CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 07-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2019 |
07-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1397 |
1.1403 |
0.0006 |
0.1% |
1.1442 |
| High |
1.1422 |
1.1414 |
-0.0008 |
-0.1% |
1.1522 |
| Low |
1.1382 |
1.1270 |
-0.0113 |
-1.0% |
1.1442 |
| Close |
1.1404 |
1.1276 |
-0.0128 |
-1.1% |
1.1459 |
| Range |
0.0040 |
0.0145 |
0.0105 |
265.8% |
0.0080 |
| ATR |
0.0055 |
0.0061 |
0.0006 |
11.6% |
0.0000 |
| Volume |
16,206 |
72,676 |
56,470 |
348.5% |
17,995 |
|
| Daily Pivots for day following 07-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1753 |
1.1659 |
1.1355 |
|
| R3 |
1.1609 |
1.1515 |
1.1316 |
|
| R2 |
1.1464 |
1.1464 |
1.1302 |
|
| R1 |
1.1370 |
1.1370 |
1.1289 |
1.1345 |
| PP |
1.1320 |
1.1320 |
1.1320 |
1.1307 |
| S1 |
1.1226 |
1.1226 |
1.1263 |
1.1201 |
| S2 |
1.1175 |
1.1175 |
1.1250 |
|
| S3 |
1.1031 |
1.1081 |
1.1236 |
|
| S4 |
1.0886 |
1.0937 |
1.1197 |
|
|
| 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 |
1.1508 |
1.1270 |
0.0239 |
2.1% |
0.0071 |
0.6% |
3% |
False |
True |
22,387 |
| 10 |
1.1522 |
1.1270 |
0.0253 |
2.2% |
0.0058 |
0.5% |
3% |
False |
True |
12,791 |
| 20 |
1.1522 |
1.1270 |
0.0253 |
2.2% |
0.0058 |
0.5% |
3% |
False |
True |
7,590 |
| 40 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0060 |
0.5% |
1% |
False |
True |
4,039 |
| 60 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0065 |
0.6% |
1% |
False |
True |
2,786 |
| 80 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0064 |
0.6% |
1% |
False |
True |
2,182 |
| 100 |
1.1846 |
1.1270 |
0.0576 |
5.1% |
0.0058 |
0.5% |
1% |
False |
True |
1,774 |
| 120 |
1.2069 |
1.1270 |
0.0799 |
7.1% |
0.0055 |
0.5% |
1% |
False |
True |
1,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2028 |
|
2.618 |
1.1792 |
|
1.618 |
1.1648 |
|
1.000 |
1.1559 |
|
0.618 |
1.1503 |
|
HIGH |
1.1414 |
|
0.618 |
1.1359 |
|
0.500 |
1.1342 |
|
0.382 |
1.1325 |
|
LOW |
1.1270 |
|
0.618 |
1.1180 |
|
1.000 |
1.1125 |
|
1.618 |
1.1036 |
|
2.618 |
1.0891 |
|
4.250 |
1.0655 |
|
|
| Fisher Pivots for day following 07-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1342 |
1.1353 |
| PP |
1.1320 |
1.1328 |
| S1 |
1.1298 |
1.1302 |
|