CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 12-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2019 |
12-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1326 |
1.1340 |
0.0014 |
0.1% |
1.1476 |
| High |
1.1351 |
1.1397 |
0.0046 |
0.4% |
1.1479 |
| Low |
1.1315 |
1.1339 |
0.0024 |
0.2% |
1.1270 |
| Close |
1.1332 |
1.1388 |
0.0056 |
0.5% |
1.1336 |
| Range |
0.0036 |
0.0058 |
0.0022 |
61.1% |
0.0209 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.6% |
0.0000 |
| Volume |
102,401 |
154,759 |
52,358 |
51.1% |
156,626 |
|
| Daily Pivots for day following 12-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1548 |
1.1526 |
1.1419 |
|
| R3 |
1.1490 |
1.1468 |
1.1403 |
|
| R2 |
1.1432 |
1.1432 |
1.1398 |
|
| R1 |
1.1410 |
1.1410 |
1.1393 |
1.1421 |
| PP |
1.1374 |
1.1374 |
1.1374 |
1.1380 |
| S1 |
1.1352 |
1.1352 |
1.1382 |
1.1363 |
| S2 |
1.1316 |
1.1316 |
1.1377 |
|
| S3 |
1.1258 |
1.1294 |
1.1372 |
|
| S4 |
1.1200 |
1.1236 |
1.1356 |
|
|
| 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 |
1.1422 |
1.1270 |
0.0152 |
1.3% |
0.0068 |
0.6% |
78% |
False |
False |
78,814 |
| 10 |
1.1522 |
1.1270 |
0.0253 |
2.2% |
0.0061 |
0.5% |
47% |
False |
False |
42,561 |
| 20 |
1.1522 |
1.1270 |
0.0253 |
2.2% |
0.0059 |
0.5% |
47% |
False |
False |
22,747 |
| 40 |
1.1646 |
1.1270 |
0.0377 |
3.3% |
0.0057 |
0.5% |
31% |
False |
False |
11,621 |
| 60 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0064 |
0.6% |
26% |
False |
False |
7,844 |
| 80 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0064 |
0.6% |
26% |
False |
False |
5,994 |
| 100 |
1.1782 |
1.1270 |
0.0513 |
4.5% |
0.0060 |
0.5% |
23% |
False |
False |
4,806 |
| 120 |
1.2069 |
1.1270 |
0.0799 |
7.0% |
0.0055 |
0.5% |
15% |
False |
False |
4,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1643 |
|
2.618 |
1.1548 |
|
1.618 |
1.1490 |
|
1.000 |
1.1455 |
|
0.618 |
1.1432 |
|
HIGH |
1.1397 |
|
0.618 |
1.1374 |
|
0.500 |
1.1368 |
|
0.382 |
1.1361 |
|
LOW |
1.1339 |
|
0.618 |
1.1303 |
|
1.000 |
1.1281 |
|
1.618 |
1.1245 |
|
2.618 |
1.1187 |
|
4.250 |
1.1092 |
|
|
| Fisher Pivots for day following 12-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1381 |
1.1371 |
| PP |
1.1374 |
1.1354 |
| S1 |
1.1368 |
1.1337 |
|