CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 15-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2019 |
15-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1376 |
1.1400 |
0.0024 |
0.2% |
1.1446 |
| High |
1.1422 |
1.1421 |
-0.0001 |
0.0% |
1.1461 |
| Low |
1.1367 |
1.1350 |
-0.0018 |
-0.2% |
1.1350 |
| Close |
1.1417 |
1.1410 |
-0.0007 |
-0.1% |
1.1410 |
| Range |
0.0055 |
0.0072 |
0.0017 |
30.0% |
0.0111 |
| ATR |
0.0062 |
0.0062 |
0.0001 |
1.2% |
0.0000 |
| Volume |
1,087 |
6,914 |
5,827 |
536.1% |
10,181 |
|
| Daily Pivots for day following 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1608 |
1.1581 |
1.1449 |
|
| R3 |
1.1537 |
1.1509 |
1.1430 |
|
| R2 |
1.1465 |
1.1465 |
1.1423 |
|
| R1 |
1.1438 |
1.1438 |
1.1417 |
1.1451 |
| PP |
1.1394 |
1.1394 |
1.1394 |
1.1400 |
| S1 |
1.1366 |
1.1366 |
1.1403 |
1.1380 |
| S2 |
1.1322 |
1.1322 |
1.1397 |
|
| S3 |
1.1251 |
1.1295 |
1.1390 |
|
| S4 |
1.1179 |
1.1223 |
1.1371 |
|
|
| Weekly Pivots for week ending 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1740 |
1.1686 |
1.1471 |
|
| R3 |
1.1629 |
1.1575 |
1.1441 |
|
| R2 |
1.1518 |
1.1518 |
1.1430 |
|
| R1 |
1.1464 |
1.1464 |
1.1420 |
1.1435 |
| PP |
1.1407 |
1.1407 |
1.1407 |
1.1392 |
| S1 |
1.1353 |
1.1353 |
1.1400 |
1.1324 |
| S2 |
1.1296 |
1.1296 |
1.1390 |
|
| S3 |
1.1185 |
1.1242 |
1.1379 |
|
| S4 |
1.1074 |
1.1131 |
1.1349 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1461 |
1.1350 |
0.0111 |
1.0% |
0.0067 |
0.6% |
55% |
False |
True |
2,036 |
| 10 |
1.1589 |
1.1350 |
0.0240 |
2.1% |
0.0052 |
0.5% |
25% |
False |
True |
1,295 |
| 20 |
1.1646 |
1.1350 |
0.0297 |
2.6% |
0.0059 |
0.5% |
20% |
False |
True |
875 |
| 40 |
1.1722 |
1.1350 |
0.0373 |
3.3% |
0.0067 |
0.6% |
16% |
False |
True |
604 |
| 60 |
1.1722 |
1.1350 |
0.0373 |
3.3% |
0.0065 |
0.6% |
16% |
False |
True |
496 |
| 80 |
1.1727 |
1.1350 |
0.0378 |
3.3% |
0.0062 |
0.5% |
16% |
False |
True |
434 |
| 100 |
1.2066 |
1.1350 |
0.0717 |
6.3% |
0.0056 |
0.5% |
8% |
False |
True |
376 |
| 120 |
1.2069 |
1.1350 |
0.0719 |
6.3% |
0.0056 |
0.5% |
8% |
False |
True |
320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1725 |
|
2.618 |
1.1608 |
|
1.618 |
1.1537 |
|
1.000 |
1.1493 |
|
0.618 |
1.1465 |
|
HIGH |
1.1421 |
|
0.618 |
1.1394 |
|
0.500 |
1.1385 |
|
0.382 |
1.1377 |
|
LOW |
1.1350 |
|
0.618 |
1.1305 |
|
1.000 |
1.1278 |
|
1.618 |
1.1234 |
|
2.618 |
1.1162 |
|
4.250 |
1.1046 |
|
|
| Fisher Pivots for day following 15-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1402 |
1.1408 |
| PP |
1.1394 |
1.1405 |
| S1 |
1.1385 |
1.1403 |
|