CME Euro FX (E) Future June 2019
| Trading Metrics calculated at close of trading on 20-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2019 |
20-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.1423 |
1.1433 |
0.0011 |
0.1% |
1.1326 |
| High |
1.1448 |
1.1535 |
0.0087 |
0.8% |
1.1432 |
| Low |
1.1420 |
1.1420 |
0.0001 |
0.0% |
1.1315 |
| Close |
1.1439 |
1.1532 |
0.0094 |
0.8% |
1.1408 |
| Range |
0.0029 |
0.0115 |
0.0086 |
301.8% |
0.0118 |
| ATR |
0.0055 |
0.0059 |
0.0004 |
7.8% |
0.0000 |
| Volume |
130,540 |
201,422 |
70,882 |
54.3% |
888,305 |
|
| Daily Pivots for day following 20-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1839 |
1.1800 |
1.1595 |
|
| R3 |
1.1725 |
1.1686 |
1.1563 |
|
| R2 |
1.1610 |
1.1610 |
1.1553 |
|
| R1 |
1.1571 |
1.1571 |
1.1542 |
1.1591 |
| PP |
1.1496 |
1.1496 |
1.1496 |
1.1505 |
| S1 |
1.1457 |
1.1457 |
1.1522 |
1.1476 |
| S2 |
1.1381 |
1.1381 |
1.1511 |
|
| S3 |
1.1267 |
1.1342 |
1.1501 |
|
| S4 |
1.1152 |
1.1228 |
1.1469 |
|
|
| 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 |
1.1535 |
1.1383 |
0.0152 |
1.3% |
0.0054 |
0.5% |
98% |
True |
False |
173,756 |
| 10 |
1.1535 |
1.1270 |
0.0265 |
2.3% |
0.0063 |
0.5% |
99% |
True |
False |
147,093 |
| 20 |
1.1535 |
1.1270 |
0.0265 |
2.3% |
0.0055 |
0.5% |
99% |
True |
False |
76,633 |
| 40 |
1.1646 |
1.1270 |
0.0377 |
3.3% |
0.0058 |
0.5% |
70% |
False |
False |
38,890 |
| 60 |
1.1722 |
1.1270 |
0.0453 |
3.9% |
0.0062 |
0.5% |
58% |
False |
False |
26,035 |
| 80 |
1.1722 |
1.1270 |
0.0453 |
3.9% |
0.0063 |
0.5% |
58% |
False |
False |
19,602 |
| 100 |
1.1727 |
1.1270 |
0.0457 |
4.0% |
0.0061 |
0.5% |
57% |
False |
False |
15,733 |
| 120 |
1.2016 |
1.1270 |
0.0747 |
6.5% |
0.0056 |
0.5% |
35% |
False |
False |
13,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2021 |
|
2.618 |
1.1834 |
|
1.618 |
1.1720 |
|
1.000 |
1.1649 |
|
0.618 |
1.1605 |
|
HIGH |
1.1535 |
|
0.618 |
1.1491 |
|
0.500 |
1.1477 |
|
0.382 |
1.1464 |
|
LOW |
1.1420 |
|
0.618 |
1.1349 |
|
1.000 |
1.1306 |
|
1.618 |
1.1235 |
|
2.618 |
1.1120 |
|
4.250 |
1.0933 |
|
|
| Fisher Pivots for day following 20-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.1514 |
1.1511 |
| PP |
1.1496 |
1.1491 |
| S1 |
1.1477 |
1.1470 |
|