CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 01-Apr-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2019 |
01-Apr-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1300 |
1.1299 |
-0.0002 |
0.0% |
1.1373 |
| High |
1.1321 |
1.1323 |
0.0003 |
0.0% |
1.1412 |
| Low |
1.1283 |
1.1277 |
-0.0007 |
-0.1% |
1.1283 |
| Close |
1.1289 |
1.1285 |
-0.0004 |
0.0% |
1.1289 |
| Range |
0.0038 |
0.0047 |
0.0009 |
24.0% |
0.0129 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
189,647 |
174,122 |
-15,525 |
-8.2% |
908,816 |
|
| Daily Pivots for day following 01-Apr-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1434 |
1.1406 |
1.1311 |
|
| R3 |
1.1388 |
1.1360 |
1.1298 |
|
| R2 |
1.1341 |
1.1341 |
1.1294 |
|
| R1 |
1.1313 |
1.1313 |
1.1289 |
1.1304 |
| PP |
1.1295 |
1.1295 |
1.1295 |
1.1290 |
| S1 |
1.1267 |
1.1267 |
1.1281 |
1.1258 |
| S2 |
1.1248 |
1.1248 |
1.1276 |
|
| S3 |
1.1202 |
1.1220 |
1.1272 |
|
| S4 |
1.1155 |
1.1174 |
1.1259 |
|
|
| Weekly Pivots for week ending 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1715 |
1.1631 |
1.1359 |
|
| R3 |
1.1586 |
1.1502 |
1.1324 |
|
| R2 |
1.1457 |
1.1457 |
1.1312 |
|
| R1 |
1.1373 |
1.1373 |
1.1300 |
1.1350 |
| PP |
1.1328 |
1.1328 |
1.1328 |
1.1317 |
| S1 |
1.1244 |
1.1244 |
1.1277 |
1.1221 |
| S2 |
1.1199 |
1.1199 |
1.1265 |
|
| S3 |
1.1070 |
1.1115 |
1.1253 |
|
| S4 |
1.0941 |
1.0986 |
1.1218 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1407 |
1.1277 |
0.0130 |
1.2% |
0.0048 |
0.4% |
7% |
False |
True |
187,092 |
| 10 |
1.1535 |
1.1277 |
0.0258 |
2.3% |
0.0064 |
0.6% |
3% |
False |
True |
190,963 |
| 20 |
1.1535 |
1.1270 |
0.0265 |
2.3% |
0.0061 |
0.5% |
6% |
False |
False |
153,907 |
| 40 |
1.1589 |
1.1270 |
0.0320 |
2.8% |
0.0056 |
0.5% |
5% |
False |
False |
78,230 |
| 60 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0060 |
0.5% |
3% |
False |
False |
52,311 |
| 80 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0063 |
0.6% |
3% |
False |
False |
39,300 |
| 100 |
1.1727 |
1.1270 |
0.0457 |
4.0% |
0.0062 |
0.6% |
3% |
False |
False |
31,506 |
| 120 |
1.1851 |
1.1270 |
0.0581 |
5.1% |
0.0058 |
0.5% |
3% |
False |
False |
26,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1521 |
|
2.618 |
1.1445 |
|
1.618 |
1.1398 |
|
1.000 |
1.1370 |
|
0.618 |
1.1352 |
|
HIGH |
1.1323 |
|
0.618 |
1.1305 |
|
0.500 |
1.1300 |
|
0.382 |
1.1294 |
|
LOW |
1.1277 |
|
0.618 |
1.1248 |
|
1.000 |
1.1230 |
|
1.618 |
1.1201 |
|
2.618 |
1.1155 |
|
4.250 |
1.1079 |
|
|
| Fisher Pivots for day following 01-Apr-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1300 |
1.1306 |
| PP |
1.1295 |
1.1299 |
| S1 |
1.1290 |
1.1292 |
|