CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 14-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2019 |
14-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1379 |
1.1417 |
0.0038 |
0.3% |
1.1476 |
| High |
1.1430 |
1.1426 |
-0.0004 |
0.0% |
1.1479 |
| Low |
1.1368 |
1.1383 |
0.0015 |
0.1% |
1.1270 |
| Close |
1.1421 |
1.1388 |
-0.0033 |
-0.3% |
1.1336 |
| Range |
0.0062 |
0.0044 |
-0.0019 |
-29.8% |
0.0209 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
224,283 |
197,543 |
-26,740 |
-11.9% |
156,626 |
|
| Daily Pivots for day following 14-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1529 |
1.1502 |
1.1412 |
|
| R3 |
1.1486 |
1.1459 |
1.1400 |
|
| R2 |
1.1442 |
1.1442 |
1.1396 |
|
| R1 |
1.1415 |
1.1415 |
1.1392 |
1.1407 |
| PP |
1.1399 |
1.1399 |
1.1399 |
1.1395 |
| S1 |
1.1372 |
1.1372 |
1.1384 |
1.1364 |
| S2 |
1.1355 |
1.1355 |
1.1380 |
|
| S3 |
1.1312 |
1.1328 |
1.1376 |
|
| S4 |
1.1268 |
1.1285 |
1.1364 |
|
|
| 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 |
1.1430 |
1.1278 |
0.0152 |
1.3% |
0.0052 |
0.5% |
73% |
False |
False |
145,403 |
| 10 |
1.1508 |
1.1270 |
0.0239 |
2.1% |
0.0062 |
0.5% |
50% |
False |
False |
83,895 |
| 20 |
1.1522 |
1.1270 |
0.0253 |
2.2% |
0.0057 |
0.5% |
47% |
False |
False |
43,768 |
| 40 |
1.1646 |
1.1270 |
0.0377 |
3.3% |
0.0056 |
0.5% |
31% |
False |
False |
22,139 |
| 60 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0063 |
0.6% |
26% |
False |
False |
14,863 |
| 80 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0063 |
0.6% |
26% |
False |
False |
11,240 |
| 100 |
1.1761 |
1.1270 |
0.0492 |
4.3% |
0.0060 |
0.5% |
24% |
False |
False |
9,024 |
| 120 |
1.2069 |
1.1270 |
0.0799 |
7.0% |
0.0055 |
0.5% |
15% |
False |
False |
7,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1611 |
|
2.618 |
1.1540 |
|
1.618 |
1.1496 |
|
1.000 |
1.1470 |
|
0.618 |
1.1453 |
|
HIGH |
1.1426 |
|
0.618 |
1.1409 |
|
0.500 |
1.1404 |
|
0.382 |
1.1399 |
|
LOW |
1.1383 |
|
0.618 |
1.1356 |
|
1.000 |
1.1339 |
|
1.618 |
1.1312 |
|
2.618 |
1.1269 |
|
4.250 |
1.1198 |
|
|
| Fisher Pivots for day following 14-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1404 |
1.1387 |
| PP |
1.1399 |
1.1385 |
| S1 |
1.1393 |
1.1384 |
|