CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 07-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2019 |
07-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1313 |
1.1315 |
0.0003 |
0.0% |
1.1355 |
| High |
1.1336 |
1.1329 |
-0.0007 |
-0.1% |
1.1437 |
| Low |
1.1296 |
1.1185 |
-0.0112 |
-1.0% |
1.1355 |
| Close |
1.1318 |
1.1191 |
-0.0127 |
-1.1% |
1.1372 |
| Range |
0.0040 |
0.0144 |
0.0105 |
264.6% |
0.0082 |
| ATR |
0.0058 |
0.0064 |
0.0006 |
10.6% |
0.0000 |
| Volume |
149,341 |
365,760 |
216,419 |
144.9% |
806,406 |
|
| Daily Pivots for day following 07-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1667 |
1.1573 |
1.1270 |
|
| R3 |
1.1523 |
1.1429 |
1.1231 |
|
| R2 |
1.1379 |
1.1379 |
1.1217 |
|
| R1 |
1.1285 |
1.1285 |
1.1204 |
1.1260 |
| PP |
1.1235 |
1.1235 |
1.1235 |
1.1222 |
| S1 |
1.1141 |
1.1141 |
1.1178 |
1.1116 |
| S2 |
1.1091 |
1.1091 |
1.1165 |
|
| S3 |
1.0947 |
1.0997 |
1.1151 |
|
| S4 |
1.0803 |
1.0853 |
1.1112 |
|
|
| 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 |
1.1423 |
1.1185 |
0.0239 |
2.1% |
0.0072 |
0.6% |
3% |
False |
True |
197,458 |
| 10 |
1.1437 |
1.1185 |
0.0252 |
2.3% |
0.0060 |
0.5% |
3% |
False |
True |
177,755 |
| 20 |
1.1437 |
1.1185 |
0.0252 |
2.3% |
0.0061 |
0.5% |
3% |
False |
True |
182,138 |
| 40 |
1.1633 |
1.1185 |
0.0448 |
4.0% |
0.0064 |
0.6% |
1% |
False |
True |
181,672 |
| 60 |
1.1633 |
1.1185 |
0.0448 |
4.0% |
0.0070 |
0.6% |
1% |
False |
True |
180,773 |
| 80 |
1.1633 |
1.1185 |
0.0448 |
4.0% |
0.0073 |
0.6% |
1% |
False |
True |
138,501 |
| 100 |
1.1777 |
1.1185 |
0.0593 |
5.3% |
0.0073 |
0.6% |
1% |
False |
True |
111,219 |
| 120 |
1.1989 |
1.1185 |
0.0805 |
7.2% |
0.0073 |
0.6% |
1% |
False |
True |
92,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1941 |
|
2.618 |
1.1705 |
|
1.618 |
1.1561 |
|
1.000 |
1.1473 |
|
0.618 |
1.1417 |
|
HIGH |
1.1329 |
|
0.618 |
1.1273 |
|
0.500 |
1.1257 |
|
0.382 |
1.1240 |
|
LOW |
1.1185 |
|
0.618 |
1.1096 |
|
1.000 |
1.1041 |
|
1.618 |
1.0952 |
|
2.618 |
1.0808 |
|
4.250 |
1.0573 |
|
|
| Fisher Pivots for day following 07-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1257 |
1.1268 |
| PP |
1.1235 |
1.1242 |
| S1 |
1.1213 |
1.1217 |
|