CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 08-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2019 |
08-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1403 |
1.1286 |
-0.0117 |
-1.0% |
1.1476 |
| High |
1.1414 |
1.1339 |
-0.0075 |
-0.7% |
1.1479 |
| Low |
1.1270 |
1.1278 |
0.0009 |
0.1% |
1.1270 |
| Close |
1.1276 |
1.1336 |
0.0060 |
0.5% |
1.1336 |
| Range |
0.0145 |
0.0061 |
-0.0084 |
-57.8% |
0.0209 |
| ATR |
0.0061 |
0.0062 |
0.0000 |
0.2% |
0.0000 |
| Volume |
72,676 |
48,032 |
-24,644 |
-33.9% |
156,626 |
|
| Daily Pivots for day following 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1501 |
1.1479 |
1.1370 |
|
| R3 |
1.1440 |
1.1418 |
1.1353 |
|
| R2 |
1.1379 |
1.1379 |
1.1347 |
|
| R1 |
1.1357 |
1.1357 |
1.1342 |
1.1368 |
| PP |
1.1318 |
1.1318 |
1.1318 |
1.1323 |
| S1 |
1.1296 |
1.1296 |
1.1330 |
1.1307 |
| S2 |
1.1257 |
1.1257 |
1.1325 |
|
| S3 |
1.1196 |
1.1235 |
1.1319 |
|
| S4 |
1.1135 |
1.1174 |
1.1302 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1988 |
1.1871 |
1.1451 |
|
| R3 |
1.1779 |
1.1662 |
1.1393 |
|
| R2 |
1.1570 |
1.1570 |
1.1374 |
|
| R1 |
1.1453 |
1.1453 |
1.1355 |
1.1407 |
| PP |
1.1361 |
1.1361 |
1.1361 |
1.1338 |
| S1 |
1.1244 |
1.1244 |
1.1317 |
1.1198 |
| S2 |
1.1152 |
1.1152 |
1.1298 |
|
| S3 |
1.0943 |
1.1035 |
1.1279 |
|
| S4 |
1.0734 |
1.0826 |
1.1221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1479 |
1.1270 |
0.0209 |
1.8% |
0.0073 |
0.6% |
32% |
False |
False |
31,325 |
| 10 |
1.1522 |
1.1270 |
0.0253 |
2.2% |
0.0060 |
0.5% |
26% |
False |
False |
17,462 |
| 20 |
1.1522 |
1.1270 |
0.0253 |
2.2% |
0.0058 |
0.5% |
26% |
False |
False |
9,957 |
| 40 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0058 |
0.5% |
15% |
False |
False |
5,224 |
| 60 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0065 |
0.6% |
15% |
False |
False |
3,569 |
| 80 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0064 |
0.6% |
15% |
False |
False |
2,781 |
| 100 |
1.1846 |
1.1270 |
0.0576 |
5.1% |
0.0059 |
0.5% |
12% |
False |
False |
2,254 |
| 120 |
1.2069 |
1.1270 |
0.0799 |
7.0% |
0.0055 |
0.5% |
8% |
False |
False |
1,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1598 |
|
2.618 |
1.1499 |
|
1.618 |
1.1438 |
|
1.000 |
1.1400 |
|
0.618 |
1.1377 |
|
HIGH |
1.1339 |
|
0.618 |
1.1316 |
|
0.500 |
1.1309 |
|
0.382 |
1.1301 |
|
LOW |
1.1278 |
|
0.618 |
1.1240 |
|
1.000 |
1.1217 |
|
1.618 |
1.1179 |
|
2.618 |
1.1118 |
|
4.250 |
1.1019 |
|
|
| Fisher Pivots for day following 08-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1327 |
1.1346 |
| PP |
1.1318 |
1.1342 |
| S1 |
1.1309 |
1.1339 |
|