CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 26-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2019 |
26-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1442 |
1.1464 |
0.0022 |
0.2% |
1.1405 |
| High |
1.1475 |
1.1507 |
0.0033 |
0.3% |
1.1482 |
| Low |
1.1442 |
1.1452 |
0.0010 |
0.1% |
1.1389 |
| Close |
1.1472 |
1.1503 |
0.0031 |
0.3% |
1.1446 |
| Range |
0.0033 |
0.0055 |
0.0023 |
69.2% |
0.0093 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
2,031 |
4,136 |
2,105 |
103.6% |
13,761 |
|
| Daily Pivots for day following 26-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1652 |
1.1633 |
1.1533 |
|
| R3 |
1.1597 |
1.1578 |
1.1518 |
|
| R2 |
1.1542 |
1.1542 |
1.1513 |
|
| R1 |
1.1523 |
1.1523 |
1.1508 |
1.1533 |
| PP |
1.1487 |
1.1487 |
1.1487 |
1.1492 |
| S1 |
1.1468 |
1.1468 |
1.1498 |
1.1478 |
| S2 |
1.1432 |
1.1432 |
1.1493 |
|
| S3 |
1.1377 |
1.1413 |
1.1488 |
|
| S4 |
1.1322 |
1.1358 |
1.1473 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1718 |
1.1675 |
1.1497 |
|
| R3 |
1.1625 |
1.1582 |
1.1472 |
|
| R2 |
1.1532 |
1.1532 |
1.1463 |
|
| R1 |
1.1489 |
1.1489 |
1.1455 |
1.1511 |
| PP |
1.1439 |
1.1439 |
1.1439 |
1.1450 |
| S1 |
1.1396 |
1.1396 |
1.1437 |
1.1418 |
| S2 |
1.1346 |
1.1346 |
1.1429 |
|
| S3 |
1.1253 |
1.1303 |
1.1420 |
|
| S4 |
1.1160 |
1.1210 |
1.1395 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1507 |
1.1429 |
0.0078 |
0.7% |
0.0042 |
0.4% |
95% |
True |
False |
3,429 |
| 10 |
1.1507 |
1.1350 |
0.0158 |
1.4% |
0.0057 |
0.5% |
97% |
True |
False |
2,933 |
| 20 |
1.1646 |
1.1350 |
0.0297 |
2.6% |
0.0054 |
0.5% |
52% |
False |
False |
1,750 |
| 40 |
1.1722 |
1.1350 |
0.0373 |
3.2% |
0.0062 |
0.5% |
41% |
False |
False |
1,069 |
| 60 |
1.1722 |
1.1350 |
0.0373 |
3.2% |
0.0064 |
0.6% |
41% |
False |
False |
808 |
| 80 |
1.1727 |
1.1350 |
0.0377 |
3.3% |
0.0062 |
0.5% |
41% |
False |
False |
679 |
| 100 |
1.1851 |
1.1350 |
0.0501 |
4.4% |
0.0056 |
0.5% |
31% |
False |
False |
572 |
| 120 |
1.2069 |
1.1350 |
0.0719 |
6.3% |
0.0055 |
0.5% |
21% |
False |
False |
482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1741 |
|
2.618 |
1.1651 |
|
1.618 |
1.1596 |
|
1.000 |
1.1562 |
|
0.618 |
1.1541 |
|
HIGH |
1.1507 |
|
0.618 |
1.1486 |
|
0.500 |
1.1480 |
|
0.382 |
1.1473 |
|
LOW |
1.1452 |
|
0.618 |
1.1418 |
|
1.000 |
1.1397 |
|
1.618 |
1.1363 |
|
2.618 |
1.1308 |
|
4.250 |
1.1218 |
|
|
| Fisher Pivots for day following 26-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1495 |
1.1491 |
| PP |
1.1487 |
1.1480 |
| S1 |
1.1480 |
1.1468 |
|