CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 27-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2019 |
27-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1377 |
1.1411 |
0.0034 |
0.3% |
1.1319 |
| High |
1.1422 |
1.1422 |
0.0000 |
0.0% |
1.1397 |
| Low |
1.1364 |
1.1380 |
0.0017 |
0.1% |
1.1301 |
| Close |
1.1416 |
1.1388 |
-0.0028 |
-0.2% |
1.1359 |
| Range |
0.0058 |
0.0042 |
-0.0017 |
-28.4% |
0.0096 |
| ATR |
0.0061 |
0.0059 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
187,286 |
141,669 |
-45,617 |
-24.4% |
797,277 |
|
| Daily Pivots for day following 27-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1521 |
1.1496 |
1.1411 |
|
| R3 |
1.1480 |
1.1455 |
1.1399 |
|
| R2 |
1.1438 |
1.1438 |
1.1396 |
|
| R1 |
1.1413 |
1.1413 |
1.1392 |
1.1405 |
| PP |
1.1397 |
1.1397 |
1.1397 |
1.1392 |
| S1 |
1.1372 |
1.1372 |
1.1384 |
1.1363 |
| S2 |
1.1355 |
1.1355 |
1.1380 |
|
| S3 |
1.1314 |
1.1330 |
1.1377 |
|
| S4 |
1.1272 |
1.1289 |
1.1365 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1640 |
1.1596 |
1.1412 |
|
| R3 |
1.1544 |
1.1500 |
1.1385 |
|
| R2 |
1.1448 |
1.1448 |
1.1377 |
|
| R1 |
1.1404 |
1.1404 |
1.1368 |
1.1426 |
| PP |
1.1352 |
1.1352 |
1.1352 |
1.1363 |
| S1 |
1.1308 |
1.1308 |
1.1350 |
1.1330 |
| S2 |
1.1256 |
1.1256 |
1.1341 |
|
| S3 |
1.1160 |
1.1212 |
1.1333 |
|
| S4 |
1.1064 |
1.1116 |
1.1306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1422 |
1.1336 |
0.0086 |
0.8% |
0.0044 |
0.4% |
61% |
True |
False |
157,437 |
| 10 |
1.1422 |
1.1261 |
0.0161 |
1.4% |
0.0057 |
0.5% |
79% |
True |
False |
179,272 |
| 20 |
1.1557 |
1.1261 |
0.0296 |
2.6% |
0.0057 |
0.5% |
43% |
False |
False |
173,365 |
| 40 |
1.1633 |
1.1261 |
0.0372 |
3.3% |
0.0067 |
0.6% |
34% |
False |
False |
179,497 |
| 60 |
1.1633 |
1.1261 |
0.0372 |
3.3% |
0.0071 |
0.6% |
34% |
False |
False |
163,099 |
| 80 |
1.1645 |
1.1261 |
0.0384 |
3.4% |
0.0074 |
0.6% |
33% |
False |
False |
123,789 |
| 100 |
1.1777 |
1.1261 |
0.0516 |
4.5% |
0.0072 |
0.6% |
25% |
False |
False |
99,433 |
| 120 |
1.1989 |
1.1261 |
0.0728 |
6.4% |
0.0073 |
0.6% |
17% |
False |
False |
82,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1598 |
|
2.618 |
1.1530 |
|
1.618 |
1.1489 |
|
1.000 |
1.1463 |
|
0.618 |
1.1447 |
|
HIGH |
1.1422 |
|
0.618 |
1.1406 |
|
0.500 |
1.1401 |
|
0.382 |
1.1396 |
|
LOW |
1.1380 |
|
0.618 |
1.1354 |
|
1.000 |
1.1339 |
|
1.618 |
1.1313 |
|
2.618 |
1.1271 |
|
4.250 |
1.1204 |
|
|
| Fisher Pivots for day following 27-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1401 |
1.1388 |
| PP |
1.1397 |
1.1388 |
| S1 |
1.1392 |
1.1388 |
|