CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 25-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2019 |
25-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1458 |
1.1373 |
-0.0086 |
-0.7% |
1.1410 |
| High |
1.1473 |
1.1412 |
-0.0061 |
-0.5% |
1.1535 |
| Low |
1.1354 |
1.1369 |
0.0015 |
0.1% |
1.1354 |
| Close |
1.1375 |
1.1392 |
0.0017 |
0.1% |
1.1375 |
| Range |
0.0119 |
0.0044 |
-0.0076 |
-63.4% |
0.0181 |
| ATR |
0.0066 |
0.0065 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
267,149 |
147,476 |
-119,673 |
-44.8% |
956,649 |
|
| Daily Pivots for day following 25-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1521 |
1.1500 |
1.1416 |
|
| R3 |
1.1478 |
1.1457 |
1.1404 |
|
| R2 |
1.1434 |
1.1434 |
1.1400 |
|
| R1 |
1.1413 |
1.1413 |
1.1396 |
1.1424 |
| PP |
1.1391 |
1.1391 |
1.1391 |
1.1396 |
| S1 |
1.1370 |
1.1370 |
1.1388 |
1.1380 |
| S2 |
1.1347 |
1.1347 |
1.1384 |
|
| S3 |
1.1304 |
1.1326 |
1.1380 |
|
| S4 |
1.1260 |
1.1283 |
1.1368 |
|
|
| 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% |
21% |
False |
False |
194,833 |
| 10 |
1.1535 |
1.1339 |
0.0196 |
1.7% |
0.0065 |
0.6% |
27% |
False |
False |
189,002 |
| 20 |
1.1535 |
1.1270 |
0.0265 |
2.3% |
0.0063 |
0.6% |
46% |
False |
False |
108,251 |
| 40 |
1.1646 |
1.1270 |
0.0377 |
3.3% |
0.0058 |
0.5% |
33% |
False |
False |
54,902 |
| 60 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0063 |
0.5% |
27% |
False |
False |
36,730 |
| 80 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0064 |
0.6% |
27% |
False |
False |
27,627 |
| 100 |
1.1727 |
1.1270 |
0.0457 |
4.0% |
0.0062 |
0.5% |
27% |
False |
False |
22,153 |
| 120 |
1.1851 |
1.1270 |
0.0581 |
5.1% |
0.0057 |
0.5% |
21% |
False |
False |
18,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1597 |
|
2.618 |
1.1526 |
|
1.618 |
1.1482 |
|
1.000 |
1.1456 |
|
0.618 |
1.1439 |
|
HIGH |
1.1412 |
|
0.618 |
1.1395 |
|
0.500 |
1.1390 |
|
0.382 |
1.1385 |
|
LOW |
1.1369 |
|
0.618 |
1.1342 |
|
1.000 |
1.1325 |
|
1.618 |
1.1298 |
|
2.618 |
1.1255 |
|
4.250 |
1.1184 |
|
|
| Fisher Pivots for day following 25-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1391 |
1.1438 |
| PP |
1.1391 |
1.1422 |
| S1 |
1.1390 |
1.1407 |
|