CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 18-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2019 |
18-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1306 |
1.1322 |
0.0016 |
0.1% |
1.1243 |
| High |
1.1346 |
1.1359 |
0.0013 |
0.1% |
1.1346 |
| Low |
1.1301 |
1.1320 |
0.0019 |
0.2% |
1.1228 |
| Close |
1.1322 |
1.1344 |
0.0022 |
0.2% |
1.1322 |
| Range |
0.0045 |
0.0039 |
-0.0006 |
-12.4% |
0.0118 |
| ATR |
0.0060 |
0.0058 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
83,543 |
3,978 |
-79,565 |
-95.2% |
1,268,856 |
|
| Daily Pivots for day following 18-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1458 |
1.1440 |
1.1365 |
|
| R3 |
1.1419 |
1.1401 |
1.1354 |
|
| R2 |
1.1380 |
1.1380 |
1.1351 |
|
| R1 |
1.1362 |
1.1362 |
1.1347 |
1.1371 |
| PP |
1.1341 |
1.1341 |
1.1341 |
1.1345 |
| S1 |
1.1323 |
1.1323 |
1.1340 |
1.1332 |
| S2 |
1.1302 |
1.1302 |
1.1336 |
|
| S3 |
1.1263 |
1.1284 |
1.1333 |
|
| S4 |
1.1224 |
1.1245 |
1.1322 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1651 |
1.1604 |
1.1386 |
|
| R3 |
1.1533 |
1.1486 |
1.1354 |
|
| R2 |
1.1416 |
1.1416 |
1.1343 |
|
| R1 |
1.1369 |
1.1369 |
1.1332 |
1.1392 |
| PP |
1.1298 |
1.1298 |
1.1298 |
1.1310 |
| S1 |
1.1251 |
1.1251 |
1.1311 |
1.1275 |
| S2 |
1.1181 |
1.1181 |
1.1300 |
|
| S3 |
1.1063 |
1.1134 |
1.1289 |
|
| S4 |
1.0946 |
1.1016 |
1.1257 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1359 |
1.1253 |
0.0106 |
0.9% |
0.0049 |
0.4% |
86% |
True |
False |
207,876 |
| 10 |
1.1359 |
1.1185 |
0.0174 |
1.5% |
0.0058 |
0.5% |
91% |
True |
False |
218,751 |
| 20 |
1.1437 |
1.1185 |
0.0252 |
2.2% |
0.0056 |
0.5% |
63% |
False |
False |
197,371 |
| 40 |
1.1557 |
1.1185 |
0.0372 |
3.3% |
0.0060 |
0.5% |
43% |
False |
False |
186,446 |
| 60 |
1.1633 |
1.1185 |
0.0448 |
3.9% |
0.0067 |
0.6% |
35% |
False |
False |
183,530 |
| 80 |
1.1633 |
1.1185 |
0.0448 |
3.9% |
0.0070 |
0.6% |
35% |
False |
False |
156,946 |
| 100 |
1.1645 |
1.1185 |
0.0460 |
4.1% |
0.0071 |
0.6% |
35% |
False |
False |
126,208 |
| 120 |
1.1969 |
1.1185 |
0.0785 |
6.9% |
0.0071 |
0.6% |
20% |
False |
False |
105,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1524 |
|
2.618 |
1.1461 |
|
1.618 |
1.1422 |
|
1.000 |
1.1398 |
|
0.618 |
1.1383 |
|
HIGH |
1.1359 |
|
0.618 |
1.1344 |
|
0.500 |
1.1339 |
|
0.382 |
1.1334 |
|
LOW |
1.1320 |
|
0.618 |
1.1295 |
|
1.000 |
1.1281 |
|
1.618 |
1.1256 |
|
2.618 |
1.1217 |
|
4.250 |
1.1154 |
|
|
| Fisher Pivots for day following 18-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1342 |
1.1338 |
| PP |
1.1341 |
1.1333 |
| S1 |
1.1339 |
1.1327 |
|