CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 14-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2019 |
14-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1360 |
1.1284 |
-0.0076 |
-0.7% |
1.1496 |
| High |
1.1373 |
1.1338 |
-0.0035 |
-0.3% |
1.1501 |
| Low |
1.1291 |
1.1277 |
-0.0015 |
-0.1% |
1.1355 |
| Close |
1.1301 |
1.1329 |
0.0028 |
0.2% |
1.1357 |
| Range |
0.0082 |
0.0061 |
-0.0021 |
-25.2% |
0.0147 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
173,988 |
192,877 |
18,889 |
10.9% |
679,098 |
|
| Daily Pivots for day following 14-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1497 |
1.1474 |
1.1362 |
|
| R3 |
1.1436 |
1.1413 |
1.1345 |
|
| R2 |
1.1375 |
1.1375 |
1.1340 |
|
| R1 |
1.1352 |
1.1352 |
1.1334 |
1.1364 |
| PP |
1.1314 |
1.1314 |
1.1314 |
1.1320 |
| S1 |
1.1291 |
1.1291 |
1.1323 |
1.1303 |
| S2 |
1.1253 |
1.1253 |
1.1317 |
|
| S3 |
1.1192 |
1.1230 |
1.1312 |
|
| S4 |
1.1131 |
1.1169 |
1.1295 |
|
|
| 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 |
1.1385 |
1.1277 |
0.0108 |
1.0% |
0.0064 |
0.6% |
48% |
False |
True |
172,386 |
| 10 |
1.1531 |
1.1277 |
0.0254 |
2.2% |
0.0054 |
0.5% |
20% |
False |
True |
158,766 |
| 20 |
1.1557 |
1.1277 |
0.0280 |
2.5% |
0.0061 |
0.5% |
19% |
False |
True |
174,308 |
| 40 |
1.1633 |
1.1277 |
0.0356 |
3.1% |
0.0073 |
0.6% |
15% |
False |
True |
176,199 |
| 60 |
1.1633 |
1.1277 |
0.0356 |
3.1% |
0.0074 |
0.7% |
15% |
False |
True |
140,481 |
| 80 |
1.1700 |
1.1277 |
0.0424 |
3.7% |
0.0075 |
0.7% |
12% |
False |
True |
106,167 |
| 100 |
1.1989 |
1.1277 |
0.0713 |
6.3% |
0.0074 |
0.7% |
7% |
False |
True |
85,224 |
| 120 |
1.1989 |
1.1277 |
0.0713 |
6.3% |
0.0074 |
0.6% |
7% |
False |
True |
71,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1597 |
|
2.618 |
1.1497 |
|
1.618 |
1.1436 |
|
1.000 |
1.1399 |
|
0.618 |
1.1375 |
|
HIGH |
1.1338 |
|
0.618 |
1.1314 |
|
0.500 |
1.1307 |
|
0.382 |
1.1300 |
|
LOW |
1.1277 |
|
0.618 |
1.1239 |
|
1.000 |
1.1216 |
|
1.618 |
1.1178 |
|
2.618 |
1.1117 |
|
4.250 |
1.1017 |
|
|
| Fisher Pivots for day following 14-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1321 |
1.1327 |
| PP |
1.1314 |
1.1326 |
| S1 |
1.1307 |
1.1325 |
|