CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 05-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1181 |
1.1082 |
-0.0099 |
-0.9% |
1.1382 |
| High |
1.1187 |
1.1116 |
-0.0071 |
-0.6% |
1.1397 |
| Low |
1.1063 |
1.0988 |
-0.0075 |
-0.7% |
1.1177 |
| Close |
1.1075 |
1.1028 |
-0.0047 |
-0.4% |
1.1195 |
| Range |
0.0124 |
0.0128 |
0.0004 |
3.2% |
0.0220 |
| ATR |
0.0111 |
0.0113 |
0.0001 |
1.1% |
0.0000 |
| Volume |
252,913 |
285,354 |
32,441 |
12.8% |
874,146 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1428 |
1.1356 |
1.1098 |
|
| R3 |
1.1300 |
1.1228 |
1.1063 |
|
| R2 |
1.1172 |
1.1172 |
1.1051 |
|
| R1 |
1.1100 |
1.1100 |
1.1040 |
1.1072 |
| PP |
1.1044 |
1.1044 |
1.1044 |
1.1030 |
| S1 |
1.0972 |
1.0972 |
1.1016 |
1.0944 |
| S2 |
1.0916 |
1.0916 |
1.1005 |
|
| S3 |
1.0788 |
1.0844 |
1.0993 |
|
| S4 |
1.0660 |
1.0716 |
1.0958 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1916 |
1.1776 |
1.1316 |
|
| R3 |
1.1696 |
1.1556 |
1.1256 |
|
| R2 |
1.1476 |
1.1476 |
1.1235 |
|
| R1 |
1.1336 |
1.1336 |
1.1215 |
1.1296 |
| PP |
1.1256 |
1.1256 |
1.1256 |
1.1237 |
| S1 |
1.1116 |
1.1116 |
1.1175 |
1.1076 |
| S2 |
1.1036 |
1.1036 |
1.1155 |
|
| S3 |
1.0816 |
1.0896 |
1.1135 |
|
| S4 |
1.0596 |
1.0676 |
1.1074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1249 |
1.0988 |
0.0261 |
2.4% |
0.0094 |
0.8% |
15% |
False |
True |
213,934 |
| 10 |
1.1434 |
1.0988 |
0.0446 |
4.0% |
0.0104 |
0.9% |
9% |
False |
True |
200,650 |
| 20 |
1.1503 |
1.0988 |
0.0515 |
4.7% |
0.0106 |
1.0% |
8% |
False |
True |
188,472 |
| 40 |
1.1904 |
1.0988 |
0.0916 |
8.3% |
0.0128 |
1.2% |
4% |
False |
True |
233,234 |
| 60 |
1.2579 |
1.0988 |
0.1591 |
14.4% |
0.0117 |
1.1% |
3% |
False |
True |
209,448 |
| 80 |
1.2610 |
1.0988 |
0.1622 |
14.7% |
0.0114 |
1.0% |
2% |
False |
True |
158,869 |
| 100 |
1.2896 |
1.0988 |
0.1908 |
17.3% |
0.0112 |
1.0% |
2% |
False |
True |
127,335 |
| 120 |
1.3010 |
1.0988 |
0.2022 |
18.3% |
0.0109 |
1.0% |
2% |
False |
True |
106,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1660 |
|
2.618 |
1.1451 |
|
1.618 |
1.1323 |
|
1.000 |
1.1244 |
|
0.618 |
1.1195 |
|
HIGH |
1.1116 |
|
0.618 |
1.1067 |
|
0.500 |
1.1052 |
|
0.382 |
1.1037 |
|
LOW |
1.0988 |
|
0.618 |
1.0909 |
|
1.000 |
1.0860 |
|
1.618 |
1.0781 |
|
2.618 |
1.0653 |
|
4.250 |
1.0444 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1052 |
1.1104 |
| PP |
1.1044 |
1.1078 |
| S1 |
1.1036 |
1.1053 |
|