CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0685 |
1.0547 |
-0.0138 |
-1.3% |
1.1183 |
| High |
1.0718 |
1.0684 |
-0.0034 |
-0.3% |
1.1242 |
| Low |
1.0512 |
1.0494 |
-0.0018 |
-0.2% |
1.0840 |
| Close |
1.0535 |
1.0599 |
0.0064 |
0.6% |
1.0859 |
| Range |
0.0206 |
0.0190 |
-0.0016 |
-7.8% |
0.0402 |
| ATR |
0.0126 |
0.0130 |
0.0005 |
3.6% |
0.0000 |
| Volume |
530,299 |
360,793 |
-169,506 |
-32.0% |
1,193,487 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1162 |
1.1071 |
1.0704 |
|
| R3 |
1.0972 |
1.0881 |
1.0651 |
|
| R2 |
1.0782 |
1.0782 |
1.0634 |
|
| R1 |
1.0691 |
1.0691 |
1.0616 |
1.0737 |
| PP |
1.0592 |
1.0592 |
1.0592 |
1.0615 |
| S1 |
1.0501 |
1.0501 |
1.0582 |
1.0547 |
| S2 |
1.0402 |
1.0402 |
1.0564 |
|
| S3 |
1.0212 |
1.0311 |
1.0547 |
|
| S4 |
1.0022 |
1.0121 |
1.0495 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2186 |
1.1925 |
1.1080 |
|
| R3 |
1.1784 |
1.1523 |
1.0970 |
|
| R2 |
1.1382 |
1.1382 |
1.0933 |
|
| R1 |
1.1121 |
1.1121 |
1.0896 |
1.1051 |
| PP |
1.0980 |
1.0980 |
1.0980 |
1.0945 |
| S1 |
1.0719 |
1.0719 |
1.0822 |
1.0649 |
| S2 |
1.0578 |
1.0578 |
1.0785 |
|
| S3 |
1.0176 |
1.0317 |
1.0748 |
|
| S4 |
0.9774 |
0.9915 |
1.0638 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1034 |
1.0494 |
0.0540 |
5.1% |
0.0167 |
1.6% |
19% |
False |
True |
365,529 |
| 10 |
1.1249 |
1.0494 |
0.0755 |
7.1% |
0.0131 |
1.2% |
14% |
False |
True |
289,732 |
| 20 |
1.1454 |
1.0494 |
0.0960 |
9.1% |
0.0118 |
1.1% |
11% |
False |
True |
236,188 |
| 40 |
1.1854 |
1.0494 |
0.1360 |
12.8% |
0.0137 |
1.3% |
8% |
False |
True |
248,523 |
| 60 |
1.2579 |
1.0494 |
0.2085 |
19.7% |
0.0121 |
1.1% |
5% |
False |
True |
226,341 |
| 80 |
1.2610 |
1.0494 |
0.2116 |
20.0% |
0.0119 |
1.1% |
5% |
False |
True |
181,598 |
| 100 |
1.2851 |
1.0494 |
0.2357 |
22.2% |
0.0114 |
1.1% |
4% |
False |
True |
145,554 |
| 120 |
1.2940 |
1.0494 |
0.2446 |
23.1% |
0.0112 |
1.1% |
4% |
False |
True |
121,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1492 |
|
2.618 |
1.1181 |
|
1.618 |
1.0991 |
|
1.000 |
1.0874 |
|
0.618 |
1.0801 |
|
HIGH |
1.0684 |
|
0.618 |
1.0611 |
|
0.500 |
1.0589 |
|
0.382 |
1.0567 |
|
LOW |
1.0494 |
|
0.618 |
1.0377 |
|
1.000 |
1.0304 |
|
1.618 |
1.0187 |
|
2.618 |
0.9997 |
|
4.250 |
0.9687 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0596 |
1.0675 |
| PP |
1.0592 |
1.0650 |
| S1 |
1.0589 |
1.0624 |
|