CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 01-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2019 |
01-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1481 |
1.1473 |
-0.0008 |
-0.1% |
1.1442 |
| High |
1.1522 |
1.1508 |
-0.0014 |
-0.1% |
1.1522 |
| Low |
1.1462 |
1.1456 |
-0.0006 |
-0.1% |
1.1442 |
| Close |
1.1481 |
1.1459 |
-0.0022 |
-0.2% |
1.1459 |
| Range |
0.0061 |
0.0053 |
-0.0008 |
-13.2% |
0.0080 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
7,111 |
3,345 |
-3,766 |
-53.0% |
17,995 |
|
| Daily Pivots for day following 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1632 |
1.1598 |
1.1487 |
|
| R3 |
1.1579 |
1.1545 |
1.1473 |
|
| R2 |
1.1527 |
1.1527 |
1.1468 |
|
| R1 |
1.1493 |
1.1493 |
1.1463 |
1.1483 |
| PP |
1.1474 |
1.1474 |
1.1474 |
1.1469 |
| S1 |
1.1440 |
1.1440 |
1.1454 |
1.1431 |
| S2 |
1.1422 |
1.1422 |
1.1449 |
|
| S3 |
1.1369 |
1.1388 |
1.1444 |
|
| S4 |
1.1317 |
1.1335 |
1.1430 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1714 |
1.1666 |
1.1503 |
|
| R3 |
1.1634 |
1.1586 |
1.1481 |
|
| R2 |
1.1554 |
1.1554 |
1.1473 |
|
| R1 |
1.1506 |
1.1506 |
1.1466 |
1.1530 |
| PP |
1.1474 |
1.1474 |
1.1474 |
1.1486 |
| S1 |
1.1426 |
1.1426 |
1.1451 |
1.1450 |
| S2 |
1.1394 |
1.1394 |
1.1444 |
|
| S3 |
1.1314 |
1.1346 |
1.1437 |
|
| S4 |
1.1234 |
1.1266 |
1.1415 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1522 |
1.1442 |
0.0080 |
0.7% |
0.0048 |
0.4% |
21% |
False |
False |
3,599 |
| 10 |
1.1522 |
1.1350 |
0.0173 |
1.5% |
0.0051 |
0.4% |
63% |
False |
False |
3,867 |
| 20 |
1.1620 |
1.1350 |
0.0271 |
2.4% |
0.0051 |
0.4% |
40% |
False |
False |
2,249 |
| 40 |
1.1722 |
1.1350 |
0.0373 |
3.3% |
0.0060 |
0.5% |
29% |
False |
False |
1,359 |
| 60 |
1.1722 |
1.1350 |
0.0373 |
3.3% |
0.0064 |
0.6% |
29% |
False |
False |
995 |
| 80 |
1.1727 |
1.1350 |
0.0377 |
3.3% |
0.0062 |
0.5% |
29% |
False |
False |
827 |
| 100 |
1.1851 |
1.1350 |
0.0501 |
4.4% |
0.0056 |
0.5% |
22% |
False |
False |
690 |
| 120 |
1.2069 |
1.1350 |
0.0719 |
6.3% |
0.0055 |
0.5% |
15% |
False |
False |
580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1731 |
|
2.618 |
1.1645 |
|
1.618 |
1.1593 |
|
1.000 |
1.1561 |
|
0.618 |
1.1540 |
|
HIGH |
1.1508 |
|
0.618 |
1.1488 |
|
0.500 |
1.1482 |
|
0.382 |
1.1476 |
|
LOW |
1.1456 |
|
0.618 |
1.1423 |
|
1.000 |
1.1403 |
|
1.618 |
1.1371 |
|
2.618 |
1.1318 |
|
4.250 |
1.1232 |
|
|
| Fisher Pivots for day following 01-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1482 |
1.1489 |
| PP |
1.1474 |
1.1479 |
| S1 |
1.1466 |
1.1469 |
|