CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 20-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2019 |
20-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1319 |
1.1363 |
0.0044 |
0.4% |
1.1353 |
| High |
1.1384 |
1.1397 |
0.0013 |
0.1% |
1.1373 |
| Low |
1.1301 |
1.1349 |
0.0049 |
0.4% |
1.1261 |
| Close |
1.1366 |
1.1375 |
0.0010 |
0.1% |
1.1322 |
| Range |
0.0083 |
0.0048 |
-0.0036 |
-42.8% |
0.0112 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
282,210 |
175,231 |
-106,979 |
-37.9% |
916,528 |
|
| Daily Pivots for day following 20-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1516 |
1.1493 |
1.1401 |
|
| R3 |
1.1469 |
1.1446 |
1.1388 |
|
| R2 |
1.1421 |
1.1421 |
1.1384 |
|
| R1 |
1.1398 |
1.1398 |
1.1379 |
1.1410 |
| PP |
1.1374 |
1.1374 |
1.1374 |
1.1379 |
| S1 |
1.1351 |
1.1351 |
1.1371 |
1.1362 |
| S2 |
1.1326 |
1.1326 |
1.1366 |
|
| S3 |
1.1279 |
1.1303 |
1.1362 |
|
| S4 |
1.1231 |
1.1256 |
1.1349 |
|
|
| 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 |
1.1397 |
1.1261 |
0.0136 |
1.2% |
0.0069 |
0.6% |
84% |
True |
False |
201,107 |
| 10 |
1.1448 |
1.1261 |
0.0187 |
1.6% |
0.0062 |
0.5% |
61% |
False |
False |
179,925 |
| 20 |
1.1557 |
1.1261 |
0.0296 |
2.6% |
0.0064 |
0.6% |
39% |
False |
False |
181,579 |
| 40 |
1.1633 |
1.1261 |
0.0372 |
3.3% |
0.0071 |
0.6% |
31% |
False |
False |
176,159 |
| 60 |
1.1633 |
1.1261 |
0.0372 |
3.3% |
0.0074 |
0.6% |
31% |
False |
False |
150,799 |
| 80 |
1.1645 |
1.1261 |
0.0384 |
3.4% |
0.0074 |
0.7% |
30% |
False |
False |
114,045 |
| 100 |
1.1923 |
1.1261 |
0.0662 |
5.8% |
0.0074 |
0.7% |
17% |
False |
False |
91,605 |
| 120 |
1.1989 |
1.1261 |
0.0728 |
6.4% |
0.0074 |
0.6% |
16% |
False |
False |
76,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1598 |
|
2.618 |
1.1521 |
|
1.618 |
1.1473 |
|
1.000 |
1.1444 |
|
0.618 |
1.1426 |
|
HIGH |
1.1397 |
|
0.618 |
1.1378 |
|
0.500 |
1.1373 |
|
0.382 |
1.1367 |
|
LOW |
1.1349 |
|
0.618 |
1.1320 |
|
1.000 |
1.1302 |
|
1.618 |
1.1272 |
|
2.618 |
1.1225 |
|
4.250 |
1.1147 |
|
|
| Fisher Pivots for day following 20-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1374 |
1.1360 |
| PP |
1.1374 |
1.1344 |
| S1 |
1.1373 |
1.1329 |
|