CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 11-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2019 |
11-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1202 |
1.1243 |
0.0042 |
0.4% |
1.1388 |
| High |
1.1254 |
1.1265 |
0.0011 |
0.1% |
1.1394 |
| Low |
1.1193 |
1.1228 |
0.0036 |
0.3% |
1.1185 |
| Close |
1.1250 |
1.1246 |
-0.0004 |
0.0% |
1.1250 |
| Range |
0.0061 |
0.0037 |
-0.0025 |
-40.2% |
0.0209 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
240,958 |
233,454 |
-7,504 |
-3.1% |
1,070,918 |
|
| Daily Pivots for day following 11-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1356 |
1.1337 |
1.1266 |
|
| R3 |
1.1319 |
1.1301 |
1.1256 |
|
| R2 |
1.1283 |
1.1283 |
1.1253 |
|
| R1 |
1.1264 |
1.1264 |
1.1249 |
1.1274 |
| PP |
1.1246 |
1.1246 |
1.1246 |
1.1251 |
| S1 |
1.1228 |
1.1228 |
1.1243 |
1.1237 |
| S2 |
1.1210 |
1.1210 |
1.1239 |
|
| S3 |
1.1173 |
1.1191 |
1.1236 |
|
| S4 |
1.1137 |
1.1155 |
1.1226 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1903 |
1.1786 |
1.1365 |
|
| R3 |
1.1694 |
1.1577 |
1.1307 |
|
| R2 |
1.1485 |
1.1485 |
1.1288 |
|
| R1 |
1.1368 |
1.1368 |
1.1269 |
1.1322 |
| PP |
1.1276 |
1.1276 |
1.1276 |
1.1253 |
| S1 |
1.1159 |
1.1159 |
1.1231 |
1.1113 |
| S2 |
1.1067 |
1.1067 |
1.1212 |
|
| S3 |
1.0858 |
1.0950 |
1.1193 |
|
| S4 |
1.0649 |
1.0741 |
1.1135 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1351 |
1.1185 |
0.0167 |
1.5% |
0.0066 |
0.6% |
37% |
False |
False |
229,627 |
| 10 |
1.1437 |
1.1185 |
0.0252 |
2.2% |
0.0062 |
0.6% |
24% |
False |
False |
199,238 |
| 20 |
1.1437 |
1.1185 |
0.0252 |
2.2% |
0.0062 |
0.5% |
24% |
False |
False |
191,229 |
| 40 |
1.1603 |
1.1185 |
0.0419 |
3.7% |
0.0061 |
0.5% |
15% |
False |
False |
181,966 |
| 60 |
1.1633 |
1.1185 |
0.0448 |
4.0% |
0.0069 |
0.6% |
14% |
False |
False |
183,480 |
| 80 |
1.1633 |
1.1185 |
0.0448 |
4.0% |
0.0072 |
0.6% |
14% |
False |
False |
144,398 |
| 100 |
1.1777 |
1.1185 |
0.0593 |
5.3% |
0.0072 |
0.6% |
10% |
False |
False |
115,879 |
| 120 |
1.1989 |
1.1185 |
0.0805 |
7.2% |
0.0072 |
0.6% |
8% |
False |
False |
96,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1420 |
|
2.618 |
1.1360 |
|
1.618 |
1.1324 |
|
1.000 |
1.1301 |
|
0.618 |
1.1287 |
|
HIGH |
1.1265 |
|
0.618 |
1.1251 |
|
0.500 |
1.1246 |
|
0.382 |
1.1242 |
|
LOW |
1.1228 |
|
0.618 |
1.1205 |
|
1.000 |
1.1192 |
|
1.618 |
1.1169 |
|
2.618 |
1.1132 |
|
4.250 |
1.1073 |
|
|
| Fisher Pivots for day following 11-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1246 |
1.1257 |
| PP |
1.1246 |
1.1253 |
| S1 |
1.1246 |
1.1250 |
|