CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 13-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2019 |
13-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1253 |
1.1294 |
0.0041 |
0.4% |
1.1388 |
| High |
1.1311 |
1.1343 |
0.0032 |
0.3% |
1.1394 |
| Low |
1.1253 |
1.1282 |
0.0030 |
0.3% |
1.1185 |
| Close |
1.1302 |
1.1335 |
0.0033 |
0.3% |
1.1250 |
| Range |
0.0059 |
0.0061 |
0.0003 |
4.3% |
0.0209 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
336,634 |
330,049 |
-6,585 |
-2.0% |
1,070,918 |
|
| Daily Pivots for day following 13-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1503 |
1.1480 |
1.1368 |
|
| R3 |
1.1442 |
1.1419 |
1.1351 |
|
| R2 |
1.1381 |
1.1381 |
1.1346 |
|
| R1 |
1.1358 |
1.1358 |
1.1340 |
1.1369 |
| PP |
1.1320 |
1.1320 |
1.1320 |
1.1326 |
| S1 |
1.1297 |
1.1297 |
1.1329 |
1.1308 |
| S2 |
1.1259 |
1.1259 |
1.1323 |
|
| S3 |
1.1198 |
1.1236 |
1.1318 |
|
| S4 |
1.1137 |
1.1175 |
1.1301 |
|
|
| 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 |
1.1343 |
1.1185 |
0.0159 |
1.4% |
0.0072 |
0.6% |
95% |
True |
False |
301,371 |
| 10 |
1.1437 |
1.1185 |
0.0252 |
2.2% |
0.0064 |
0.6% |
60% |
False |
False |
233,011 |
| 20 |
1.1437 |
1.1185 |
0.0252 |
2.2% |
0.0060 |
0.5% |
60% |
False |
False |
206,141 |
| 40 |
1.1557 |
1.1185 |
0.0372 |
3.3% |
0.0061 |
0.5% |
40% |
False |
False |
190,469 |
| 60 |
1.1633 |
1.1185 |
0.0448 |
4.0% |
0.0069 |
0.6% |
33% |
False |
False |
187,670 |
| 80 |
1.1633 |
1.1185 |
0.0448 |
4.0% |
0.0071 |
0.6% |
33% |
False |
False |
152,565 |
| 100 |
1.1700 |
1.1185 |
0.0516 |
4.5% |
0.0072 |
0.6% |
29% |
False |
False |
122,528 |
| 120 |
1.1989 |
1.1185 |
0.0805 |
7.1% |
0.0072 |
0.6% |
19% |
False |
False |
102,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1602 |
|
2.618 |
1.1503 |
|
1.618 |
1.1442 |
|
1.000 |
1.1404 |
|
0.618 |
1.1381 |
|
HIGH |
1.1343 |
|
0.618 |
1.1320 |
|
0.500 |
1.1313 |
|
0.382 |
1.1305 |
|
LOW |
1.1282 |
|
0.618 |
1.1244 |
|
1.000 |
1.1221 |
|
1.618 |
1.1183 |
|
2.618 |
1.1122 |
|
4.250 |
1.1023 |
|
|
| Fisher Pivots for day following 13-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1327 |
1.1318 |
| PP |
1.1320 |
1.1302 |
| S1 |
1.1313 |
1.1286 |
|