CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 27-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2019 |
27-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1393 |
1.1348 |
-0.0045 |
-0.4% |
1.1410 |
| High |
1.1407 |
1.1364 |
-0.0043 |
-0.4% |
1.1535 |
| Low |
1.1343 |
1.1320 |
-0.0023 |
-0.2% |
1.1354 |
| Close |
1.1358 |
1.1343 |
-0.0016 |
-0.1% |
1.1375 |
| Range |
0.0064 |
0.0044 |
-0.0020 |
-31.3% |
0.0181 |
| ATR |
0.0065 |
0.0063 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
162,936 |
215,000 |
52,064 |
32.0% |
956,649 |
|
| Daily Pivots for day following 27-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1474 |
1.1452 |
1.1367 |
|
| R3 |
1.1430 |
1.1408 |
1.1355 |
|
| R2 |
1.1386 |
1.1386 |
1.1351 |
|
| R1 |
1.1364 |
1.1364 |
1.1347 |
1.1353 |
| PP |
1.1342 |
1.1342 |
1.1342 |
1.1337 |
| S1 |
1.1320 |
1.1320 |
1.1338 |
1.1309 |
| S2 |
1.1298 |
1.1298 |
1.1334 |
|
| S3 |
1.1254 |
1.1276 |
1.1330 |
|
| S4 |
1.1210 |
1.1232 |
1.1318 |
|
|
| 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 |
1.1521 |
1.1320 |
0.0201 |
1.8% |
0.0073 |
0.6% |
11% |
False |
True |
204,028 |
| 10 |
1.1535 |
1.1320 |
0.0215 |
1.9% |
0.0064 |
0.6% |
10% |
False |
True |
188,892 |
| 20 |
1.1535 |
1.1270 |
0.0265 |
2.3% |
0.0064 |
0.6% |
28% |
False |
False |
126,872 |
| 40 |
1.1646 |
1.1270 |
0.0377 |
3.3% |
0.0059 |
0.5% |
19% |
False |
False |
64,337 |
| 60 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0062 |
0.6% |
16% |
False |
False |
43,025 |
| 80 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0064 |
0.6% |
16% |
False |
False |
32,339 |
| 100 |
1.1727 |
1.1270 |
0.0457 |
4.0% |
0.0063 |
0.6% |
16% |
False |
False |
25,932 |
| 120 |
1.1851 |
1.1270 |
0.0581 |
5.1% |
0.0057 |
0.5% |
13% |
False |
False |
21,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1551 |
|
2.618 |
1.1479 |
|
1.618 |
1.1435 |
|
1.000 |
1.1408 |
|
0.618 |
1.1391 |
|
HIGH |
1.1364 |
|
0.618 |
1.1347 |
|
0.500 |
1.1342 |
|
0.382 |
1.1337 |
|
LOW |
1.1320 |
|
0.618 |
1.1293 |
|
1.000 |
1.1276 |
|
1.618 |
1.1249 |
|
2.618 |
1.1205 |
|
4.250 |
1.1133 |
|
|
| Fisher Pivots for day following 27-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1342 |
1.1366 |
| PP |
1.1342 |
1.1358 |
| S1 |
1.1342 |
1.1350 |
|