CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 28-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2019 |
28-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1411 |
1.1387 |
-0.0025 |
-0.2% |
1.1319 |
| High |
1.1422 |
1.1437 |
0.0015 |
0.1% |
1.1397 |
| Low |
1.1380 |
1.1375 |
-0.0006 |
0.0% |
1.1301 |
| Close |
1.1388 |
1.1394 |
0.0006 |
0.0% |
1.1359 |
| Range |
0.0042 |
0.0062 |
0.0021 |
49.4% |
0.0096 |
| ATR |
0.0059 |
0.0060 |
0.0000 |
0.3% |
0.0000 |
| Volume |
141,669 |
201,724 |
60,055 |
42.4% |
797,277 |
|
| Daily Pivots for day following 28-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1588 |
1.1553 |
1.1428 |
|
| R3 |
1.1526 |
1.1491 |
1.1411 |
|
| R2 |
1.1464 |
1.1464 |
1.1405 |
|
| R1 |
1.1429 |
1.1429 |
1.1399 |
1.1446 |
| PP |
1.1402 |
1.1402 |
1.1402 |
1.1410 |
| S1 |
1.1367 |
1.1367 |
1.1388 |
1.1384 |
| S2 |
1.1340 |
1.1340 |
1.1382 |
|
| S3 |
1.1278 |
1.1305 |
1.1376 |
|
| S4 |
1.1216 |
1.1243 |
1.1359 |
|
|
| 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 |
1.1437 |
1.1336 |
0.0101 |
0.9% |
0.0047 |
0.4% |
57% |
True |
False |
158,051 |
| 10 |
1.1437 |
1.1261 |
0.0176 |
1.5% |
0.0055 |
0.5% |
75% |
True |
False |
182,045 |
| 20 |
1.1557 |
1.1261 |
0.0296 |
2.6% |
0.0055 |
0.5% |
45% |
False |
False |
172,413 |
| 40 |
1.1633 |
1.1261 |
0.0372 |
3.3% |
0.0067 |
0.6% |
36% |
False |
False |
182,171 |
| 60 |
1.1633 |
1.1261 |
0.0372 |
3.3% |
0.0071 |
0.6% |
36% |
False |
False |
166,190 |
| 80 |
1.1645 |
1.1261 |
0.0384 |
3.4% |
0.0073 |
0.6% |
35% |
False |
False |
126,300 |
| 100 |
1.1777 |
1.1261 |
0.0516 |
4.5% |
0.0072 |
0.6% |
26% |
False |
False |
101,421 |
| 120 |
1.1989 |
1.1261 |
0.0728 |
6.4% |
0.0073 |
0.6% |
18% |
False |
False |
84,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1700 |
|
2.618 |
1.1599 |
|
1.618 |
1.1537 |
|
1.000 |
1.1499 |
|
0.618 |
1.1475 |
|
HIGH |
1.1437 |
|
0.618 |
1.1413 |
|
0.500 |
1.1406 |
|
0.382 |
1.1398 |
|
LOW |
1.1375 |
|
0.618 |
1.1336 |
|
1.000 |
1.1313 |
|
1.618 |
1.1274 |
|
2.618 |
1.1212 |
|
4.250 |
1.1111 |
|
|
| Fisher Pivots for day following 28-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1406 |
1.1400 |
| PP |
1.1402 |
1.1398 |
| S1 |
1.1398 |
1.1396 |
|