CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 06-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2019 |
06-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1349 |
1.1313 |
-0.0037 |
-0.3% |
1.1355 |
| High |
1.1351 |
1.1336 |
-0.0016 |
-0.1% |
1.1437 |
| Low |
1.1302 |
1.1296 |
-0.0006 |
0.0% |
1.1355 |
| Close |
1.1315 |
1.1318 |
0.0004 |
0.0% |
1.1372 |
| Range |
0.0050 |
0.0040 |
-0.0010 |
-20.2% |
0.0082 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
158,626 |
149,341 |
-9,285 |
-5.9% |
806,406 |
|
| Daily Pivots for day following 06-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1435 |
1.1416 |
1.1340 |
|
| R3 |
1.1396 |
1.1377 |
1.1329 |
|
| R2 |
1.1356 |
1.1356 |
1.1325 |
|
| R1 |
1.1337 |
1.1337 |
1.1322 |
1.1347 |
| PP |
1.1317 |
1.1317 |
1.1317 |
1.1321 |
| S1 |
1.1298 |
1.1298 |
1.1314 |
1.1307 |
| S2 |
1.1277 |
1.1277 |
1.1311 |
|
| S3 |
1.1238 |
1.1258 |
1.1307 |
|
| S4 |
1.1198 |
1.1219 |
1.1296 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1634 |
1.1585 |
1.1417 |
|
| R3 |
1.1552 |
1.1503 |
1.1394 |
|
| R2 |
1.1470 |
1.1470 |
1.1387 |
|
| R1 |
1.1421 |
1.1421 |
1.1379 |
1.1445 |
| PP |
1.1388 |
1.1388 |
1.1388 |
1.1400 |
| S1 |
1.1339 |
1.1339 |
1.1364 |
1.1363 |
| S2 |
1.1306 |
1.1306 |
1.1356 |
|
| S3 |
1.1224 |
1.1257 |
1.1349 |
|
| S4 |
1.1142 |
1.1175 |
1.1326 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1437 |
1.1296 |
0.0141 |
1.2% |
0.0056 |
0.5% |
16% |
False |
True |
164,651 |
| 10 |
1.1437 |
1.1296 |
0.0141 |
1.2% |
0.0050 |
0.4% |
16% |
False |
True |
161,044 |
| 20 |
1.1448 |
1.1261 |
0.0187 |
1.6% |
0.0056 |
0.5% |
31% |
False |
False |
170,484 |
| 40 |
1.1633 |
1.1261 |
0.0372 |
3.3% |
0.0062 |
0.5% |
15% |
False |
False |
176,957 |
| 60 |
1.1633 |
1.1261 |
0.0372 |
3.3% |
0.0069 |
0.6% |
15% |
False |
False |
175,130 |
| 80 |
1.1633 |
1.1261 |
0.0372 |
3.3% |
0.0072 |
0.6% |
15% |
False |
False |
133,945 |
| 100 |
1.1777 |
1.1261 |
0.0516 |
4.6% |
0.0072 |
0.6% |
11% |
False |
False |
107,600 |
| 120 |
1.1989 |
1.1261 |
0.0728 |
6.4% |
0.0072 |
0.6% |
8% |
False |
False |
89,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1503 |
|
2.618 |
1.1439 |
|
1.618 |
1.1399 |
|
1.000 |
1.1375 |
|
0.618 |
1.1360 |
|
HIGH |
1.1336 |
|
0.618 |
1.1320 |
|
0.500 |
1.1316 |
|
0.382 |
1.1311 |
|
LOW |
1.1296 |
|
0.618 |
1.1272 |
|
1.000 |
1.1257 |
|
1.618 |
1.1232 |
|
2.618 |
1.1193 |
|
4.250 |
1.1128 |
|
|
| Fisher Pivots for day following 06-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1317 |
1.1345 |
| PP |
1.1317 |
1.1336 |
| S1 |
1.1316 |
1.1327 |
|