CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 05-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2019 |
05-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1476 |
1.1437 |
-0.0039 |
-0.3% |
1.1442 |
| High |
1.1479 |
1.1437 |
-0.0042 |
-0.4% |
1.1522 |
| Low |
1.1409 |
1.1388 |
-0.0021 |
-0.2% |
1.1442 |
| Close |
1.1430 |
1.1401 |
-0.0029 |
-0.3% |
1.1459 |
| Range |
0.0070 |
0.0049 |
-0.0021 |
-30.0% |
0.0080 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
6,364 |
13,348 |
6,984 |
109.7% |
17,995 |
|
| Daily Pivots for day following 05-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1556 |
1.1527 |
1.1428 |
|
| R3 |
1.1507 |
1.1478 |
1.1414 |
|
| R2 |
1.1458 |
1.1458 |
1.1410 |
|
| R1 |
1.1429 |
1.1429 |
1.1405 |
1.1419 |
| PP |
1.1409 |
1.1409 |
1.1409 |
1.1404 |
| S1 |
1.1380 |
1.1380 |
1.1397 |
1.1370 |
| S2 |
1.1360 |
1.1360 |
1.1392 |
|
| S3 |
1.1311 |
1.1331 |
1.1388 |
|
| S4 |
1.1262 |
1.1282 |
1.1374 |
|
|
| 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 |
1.1388 |
0.0134 |
1.2% |
0.0054 |
0.5% |
10% |
False |
True |
6,308 |
| 10 |
1.1522 |
1.1388 |
0.0134 |
1.2% |
0.0048 |
0.4% |
10% |
False |
True |
4,868 |
| 20 |
1.1570 |
1.1350 |
0.0220 |
1.9% |
0.0053 |
0.5% |
23% |
False |
False |
3,212 |
| 40 |
1.1722 |
1.1350 |
0.0373 |
3.3% |
0.0058 |
0.5% |
14% |
False |
False |
1,835 |
| 60 |
1.1722 |
1.1350 |
0.0373 |
3.3% |
0.0064 |
0.6% |
14% |
False |
False |
1,315 |
| 80 |
1.1727 |
1.1350 |
0.0377 |
3.3% |
0.0063 |
0.6% |
14% |
False |
False |
1,072 |
| 100 |
1.1851 |
1.1350 |
0.0501 |
4.4% |
0.0057 |
0.5% |
10% |
False |
False |
887 |
| 120 |
1.2069 |
1.1350 |
0.0719 |
6.3% |
0.0055 |
0.5% |
7% |
False |
False |
744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1645 |
|
2.618 |
1.1565 |
|
1.618 |
1.1516 |
|
1.000 |
1.1486 |
|
0.618 |
1.1467 |
|
HIGH |
1.1437 |
|
0.618 |
1.1418 |
|
0.500 |
1.1413 |
|
0.382 |
1.1407 |
|
LOW |
1.1388 |
|
0.618 |
1.1358 |
|
1.000 |
1.1339 |
|
1.618 |
1.1309 |
|
2.618 |
1.1260 |
|
4.250 |
1.1180 |
|
|
| Fisher Pivots for day following 05-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1413 |
1.1448 |
| PP |
1.1409 |
1.1432 |
| S1 |
1.1405 |
1.1417 |
|