CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 08-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2019 |
08-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1401 |
1.1373 |
-0.0028 |
-0.2% |
1.1496 |
| High |
1.1404 |
1.1385 |
-0.0020 |
-0.2% |
1.1501 |
| Low |
1.1359 |
1.1355 |
-0.0005 |
0.0% |
1.1355 |
| Close |
1.1386 |
1.1357 |
-0.0029 |
-0.3% |
1.1357 |
| Range |
0.0045 |
0.0030 |
-0.0015 |
-33.3% |
0.0147 |
| ATR |
0.0066 |
0.0064 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
165,956 |
126,634 |
-39,322 |
-23.7% |
679,098 |
|
| Daily Pivots for day following 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1455 |
1.1436 |
1.1373 |
|
| R3 |
1.1425 |
1.1406 |
1.1365 |
|
| R2 |
1.1395 |
1.1395 |
1.1362 |
|
| R1 |
1.1376 |
1.1376 |
1.1359 |
1.1371 |
| PP |
1.1365 |
1.1365 |
1.1365 |
1.1363 |
| S1 |
1.1346 |
1.1346 |
1.1354 |
1.1341 |
| S2 |
1.1335 |
1.1335 |
1.1351 |
|
| S3 |
1.1305 |
1.1316 |
1.1348 |
|
| S4 |
1.1275 |
1.1286 |
1.1340 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1844 |
1.1747 |
1.1437 |
|
| R3 |
1.1697 |
1.1600 |
1.1397 |
|
| R2 |
1.1551 |
1.1551 |
1.1383 |
|
| R1 |
1.1454 |
1.1454 |
1.1370 |
1.1429 |
| PP |
1.1404 |
1.1404 |
1.1404 |
1.1392 |
| S1 |
1.1307 |
1.1307 |
1.1343 |
1.1282 |
| S2 |
1.1258 |
1.1258 |
1.1330 |
|
| S3 |
1.1111 |
1.1161 |
1.1316 |
|
| S4 |
1.0965 |
1.1014 |
1.1276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1501 |
1.1355 |
0.0147 |
1.3% |
0.0040 |
0.4% |
1% |
False |
True |
135,819 |
| 10 |
1.1557 |
1.1355 |
0.0202 |
1.8% |
0.0052 |
0.5% |
1% |
False |
True |
159,885 |
| 20 |
1.1603 |
1.1338 |
0.0266 |
2.3% |
0.0060 |
0.5% |
7% |
False |
False |
172,703 |
| 40 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0073 |
0.6% |
6% |
False |
False |
179,606 |
| 60 |
1.1633 |
1.1338 |
0.0295 |
2.6% |
0.0075 |
0.7% |
6% |
False |
False |
128,788 |
| 80 |
1.1777 |
1.1338 |
0.0440 |
3.9% |
0.0075 |
0.7% |
4% |
False |
False |
97,042 |
| 100 |
1.1989 |
1.1338 |
0.0652 |
5.7% |
0.0074 |
0.7% |
3% |
False |
False |
77,886 |
| 120 |
1.1989 |
1.1338 |
0.0652 |
5.7% |
0.0073 |
0.6% |
3% |
False |
False |
64,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1512 |
|
2.618 |
1.1463 |
|
1.618 |
1.1433 |
|
1.000 |
1.1415 |
|
0.618 |
1.1403 |
|
HIGH |
1.1385 |
|
0.618 |
1.1373 |
|
0.500 |
1.1370 |
|
0.382 |
1.1366 |
|
LOW |
1.1355 |
|
0.618 |
1.1336 |
|
1.000 |
1.1325 |
|
1.618 |
1.1306 |
|
2.618 |
1.1276 |
|
4.250 |
1.1227 |
|
|
| Fisher Pivots for day following 08-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1370 |
1.1401 |
| PP |
1.1365 |
1.1386 |
| S1 |
1.1361 |
1.1371 |
|