CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 28-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2019 |
28-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1348 |
1.1326 |
-0.0023 |
-0.2% |
1.1410 |
| High |
1.1364 |
1.1335 |
-0.0029 |
-0.3% |
1.1535 |
| Low |
1.1320 |
1.1288 |
-0.0033 |
-0.3% |
1.1354 |
| Close |
1.1343 |
1.1301 |
-0.0042 |
-0.4% |
1.1375 |
| Range |
0.0044 |
0.0048 |
0.0004 |
8.0% |
0.0181 |
| ATR |
0.0063 |
0.0063 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
215,000 |
193,757 |
-21,243 |
-9.9% |
956,649 |
|
| Daily Pivots for day following 28-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1450 |
1.1423 |
1.1327 |
|
| R3 |
1.1403 |
1.1375 |
1.1314 |
|
| R2 |
1.1355 |
1.1355 |
1.1309 |
|
| R1 |
1.1328 |
1.1328 |
1.1305 |
1.1318 |
| PP |
1.1308 |
1.1308 |
1.1308 |
1.1303 |
| S1 |
1.1280 |
1.1280 |
1.1296 |
1.1270 |
| S2 |
1.1260 |
1.1260 |
1.1292 |
|
| S3 |
1.1213 |
1.1233 |
1.1287 |
|
| S4 |
1.1165 |
1.1185 |
1.1274 |
|
|
| 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 |
1.1473 |
1.1288 |
0.0186 |
1.6% |
0.0064 |
0.6% |
7% |
False |
True |
197,263 |
| 10 |
1.1535 |
1.1288 |
0.0247 |
2.2% |
0.0064 |
0.6% |
5% |
False |
True |
188,513 |
| 20 |
1.1535 |
1.1270 |
0.0265 |
2.3% |
0.0063 |
0.6% |
12% |
False |
False |
136,204 |
| 40 |
1.1646 |
1.1270 |
0.0377 |
3.3% |
0.0058 |
0.5% |
8% |
False |
False |
69,167 |
| 60 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0063 |
0.6% |
7% |
False |
False |
46,254 |
| 80 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0064 |
0.6% |
7% |
False |
False |
34,757 |
| 100 |
1.1727 |
1.1270 |
0.0457 |
4.0% |
0.0062 |
0.6% |
7% |
False |
False |
27,869 |
| 120 |
1.1851 |
1.1270 |
0.0581 |
5.1% |
0.0057 |
0.5% |
5% |
False |
False |
23,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1537 |
|
2.618 |
1.1459 |
|
1.618 |
1.1412 |
|
1.000 |
1.1383 |
|
0.618 |
1.1364 |
|
HIGH |
1.1335 |
|
0.618 |
1.1317 |
|
0.500 |
1.1311 |
|
0.382 |
1.1306 |
|
LOW |
1.1288 |
|
0.618 |
1.1258 |
|
1.000 |
1.1240 |
|
1.618 |
1.1211 |
|
2.618 |
1.1163 |
|
4.250 |
1.1086 |
|
|
| Fisher Pivots for day following 28-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1311 |
1.1347 |
| PP |
1.1308 |
1.1332 |
| S1 |
1.1304 |
1.1316 |
|