CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 13-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2019 |
13-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1340 |
1.1379 |
0.0039 |
0.3% |
1.1476 |
| High |
1.1397 |
1.1430 |
0.0033 |
0.3% |
1.1479 |
| Low |
1.1339 |
1.1368 |
0.0029 |
0.3% |
1.1270 |
| Close |
1.1388 |
1.1421 |
0.0033 |
0.3% |
1.1336 |
| Range |
0.0058 |
0.0062 |
0.0004 |
6.9% |
0.0209 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.2% |
0.0000 |
| Volume |
154,759 |
224,283 |
69,524 |
44.9% |
156,626 |
|
| Daily Pivots for day following 13-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1592 |
1.1568 |
1.1455 |
|
| R3 |
1.1530 |
1.1506 |
1.1438 |
|
| R2 |
1.1468 |
1.1468 |
1.1432 |
|
| R1 |
1.1444 |
1.1444 |
1.1426 |
1.1456 |
| PP |
1.1406 |
1.1406 |
1.1406 |
1.1412 |
| S1 |
1.1382 |
1.1382 |
1.1415 |
1.1394 |
| S2 |
1.1344 |
1.1344 |
1.1409 |
|
| S3 |
1.1282 |
1.1320 |
1.1403 |
|
| S4 |
1.1220 |
1.1258 |
1.1386 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1988 |
1.1871 |
1.1451 |
|
| R3 |
1.1779 |
1.1662 |
1.1393 |
|
| R2 |
1.1570 |
1.1570 |
1.1374 |
|
| R1 |
1.1453 |
1.1453 |
1.1355 |
1.1407 |
| PP |
1.1361 |
1.1361 |
1.1361 |
1.1338 |
| S1 |
1.1244 |
1.1244 |
1.1317 |
1.1198 |
| S2 |
1.1152 |
1.1152 |
1.1298 |
|
| S3 |
1.0943 |
1.1035 |
1.1279 |
|
| S4 |
1.0734 |
1.0826 |
1.1221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1430 |
1.1270 |
0.0160 |
1.4% |
0.0072 |
0.6% |
94% |
True |
False |
120,430 |
| 10 |
1.1522 |
1.1270 |
0.0253 |
2.2% |
0.0063 |
0.6% |
60% |
False |
False |
64,852 |
| 20 |
1.1522 |
1.1270 |
0.0253 |
2.2% |
0.0058 |
0.5% |
60% |
False |
False |
33,929 |
| 40 |
1.1646 |
1.1270 |
0.0377 |
3.3% |
0.0058 |
0.5% |
40% |
False |
False |
17,221 |
| 60 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0064 |
0.6% |
33% |
False |
False |
11,575 |
| 80 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0063 |
0.6% |
33% |
False |
False |
8,797 |
| 100 |
1.1761 |
1.1270 |
0.0492 |
4.3% |
0.0060 |
0.5% |
31% |
False |
False |
7,048 |
| 120 |
1.2069 |
1.1270 |
0.0799 |
7.0% |
0.0055 |
0.5% |
19% |
False |
False |
5,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1693 |
|
2.618 |
1.1592 |
|
1.618 |
1.1530 |
|
1.000 |
1.1492 |
|
0.618 |
1.1468 |
|
HIGH |
1.1430 |
|
0.618 |
1.1406 |
|
0.500 |
1.1399 |
|
0.382 |
1.1391 |
|
LOW |
1.1368 |
|
0.618 |
1.1329 |
|
1.000 |
1.1306 |
|
1.618 |
1.1267 |
|
2.618 |
1.1205 |
|
4.250 |
1.1104 |
|
|
| Fisher Pivots for day following 13-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1413 |
1.1404 |
| PP |
1.1406 |
1.1388 |
| S1 |
1.1399 |
1.1372 |
|