CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 19-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2019 |
19-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1410 |
1.1423 |
0.0013 |
0.1% |
1.1326 |
| High |
1.1446 |
1.1448 |
0.0003 |
0.0% |
1.1432 |
| Low |
1.1406 |
1.1420 |
0.0014 |
0.1% |
1.1315 |
| Close |
1.1424 |
1.1439 |
0.0015 |
0.1% |
1.1408 |
| Range |
0.0040 |
0.0029 |
-0.0012 |
-28.8% |
0.0118 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
129,957 |
130,540 |
583 |
0.4% |
888,305 |
|
| Daily Pivots for day following 19-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1521 |
1.1508 |
1.1454 |
|
| R3 |
1.1492 |
1.1480 |
1.1446 |
|
| R2 |
1.1464 |
1.1464 |
1.1444 |
|
| R1 |
1.1451 |
1.1451 |
1.1441 |
1.1458 |
| PP |
1.1435 |
1.1435 |
1.1435 |
1.1439 |
| S1 |
1.1423 |
1.1423 |
1.1436 |
1.1429 |
| S2 |
1.1407 |
1.1407 |
1.1433 |
|
| S3 |
1.1378 |
1.1394 |
1.1431 |
|
| S4 |
1.1350 |
1.1366 |
1.1423 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1737 |
1.1690 |
1.1472 |
|
| R3 |
1.1620 |
1.1572 |
1.1440 |
|
| R2 |
1.1502 |
1.1502 |
1.1429 |
|
| R1 |
1.1455 |
1.1455 |
1.1418 |
1.1479 |
| PP |
1.1385 |
1.1385 |
1.1385 |
1.1397 |
| S1 |
1.1337 |
1.1337 |
1.1397 |
1.1361 |
| S2 |
1.1267 |
1.1267 |
1.1386 |
|
| S3 |
1.1150 |
1.1220 |
1.1375 |
|
| S4 |
1.1032 |
1.1102 |
1.1343 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1448 |
1.1368 |
0.0081 |
0.7% |
0.0044 |
0.4% |
88% |
True |
False |
178,328 |
| 10 |
1.1448 |
1.1270 |
0.0179 |
1.6% |
0.0056 |
0.5% |
95% |
True |
False |
128,571 |
| 20 |
1.1522 |
1.1270 |
0.0253 |
2.2% |
0.0052 |
0.5% |
67% |
False |
False |
66,720 |
| 40 |
1.1646 |
1.1270 |
0.0377 |
3.3% |
0.0056 |
0.5% |
45% |
False |
False |
33,863 |
| 60 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0062 |
0.5% |
37% |
False |
False |
22,687 |
| 80 |
1.1722 |
1.1270 |
0.0453 |
4.0% |
0.0062 |
0.5% |
37% |
False |
False |
17,085 |
| 100 |
1.1727 |
1.1270 |
0.0457 |
4.0% |
0.0060 |
0.5% |
37% |
False |
False |
13,719 |
| 120 |
1.2060 |
1.1270 |
0.0790 |
6.9% |
0.0056 |
0.5% |
21% |
False |
False |
11,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1569 |
|
2.618 |
1.1523 |
|
1.618 |
1.1494 |
|
1.000 |
1.1477 |
|
0.618 |
1.1466 |
|
HIGH |
1.1448 |
|
0.618 |
1.1437 |
|
0.500 |
1.1434 |
|
0.382 |
1.1430 |
|
LOW |
1.1420 |
|
0.618 |
1.1402 |
|
1.000 |
1.1391 |
|
1.618 |
1.1373 |
|
2.618 |
1.1345 |
|
4.250 |
1.1298 |
|
|
| Fisher Pivots for day following 19-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1437 |
1.1432 |
| PP |
1.1435 |
1.1425 |
| S1 |
1.1434 |
1.1418 |
|