| Range |
0.0055 |
0.0039 |
-0.0017 |
-30.0% |
0.0093 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
4,136 |
1,372 |
-2,764 |
-66.8% |
13,761 |
|
| Daily Pivots for day following 27-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1598 |
1.1575 |
1.1496 |
|
| R3 |
1.1560 |
1.1537 |
1.1486 |
|
| R2 |
1.1521 |
1.1521 |
1.1482 |
|
| R1 |
1.1498 |
1.1498 |
1.1479 |
1.1491 |
| PP |
1.1483 |
1.1483 |
1.1483 |
1.1479 |
| S1 |
1.1460 |
1.1460 |
1.1471 |
1.1452 |
| S2 |
1.1444 |
1.1444 |
1.1468 |
|
| S3 |
1.1406 |
1.1421 |
1.1464 |
|
| S4 |
1.1367 |
1.1383 |
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 |
1.1507 |
1.1429 |
0.0078 |
0.7% |
0.0041 |
0.4% |
59% |
False |
False |
3,071 |
| 10 |
1.1507 |
1.1350 |
0.0158 |
1.4% |
0.0053 |
0.5% |
80% |
False |
False |
3,007 |
| 20 |
1.1646 |
1.1350 |
0.0297 |
2.6% |
0.0054 |
0.5% |
42% |
False |
False |
1,802 |
| 40 |
1.1722 |
1.1350 |
0.0373 |
3.2% |
0.0062 |
0.5% |
34% |
False |
False |
1,102 |
| 60 |
1.1722 |
1.1350 |
0.0373 |
3.2% |
0.0064 |
0.6% |
34% |
False |
False |
828 |
| 80 |
1.1727 |
1.1350 |
0.0377 |
3.3% |
0.0062 |
0.5% |
33% |
False |
False |
696 |
| 100 |
1.1851 |
1.1350 |
0.0501 |
4.4% |
0.0056 |
0.5% |
25% |
False |
False |
586 |
| 120 |
1.2069 |
1.1350 |
0.0719 |
6.3% |
0.0055 |
0.5% |
17% |
False |
False |
493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1670 |
|
2.618 |
1.1607 |
|
1.618 |
1.1568 |
|
1.000 |
1.1545 |
|
0.618 |
1.1530 |
|
HIGH |
1.1506 |
|
0.618 |
1.1491 |
|
0.500 |
1.1487 |
|
0.382 |
1.1482 |
|
LOW |
1.1468 |
|
0.618 |
1.1444 |
|
1.000 |
1.1429 |
|
1.618 |
1.1405 |
|
2.618 |
1.1367 |
|
4.250 |
1.1304 |
|
|
| Fisher Pivots for day following 27-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1487 |
1.1475 |
| PP |
1.1483 |
1.1475 |
| S1 |
1.1479 |
1.1475 |
|