CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0627 |
1.0489 |
-0.0138 |
-1.3% |
1.0836 |
| High |
1.0635 |
1.0616 |
-0.0019 |
-0.2% |
1.0908 |
| Low |
1.0463 |
1.0483 |
0.0020 |
0.2% |
1.0463 |
| Close |
1.0472 |
1.0602 |
0.0130 |
1.2% |
1.0472 |
| Range |
0.0172 |
0.0133 |
-0.0039 |
-22.7% |
0.0445 |
| ATR |
0.0133 |
0.0134 |
0.0001 |
0.6% |
0.0000 |
| Volume |
108,020 |
15,663 |
-92,357 |
-85.5% |
1,591,462 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0966 |
1.0917 |
1.0675 |
|
| R3 |
1.0833 |
1.0784 |
1.0639 |
|
| R2 |
1.0700 |
1.0700 |
1.0626 |
|
| R1 |
1.0651 |
1.0651 |
1.0614 |
1.0676 |
| PP |
1.0567 |
1.0567 |
1.0567 |
1.0579 |
| S1 |
1.0518 |
1.0518 |
1.0590 |
1.0543 |
| S2 |
1.0434 |
1.0434 |
1.0578 |
|
| S3 |
1.0301 |
1.0385 |
1.0565 |
|
| S4 |
1.0168 |
1.0252 |
1.0529 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1949 |
1.1656 |
1.0717 |
|
| R3 |
1.1504 |
1.1211 |
1.0594 |
|
| R2 |
1.1059 |
1.1059 |
1.0554 |
|
| R1 |
1.0766 |
1.0766 |
1.0513 |
1.0690 |
| PP |
1.0614 |
1.0614 |
1.0614 |
1.0577 |
| S1 |
1.0321 |
1.0321 |
1.0431 |
1.0245 |
| S2 |
1.0169 |
1.0169 |
1.0390 |
|
| S3 |
0.9724 |
0.9876 |
1.0350 |
|
| S4 |
0.9279 |
0.9431 |
1.0227 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0856 |
1.0463 |
0.0393 |
3.7% |
0.0173 |
1.6% |
35% |
False |
False |
283,099 |
| 10 |
1.1219 |
1.0463 |
0.0756 |
7.1% |
0.0146 |
1.4% |
18% |
False |
False |
264,659 |
| 20 |
1.1454 |
1.0463 |
0.0991 |
9.3% |
0.0124 |
1.2% |
14% |
False |
False |
224,732 |
| 40 |
1.1683 |
1.0463 |
0.1220 |
11.5% |
0.0136 |
1.3% |
11% |
False |
False |
230,542 |
| 60 |
1.2523 |
1.0463 |
0.2060 |
19.4% |
0.0123 |
1.2% |
7% |
False |
False |
219,669 |
| 80 |
1.2610 |
1.0463 |
0.2147 |
20.3% |
0.0119 |
1.1% |
6% |
False |
False |
183,075 |
| 100 |
1.2851 |
1.0463 |
0.2388 |
22.5% |
0.0115 |
1.1% |
6% |
False |
False |
146,776 |
| 120 |
1.2916 |
1.0463 |
0.2453 |
23.1% |
0.0114 |
1.1% |
6% |
False |
False |
122,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1181 |
|
2.618 |
1.0964 |
|
1.618 |
1.0831 |
|
1.000 |
1.0749 |
|
0.618 |
1.0698 |
|
HIGH |
1.0616 |
|
0.618 |
1.0565 |
|
0.500 |
1.0550 |
|
0.382 |
1.0534 |
|
LOW |
1.0483 |
|
0.618 |
1.0401 |
|
1.000 |
1.0350 |
|
1.618 |
1.0268 |
|
2.618 |
1.0135 |
|
4.250 |
0.9918 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0585 |
1.0593 |
| PP |
1.0567 |
1.0583 |
| S1 |
1.0550 |
1.0574 |
|