CME Euro FX (E) Future March 2019
Trading Metrics calculated at close of trading on 11-Feb-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2019 |
11-Feb-2019 |
Change |
Change % |
Previous Week |
Open |
1.1373 |
1.1353 |
-0.0021 |
-0.2% |
1.1496 |
High |
1.1385 |
1.1363 |
-0.0022 |
-0.2% |
1.1501 |
Low |
1.1355 |
1.1300 |
-0.0055 |
-0.5% |
1.1355 |
Close |
1.1357 |
1.1309 |
-0.0048 |
-0.4% |
1.1357 |
Range |
0.0030 |
0.0063 |
0.0033 |
110.0% |
0.0147 |
ATR |
0.0064 |
0.0064 |
0.0000 |
-0.1% |
0.0000 |
Volume |
126,634 |
178,399 |
51,765 |
40.9% |
679,098 |
|
Daily Pivots for day following 11-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1513 |
1.1474 |
1.1343 |
|
R3 |
1.1450 |
1.1411 |
1.1326 |
|
R2 |
1.1387 |
1.1387 |
1.1320 |
|
R1 |
1.1348 |
1.1348 |
1.1314 |
1.1336 |
PP |
1.1324 |
1.1324 |
1.1324 |
1.1318 |
S1 |
1.1285 |
1.1285 |
1.1303 |
1.1273 |
S2 |
1.1261 |
1.1261 |
1.1297 |
|
S3 |
1.1198 |
1.1222 |
1.1291 |
|
S4 |
1.1135 |
1.1159 |
1.1274 |
|
|
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 |
1.1480 |
1.1300 |
0.0180 |
1.6% |
0.0046 |
0.4% |
5% |
False |
True |
149,326 |
10 |
1.1557 |
1.1300 |
0.0257 |
2.3% |
0.0053 |
0.5% |
3% |
False |
True |
163,563 |
20 |
1.1557 |
1.1300 |
0.0257 |
2.3% |
0.0059 |
0.5% |
3% |
False |
True |
172,225 |
40 |
1.1633 |
1.1300 |
0.0333 |
2.9% |
0.0072 |
0.6% |
3% |
False |
True |
179,435 |
60 |
1.1633 |
1.1300 |
0.0333 |
2.9% |
0.0075 |
0.7% |
3% |
False |
True |
131,684 |
80 |
1.1734 |
1.1300 |
0.0434 |
3.8% |
0.0075 |
0.7% |
2% |
False |
True |
99,267 |
100 |
1.1989 |
1.1300 |
0.0689 |
6.1% |
0.0074 |
0.7% |
1% |
False |
True |
79,669 |
120 |
1.1989 |
1.1300 |
0.0689 |
6.1% |
0.0073 |
0.6% |
1% |
False |
True |
66,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1631 |
2.618 |
1.1528 |
1.618 |
1.1465 |
1.000 |
1.1426 |
0.618 |
1.1402 |
HIGH |
1.1363 |
0.618 |
1.1339 |
0.500 |
1.1332 |
0.382 |
1.1324 |
LOW |
1.1300 |
0.618 |
1.1261 |
1.000 |
1.1237 |
1.618 |
1.1198 |
2.618 |
1.1135 |
4.250 |
1.1032 |
|
|
Fisher Pivots for day following 11-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
1.1332 |
1.1352 |
PP |
1.1324 |
1.1338 |
S1 |
1.1316 |
1.1323 |
|