CME Euro FX (E) Future June 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 |
1.1193 |
1.1095 |
-0.0098 |
-0.9% |
1.1394 |
| High |
1.1199 |
1.1129 |
-0.0070 |
-0.6% |
1.1409 |
| Low |
1.1076 |
1.1001 |
-0.0075 |
-0.7% |
1.1190 |
| Close |
1.1087 |
1.1041 |
-0.0046 |
-0.4% |
1.1208 |
| Range |
0.0123 |
0.0128 |
0.0005 |
4.1% |
0.0219 |
| ATR |
0.0108 |
0.0109 |
0.0001 |
1.3% |
0.0000 |
| Volume |
38,035 |
42,425 |
4,390 |
11.5% |
18,403 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1441 |
1.1369 |
1.1111 |
|
| R3 |
1.1313 |
1.1241 |
1.1076 |
|
| R2 |
1.1185 |
1.1185 |
1.1064 |
|
| R1 |
1.1113 |
1.1113 |
1.1053 |
1.1085 |
| PP |
1.1057 |
1.1057 |
1.1057 |
1.1043 |
| S1 |
1.0985 |
1.0985 |
1.1029 |
1.0957 |
| S2 |
1.0929 |
1.0929 |
1.1018 |
|
| S3 |
1.0801 |
1.0857 |
1.1006 |
|
| S4 |
1.0673 |
1.0729 |
1.0971 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1926 |
1.1786 |
1.1328 |
|
| R3 |
1.1707 |
1.1567 |
1.1268 |
|
| R2 |
1.1488 |
1.1488 |
1.1248 |
|
| R1 |
1.1348 |
1.1348 |
1.1228 |
1.1309 |
| PP |
1.1269 |
1.1269 |
1.1269 |
1.1249 |
| S1 |
1.1129 |
1.1129 |
1.1188 |
1.1090 |
| S2 |
1.1050 |
1.1050 |
1.1168 |
|
| S3 |
1.0831 |
1.0910 |
1.1148 |
|
| S4 |
1.0612 |
1.0691 |
1.1088 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1260 |
1.1001 |
0.0259 |
2.3% |
0.0093 |
0.8% |
15% |
False |
True |
21,021 |
| 10 |
1.1440 |
1.1001 |
0.0439 |
4.0% |
0.0102 |
0.9% |
9% |
False |
True |
11,644 |
| 20 |
1.1513 |
1.1001 |
0.0512 |
4.6% |
0.0103 |
0.9% |
8% |
False |
True |
6,637 |
| 40 |
1.1914 |
1.1001 |
0.0913 |
8.3% |
0.0124 |
1.1% |
4% |
False |
True |
4,070 |
| 60 |
1.2582 |
1.1001 |
0.1581 |
14.3% |
0.0111 |
1.0% |
3% |
False |
True |
2,833 |
| 80 |
1.2610 |
1.1001 |
0.1609 |
14.6% |
0.0106 |
1.0% |
2% |
False |
True |
2,151 |
| 100 |
1.2865 |
1.1001 |
0.1864 |
16.9% |
0.0100 |
0.9% |
2% |
False |
True |
1,731 |
| 120 |
1.3029 |
1.1001 |
0.2028 |
18.4% |
0.0096 |
0.9% |
2% |
False |
True |
1,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1673 |
|
2.618 |
1.1464 |
|
1.618 |
1.1336 |
|
1.000 |
1.1257 |
|
0.618 |
1.1208 |
|
HIGH |
1.1129 |
|
0.618 |
1.1080 |
|
0.500 |
1.1065 |
|
0.382 |
1.1050 |
|
LOW |
1.1001 |
|
0.618 |
1.0922 |
|
1.000 |
1.0873 |
|
1.618 |
1.0794 |
|
2.618 |
1.0666 |
|
4.250 |
1.0457 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1065 |
1.1116 |
| PP |
1.1057 |
1.1091 |
| S1 |
1.1049 |
1.1066 |
|