CME Euro FX (E) Future March 2019
Trading Metrics calculated at close of trading on 15-Feb-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2019 |
15-Feb-2019 |
Change |
Change % |
Previous Week |
Open |
1.1284 |
1.1320 |
0.0036 |
0.3% |
1.1353 |
High |
1.1338 |
1.1334 |
-0.0004 |
0.0% |
1.1373 |
Low |
1.1277 |
1.1261 |
-0.0016 |
-0.1% |
1.1261 |
Close |
1.1329 |
1.1322 |
-0.0007 |
-0.1% |
1.1322 |
Range |
0.0061 |
0.0073 |
0.0012 |
18.9% |
0.0112 |
ATR |
0.0066 |
0.0066 |
0.0000 |
0.7% |
0.0000 |
Volume |
192,877 |
181,232 |
-11,645 |
-6.0% |
916,528 |
|
Daily Pivots for day following 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1523 |
1.1495 |
1.1362 |
|
R3 |
1.1451 |
1.1423 |
1.1342 |
|
R2 |
1.1378 |
1.1378 |
1.1335 |
|
R1 |
1.1350 |
1.1350 |
1.1329 |
1.1364 |
PP |
1.1306 |
1.1306 |
1.1306 |
1.1313 |
S1 |
1.1278 |
1.1278 |
1.1315 |
1.1292 |
S2 |
1.1233 |
1.1233 |
1.1309 |
|
S3 |
1.1161 |
1.1205 |
1.1302 |
|
S4 |
1.1088 |
1.1133 |
1.1282 |
|
|
Weekly Pivots for week ending 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1653 |
1.1599 |
1.1383 |
|
R3 |
1.1542 |
1.1488 |
1.1353 |
|
R2 |
1.1430 |
1.1430 |
1.1342 |
|
R1 |
1.1376 |
1.1376 |
1.1332 |
1.1347 |
PP |
1.1319 |
1.1319 |
1.1319 |
1.1304 |
S1 |
1.1265 |
1.1265 |
1.1312 |
1.1236 |
S2 |
1.1207 |
1.1207 |
1.1302 |
|
S3 |
1.1096 |
1.1153 |
1.1291 |
|
S4 |
1.0984 |
1.1042 |
1.1261 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1373 |
1.1261 |
0.0112 |
1.0% |
0.0072 |
0.6% |
55% |
False |
True |
183,305 |
10 |
1.1501 |
1.1261 |
0.0240 |
2.1% |
0.0056 |
0.5% |
25% |
False |
True |
159,562 |
20 |
1.1557 |
1.1261 |
0.0296 |
2.6% |
0.0063 |
0.6% |
21% |
False |
True |
175,521 |
40 |
1.1633 |
1.1261 |
0.0372 |
3.3% |
0.0073 |
0.6% |
16% |
False |
True |
176,610 |
60 |
1.1633 |
1.1261 |
0.0372 |
3.3% |
0.0075 |
0.7% |
16% |
False |
True |
143,471 |
80 |
1.1645 |
1.1261 |
0.0384 |
3.4% |
0.0075 |
0.7% |
16% |
False |
True |
108,417 |
100 |
1.1969 |
1.1261 |
0.0708 |
6.3% |
0.0074 |
0.7% |
9% |
False |
True |
87,033 |
120 |
1.1989 |
1.1261 |
0.0728 |
6.4% |
0.0074 |
0.6% |
8% |
False |
True |
72,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1642 |
2.618 |
1.1523 |
1.618 |
1.1451 |
1.000 |
1.1406 |
0.618 |
1.1378 |
HIGH |
1.1334 |
0.618 |
1.1306 |
0.500 |
1.1297 |
0.382 |
1.1289 |
LOW |
1.1261 |
0.618 |
1.1216 |
1.000 |
1.1189 |
1.618 |
1.1144 |
2.618 |
1.1071 |
4.250 |
1.0953 |
|
|
Fisher Pivots for day following 15-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
1.1314 |
1.1320 |
PP |
1.1306 |
1.1319 |
S1 |
1.1297 |
1.1317 |
|