CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 15-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2019 |
15-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1417 |
1.1393 |
-0.0025 |
-0.2% |
1.1326 |
| High |
1.1426 |
1.1432 |
0.0006 |
0.1% |
1.1432 |
| Low |
1.1383 |
1.1387 |
0.0005 |
0.0% |
1.1315 |
| Close |
1.1388 |
1.1408 |
0.0020 |
0.2% |
1.1408 |
| Range |
0.0044 |
0.0045 |
0.0002 |
3.4% |
0.0118 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
197,543 |
209,319 |
11,776 |
6.0% |
888,305 |
|
| Daily Pivots for day following 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1544 |
1.1521 |
1.1432 |
|
| R3 |
1.1499 |
1.1476 |
1.1420 |
|
| R2 |
1.1454 |
1.1454 |
1.1416 |
|
| R1 |
1.1431 |
1.1431 |
1.1412 |
1.1442 |
| PP |
1.1409 |
1.1409 |
1.1409 |
1.1415 |
| S1 |
1.1386 |
1.1386 |
1.1403 |
1.1397 |
| S2 |
1.1364 |
1.1364 |
1.1399 |
|
| S3 |
1.1319 |
1.1341 |
1.1395 |
|
| S4 |
1.1274 |
1.1296 |
1.1383 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1737 |
1.1690 |
1.1472 |
|
| R3 |
1.1620 |
1.1572 |
1.1440 |
|
| R2 |
1.1502 |
1.1502 |
1.1429 |
|
| R1 |
1.1455 |
1.1455 |
1.1418 |
1.1479 |
| PP |
1.1385 |
1.1385 |
1.1385 |
1.1397 |
| S1 |
1.1337 |
1.1337 |
1.1397 |
1.1361 |
| S2 |
1.1267 |
1.1267 |
1.1386 |
|
| S3 |
1.1150 |
1.1220 |
1.1375 |
|
| S4 |
1.1032 |
1.1102 |
1.1343 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1432 |
1.1315 |
0.0118 |
1.0% |
0.0049 |
0.4% |
79% |
True |
False |
177,661 |
| 10 |
1.1479 |
1.1270 |
0.0209 |
1.8% |
0.0061 |
0.5% |
66% |
False |
False |
104,493 |
| 20 |
1.1522 |
1.1270 |
0.0253 |
2.2% |
0.0056 |
0.5% |
55% |
False |
False |
54,180 |
| 40 |
1.1646 |
1.1270 |
0.0377 |
3.3% |
0.0056 |
0.5% |
37% |
False |
False |
27,358 |
| 60 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0063 |
0.6% |
30% |
False |
False |
18,349 |
| 80 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0063 |
0.6% |
30% |
False |
False |
13,830 |
| 100 |
1.1761 |
1.1270 |
0.0492 |
4.3% |
0.0060 |
0.5% |
28% |
False |
False |
11,116 |
| 120 |
1.2069 |
1.1270 |
0.0799 |
7.0% |
0.0056 |
0.5% |
17% |
False |
False |
9,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1623 |
|
2.618 |
1.1550 |
|
1.618 |
1.1505 |
|
1.000 |
1.1477 |
|
0.618 |
1.1460 |
|
HIGH |
1.1432 |
|
0.618 |
1.1415 |
|
0.500 |
1.1410 |
|
0.382 |
1.1404 |
|
LOW |
1.1387 |
|
0.618 |
1.1359 |
|
1.000 |
1.1342 |
|
1.618 |
1.1314 |
|
2.618 |
1.1269 |
|
4.250 |
1.1196 |
|
|
| Fisher Pivots for day following 15-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1410 |
1.1405 |
| PP |
1.1409 |
1.1402 |
| S1 |
1.1408 |
1.1400 |
|