CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 11-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2019 |
11-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1286 |
1.1326 |
0.0040 |
0.4% |
1.1476 |
| High |
1.1339 |
1.1351 |
0.0012 |
0.1% |
1.1479 |
| Low |
1.1278 |
1.1315 |
0.0037 |
0.3% |
1.1270 |
| Close |
1.1336 |
1.1332 |
-0.0004 |
0.0% |
1.1336 |
| Range |
0.0061 |
0.0036 |
-0.0025 |
-41.0% |
0.0209 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
48,032 |
102,401 |
54,369 |
113.2% |
156,626 |
|
| Daily Pivots for day following 11-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1440 |
1.1422 |
1.1352 |
|
| R3 |
1.1404 |
1.1386 |
1.1342 |
|
| R2 |
1.1368 |
1.1368 |
1.1339 |
|
| R1 |
1.1350 |
1.1350 |
1.1335 |
1.1359 |
| PP |
1.1332 |
1.1332 |
1.1332 |
1.1337 |
| S1 |
1.1314 |
1.1314 |
1.1329 |
1.1323 |
| S2 |
1.1296 |
1.1296 |
1.1325 |
|
| S3 |
1.1260 |
1.1278 |
1.1322 |
|
| S4 |
1.1224 |
1.1242 |
1.1312 |
|
|
| 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 |
1.1437 |
1.1270 |
0.0168 |
1.5% |
0.0066 |
0.6% |
37% |
False |
False |
50,532 |
| 10 |
1.1522 |
1.1270 |
0.0253 |
2.2% |
0.0061 |
0.5% |
25% |
False |
False |
27,499 |
| 20 |
1.1522 |
1.1270 |
0.0253 |
2.2% |
0.0059 |
0.5% |
25% |
False |
False |
15,048 |
| 40 |
1.1684 |
1.1270 |
0.0414 |
3.7% |
0.0057 |
0.5% |
15% |
False |
False |
7,770 |
| 60 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0064 |
0.6% |
14% |
False |
False |
5,269 |
| 80 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0064 |
0.6% |
14% |
False |
False |
4,061 |
| 100 |
1.1834 |
1.1270 |
0.0564 |
5.0% |
0.0059 |
0.5% |
11% |
False |
False |
3,258 |
| 120 |
1.2069 |
1.1270 |
0.0799 |
7.1% |
0.0055 |
0.5% |
8% |
False |
False |
2,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1504 |
|
2.618 |
1.1445 |
|
1.618 |
1.1409 |
|
1.000 |
1.1387 |
|
0.618 |
1.1373 |
|
HIGH |
1.1351 |
|
0.618 |
1.1337 |
|
0.500 |
1.1333 |
|
0.382 |
1.1328 |
|
LOW |
1.1315 |
|
0.618 |
1.1292 |
|
1.000 |
1.1279 |
|
1.618 |
1.1256 |
|
2.618 |
1.1220 |
|
4.250 |
1.1162 |
|
|
| Fisher Pivots for day following 11-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1333 |
1.1342 |
| PP |
1.1332 |
1.1339 |
| S1 |
1.1332 |
1.1335 |
|