CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 06-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2019 |
06-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1437 |
1.1397 |
-0.0041 |
-0.4% |
1.1442 |
| High |
1.1437 |
1.1422 |
-0.0016 |
-0.1% |
1.1522 |
| Low |
1.1388 |
1.1382 |
-0.0006 |
-0.1% |
1.1442 |
| Close |
1.1401 |
1.1404 |
0.0003 |
0.0% |
1.1459 |
| Range |
0.0049 |
0.0040 |
-0.0010 |
-19.4% |
0.0080 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
13,348 |
16,206 |
2,858 |
21.4% |
17,995 |
|
| Daily Pivots for day following 06-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1521 |
1.1502 |
1.1426 |
|
| R3 |
1.1482 |
1.1463 |
1.1415 |
|
| R2 |
1.1442 |
1.1442 |
1.1411 |
|
| R1 |
1.1423 |
1.1423 |
1.1408 |
1.1433 |
| PP |
1.1403 |
1.1403 |
1.1403 |
1.1407 |
| S1 |
1.1384 |
1.1384 |
1.1400 |
1.1393 |
| S2 |
1.1363 |
1.1363 |
1.1397 |
|
| S3 |
1.1324 |
1.1344 |
1.1393 |
|
| S4 |
1.1284 |
1.1305 |
1.1382 |
|
|
| 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 |
1.1382 |
0.0140 |
1.2% |
0.0054 |
0.5% |
16% |
False |
True |
9,274 |
| 10 |
1.1522 |
1.1382 |
0.0140 |
1.2% |
0.0048 |
0.4% |
16% |
False |
True |
6,172 |
| 20 |
1.1530 |
1.1350 |
0.0181 |
1.6% |
0.0053 |
0.5% |
30% |
False |
False |
4,009 |
| 40 |
1.1722 |
1.1350 |
0.0373 |
3.3% |
0.0057 |
0.5% |
15% |
False |
False |
2,232 |
| 60 |
1.1722 |
1.1350 |
0.0373 |
3.3% |
0.0063 |
0.6% |
15% |
False |
False |
1,579 |
| 80 |
1.1722 |
1.1350 |
0.0373 |
3.3% |
0.0063 |
0.6% |
15% |
False |
False |
1,274 |
| 100 |
1.1851 |
1.1350 |
0.0501 |
4.4% |
0.0057 |
0.5% |
11% |
False |
False |
1,048 |
| 120 |
1.2069 |
1.1350 |
0.0719 |
6.3% |
0.0055 |
0.5% |
8% |
False |
False |
878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1589 |
|
2.618 |
1.1525 |
|
1.618 |
1.1485 |
|
1.000 |
1.1461 |
|
0.618 |
1.1446 |
|
HIGH |
1.1422 |
|
0.618 |
1.1406 |
|
0.500 |
1.1402 |
|
0.382 |
1.1397 |
|
LOW |
1.1382 |
|
0.618 |
1.1358 |
|
1.000 |
1.1343 |
|
1.618 |
1.1318 |
|
2.618 |
1.1279 |
|
4.250 |
1.1214 |
|
|
| Fisher Pivots for day following 06-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1403 |
1.1430 |
| PP |
1.1403 |
1.1422 |
| S1 |
1.1402 |
1.1413 |
|