CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 22-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2019 |
22-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1509 |
1.1458 |
-0.0051 |
-0.4% |
1.1410 |
| High |
1.1521 |
1.1473 |
-0.0048 |
-0.4% |
1.1535 |
| Low |
1.1425 |
1.1354 |
-0.0071 |
-0.6% |
1.1354 |
| Close |
1.1436 |
1.1375 |
-0.0061 |
-0.5% |
1.1375 |
| Range |
0.0096 |
0.0119 |
0.0023 |
24.0% |
0.0181 |
| ATR |
0.0062 |
0.0066 |
0.0004 |
6.5% |
0.0000 |
| Volume |
227,581 |
267,149 |
39,568 |
17.4% |
956,649 |
|
| Daily Pivots for day following 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1758 |
1.1685 |
1.1440 |
|
| R3 |
1.1639 |
1.1566 |
1.1408 |
|
| R2 |
1.1520 |
1.1520 |
1.1397 |
|
| R1 |
1.1447 |
1.1447 |
1.1386 |
1.1424 |
| PP |
1.1401 |
1.1401 |
1.1401 |
1.1389 |
| S1 |
1.1328 |
1.1328 |
1.1364 |
1.1305 |
| S2 |
1.1282 |
1.1282 |
1.1353 |
|
| S3 |
1.1163 |
1.1209 |
1.1342 |
|
| S4 |
1.1044 |
1.1090 |
1.1310 |
|
|
| Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1963 |
1.1849 |
1.1474 |
|
| R3 |
1.1782 |
1.1669 |
1.1425 |
|
| R2 |
1.1602 |
1.1602 |
1.1408 |
|
| R1 |
1.1488 |
1.1488 |
1.1392 |
1.1455 |
| PP |
1.1421 |
1.1421 |
1.1421 |
1.1404 |
| S1 |
1.1308 |
1.1308 |
1.1358 |
1.1274 |
| S2 |
1.1241 |
1.1241 |
1.1342 |
|
| S3 |
1.1060 |
1.1127 |
1.1325 |
|
| S4 |
1.0880 |
1.0947 |
1.1276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1535 |
1.1354 |
0.0181 |
1.6% |
0.0080 |
0.7% |
12% |
False |
True |
191,329 |
| 10 |
1.1535 |
1.1315 |
0.0220 |
1.9% |
0.0064 |
0.6% |
28% |
False |
False |
184,495 |
| 20 |
1.1535 |
1.1270 |
0.0265 |
2.3% |
0.0062 |
0.5% |
40% |
False |
False |
100,978 |
| 40 |
1.1646 |
1.1270 |
0.0377 |
3.3% |
0.0060 |
0.5% |
28% |
False |
False |
51,226 |
| 60 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0063 |
0.6% |
23% |
False |
False |
34,274 |
| 80 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0064 |
0.6% |
23% |
False |
False |
25,784 |
| 100 |
1.1727 |
1.1270 |
0.0457 |
4.0% |
0.0062 |
0.5% |
23% |
False |
False |
20,679 |
| 120 |
1.1880 |
1.1270 |
0.0611 |
5.4% |
0.0057 |
0.5% |
17% |
False |
False |
17,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1979 |
|
2.618 |
1.1785 |
|
1.618 |
1.1666 |
|
1.000 |
1.1592 |
|
0.618 |
1.1547 |
|
HIGH |
1.1473 |
|
0.618 |
1.1428 |
|
0.500 |
1.1414 |
|
0.382 |
1.1399 |
|
LOW |
1.1354 |
|
0.618 |
1.1280 |
|
1.000 |
1.1235 |
|
1.618 |
1.1161 |
|
2.618 |
1.1042 |
|
4.250 |
1.0848 |
|
|
| Fisher Pivots for day following 22-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1414 |
1.1444 |
| PP |
1.1401 |
1.1421 |
| S1 |
1.1388 |
1.1398 |
|