CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 21-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2019 |
21-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1433 |
1.1509 |
0.0076 |
0.7% |
1.1326 |
| High |
1.1535 |
1.1521 |
-0.0014 |
-0.1% |
1.1432 |
| Low |
1.1420 |
1.1425 |
0.0005 |
0.0% |
1.1315 |
| Close |
1.1532 |
1.1436 |
-0.0097 |
-0.8% |
1.1408 |
| Range |
0.0115 |
0.0096 |
-0.0019 |
-16.2% |
0.0118 |
| ATR |
0.0059 |
0.0062 |
0.0003 |
5.8% |
0.0000 |
| Volume |
201,422 |
227,581 |
26,159 |
13.0% |
888,305 |
|
| Daily Pivots for day following 21-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1749 |
1.1688 |
1.1488 |
|
| R3 |
1.1653 |
1.1592 |
1.1462 |
|
| R2 |
1.1557 |
1.1557 |
1.1453 |
|
| R1 |
1.1496 |
1.1496 |
1.1444 |
1.1478 |
| PP |
1.1461 |
1.1461 |
1.1461 |
1.1452 |
| S1 |
1.1400 |
1.1400 |
1.1427 |
1.1382 |
| S2 |
1.1365 |
1.1365 |
1.1418 |
|
| S3 |
1.1269 |
1.1304 |
1.1409 |
|
| S4 |
1.1173 |
1.1208 |
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 |
1.1535 |
1.1387 |
0.0148 |
1.3% |
0.0065 |
0.6% |
33% |
False |
False |
179,763 |
| 10 |
1.1535 |
1.1278 |
0.0257 |
2.2% |
0.0058 |
0.5% |
61% |
False |
False |
162,583 |
| 20 |
1.1535 |
1.1270 |
0.0265 |
2.3% |
0.0058 |
0.5% |
63% |
False |
False |
87,687 |
| 40 |
1.1646 |
1.1270 |
0.0377 |
3.3% |
0.0059 |
0.5% |
44% |
False |
False |
44,575 |
| 60 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0062 |
0.5% |
37% |
False |
False |
29,823 |
| 80 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0063 |
0.5% |
37% |
False |
False |
22,445 |
| 100 |
1.1727 |
1.1270 |
0.0457 |
4.0% |
0.0061 |
0.5% |
36% |
False |
False |
18,008 |
| 120 |
1.1892 |
1.1270 |
0.0622 |
5.4% |
0.0056 |
0.5% |
27% |
False |
False |
15,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1929 |
|
2.618 |
1.1772 |
|
1.618 |
1.1676 |
|
1.000 |
1.1617 |
|
0.618 |
1.1580 |
|
HIGH |
1.1521 |
|
0.618 |
1.1484 |
|
0.500 |
1.1473 |
|
0.382 |
1.1462 |
|
LOW |
1.1425 |
|
0.618 |
1.1366 |
|
1.000 |
1.1329 |
|
1.618 |
1.1270 |
|
2.618 |
1.1174 |
|
4.250 |
1.1017 |
|
|
| Fisher Pivots for day following 21-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1473 |
1.1477 |
| PP |
1.1461 |
1.1463 |
| S1 |
1.1448 |
1.1449 |
|