CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 26-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2019 |
26-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1373 |
1.1393 |
0.0021 |
0.2% |
1.1410 |
| High |
1.1412 |
1.1407 |
-0.0006 |
0.0% |
1.1535 |
| Low |
1.1369 |
1.1343 |
-0.0026 |
-0.2% |
1.1354 |
| Close |
1.1392 |
1.1358 |
-0.0034 |
-0.3% |
1.1375 |
| Range |
0.0044 |
0.0064 |
0.0021 |
47.1% |
0.0181 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
147,476 |
162,936 |
15,460 |
10.5% |
956,649 |
|
| Daily Pivots for day following 26-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1561 |
1.1524 |
1.1393 |
|
| R3 |
1.1497 |
1.1460 |
1.1376 |
|
| R2 |
1.1433 |
1.1433 |
1.1370 |
|
| R1 |
1.1396 |
1.1396 |
1.1364 |
1.1382 |
| PP |
1.1369 |
1.1369 |
1.1369 |
1.1362 |
| S1 |
1.1332 |
1.1332 |
1.1352 |
1.1318 |
| S2 |
1.1305 |
1.1305 |
1.1346 |
|
| S3 |
1.1241 |
1.1268 |
1.1340 |
|
| S4 |
1.1177 |
1.1204 |
1.1323 |
|
|
| 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 |
1.1343 |
0.0192 |
1.7% |
0.0087 |
0.8% |
8% |
False |
True |
201,312 |
| 10 |
1.1535 |
1.1343 |
0.0192 |
1.7% |
0.0066 |
0.6% |
8% |
False |
True |
189,820 |
| 20 |
1.1535 |
1.1270 |
0.0265 |
2.3% |
0.0063 |
0.6% |
33% |
False |
False |
116,191 |
| 40 |
1.1646 |
1.1270 |
0.0377 |
3.3% |
0.0059 |
0.5% |
24% |
False |
False |
58,970 |
| 60 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0062 |
0.5% |
20% |
False |
False |
39,443 |
| 80 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0063 |
0.6% |
20% |
False |
False |
29,654 |
| 100 |
1.1727 |
1.1270 |
0.0457 |
4.0% |
0.0062 |
0.5% |
19% |
False |
False |
23,782 |
| 120 |
1.1851 |
1.1270 |
0.0581 |
5.1% |
0.0057 |
0.5% |
15% |
False |
False |
19,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1679 |
|
2.618 |
1.1574 |
|
1.618 |
1.1510 |
|
1.000 |
1.1471 |
|
0.618 |
1.1446 |
|
HIGH |
1.1407 |
|
0.618 |
1.1382 |
|
0.500 |
1.1375 |
|
0.382 |
1.1367 |
|
LOW |
1.1343 |
|
0.618 |
1.1303 |
|
1.000 |
1.1279 |
|
1.618 |
1.1239 |
|
2.618 |
1.1175 |
|
4.250 |
1.1071 |
|
|
| Fisher Pivots for day following 26-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1375 |
1.1408 |
| PP |
1.1369 |
1.1391 |
| S1 |
1.1364 |
1.1375 |
|