CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 04-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2019 |
04-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1473 |
1.1476 |
0.0003 |
0.0% |
1.1442 |
| High |
1.1508 |
1.1479 |
-0.0030 |
-0.3% |
1.1522 |
| Low |
1.1456 |
1.1409 |
-0.0047 |
-0.4% |
1.1442 |
| Close |
1.1459 |
1.1430 |
-0.0029 |
-0.2% |
1.1459 |
| Range |
0.0053 |
0.0070 |
0.0018 |
33.3% |
0.0080 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
1.8% |
0.0000 |
| Volume |
3,345 |
6,364 |
3,019 |
90.3% |
17,995 |
|
| Daily Pivots for day following 04-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1649 |
1.1610 |
1.1469 |
|
| R3 |
1.1579 |
1.1540 |
1.1449 |
|
| R2 |
1.1509 |
1.1509 |
1.1443 |
|
| R1 |
1.1470 |
1.1470 |
1.1436 |
1.1454 |
| PP |
1.1439 |
1.1439 |
1.1439 |
1.1431 |
| S1 |
1.1400 |
1.1400 |
1.1424 |
1.1384 |
| S2 |
1.1369 |
1.1369 |
1.1417 |
|
| S3 |
1.1299 |
1.1330 |
1.1411 |
|
| S4 |
1.1229 |
1.1260 |
1.1392 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1714 |
1.1666 |
1.1503 |
|
| R3 |
1.1634 |
1.1586 |
1.1481 |
|
| R2 |
1.1554 |
1.1554 |
1.1473 |
|
| R1 |
1.1506 |
1.1506 |
1.1466 |
1.1530 |
| PP |
1.1474 |
1.1474 |
1.1474 |
1.1486 |
| S1 |
1.1426 |
1.1426 |
1.1451 |
1.1450 |
| S2 |
1.1394 |
1.1394 |
1.1444 |
|
| S3 |
1.1314 |
1.1346 |
1.1437 |
|
| S4 |
1.1234 |
1.1266 |
1.1415 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1522 |
1.1409 |
0.0114 |
1.0% |
0.0055 |
0.5% |
19% |
False |
True |
4,465 |
| 10 |
1.1522 |
1.1389 |
0.0133 |
1.2% |
0.0051 |
0.4% |
31% |
False |
False |
3,812 |
| 20 |
1.1589 |
1.1350 |
0.0240 |
2.1% |
0.0052 |
0.5% |
34% |
False |
False |
2,553 |
| 40 |
1.1722 |
1.1350 |
0.0373 |
3.3% |
0.0059 |
0.5% |
22% |
False |
False |
1,513 |
| 60 |
1.1722 |
1.1350 |
0.0373 |
3.3% |
0.0064 |
0.6% |
22% |
False |
False |
1,097 |
| 80 |
1.1727 |
1.1350 |
0.0377 |
3.3% |
0.0062 |
0.5% |
21% |
False |
False |
906 |
| 100 |
1.1851 |
1.1350 |
0.0501 |
4.4% |
0.0057 |
0.5% |
16% |
False |
False |
754 |
| 120 |
1.2069 |
1.1350 |
0.0719 |
6.3% |
0.0055 |
0.5% |
11% |
False |
False |
633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1776 |
|
2.618 |
1.1662 |
|
1.618 |
1.1592 |
|
1.000 |
1.1549 |
|
0.618 |
1.1522 |
|
HIGH |
1.1479 |
|
0.618 |
1.1452 |
|
0.500 |
1.1444 |
|
0.382 |
1.1435 |
|
LOW |
1.1409 |
|
0.618 |
1.1365 |
|
1.000 |
1.1339 |
|
1.618 |
1.1295 |
|
2.618 |
1.1225 |
|
4.250 |
1.1111 |
|
|
| Fisher Pivots for day following 04-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1444 |
1.1465 |
| PP |
1.1439 |
1.1454 |
| S1 |
1.1435 |
1.1442 |
|