CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1095 |
1.1044 |
-0.0051 |
-0.5% |
1.1197 |
| High |
1.1129 |
1.1047 |
-0.0082 |
-0.7% |
1.1254 |
| Low |
1.1001 |
1.0853 |
-0.0148 |
-1.3% |
1.0853 |
| Close |
1.1041 |
1.0872 |
-0.0169 |
-1.5% |
1.0872 |
| Range |
0.0128 |
0.0194 |
0.0066 |
51.6% |
0.0401 |
| ATR |
0.0109 |
0.0115 |
0.0006 |
5.5% |
0.0000 |
| Volume |
42,425 |
52,341 |
9,916 |
23.4% |
149,179 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1506 |
1.1383 |
1.0979 |
|
| R3 |
1.1312 |
1.1189 |
1.0925 |
|
| R2 |
1.1118 |
1.1118 |
1.0908 |
|
| R1 |
1.0995 |
1.0995 |
1.0890 |
1.0960 |
| PP |
1.0924 |
1.0924 |
1.0924 |
1.0906 |
| S1 |
1.0801 |
1.0801 |
1.0854 |
1.0766 |
| S2 |
1.0730 |
1.0730 |
1.0836 |
|
| S3 |
1.0536 |
1.0607 |
1.0819 |
|
| S4 |
1.0342 |
1.0413 |
1.0765 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2196 |
1.1935 |
1.1093 |
|
| R3 |
1.1795 |
1.1534 |
1.0982 |
|
| R2 |
1.1394 |
1.1394 |
1.0946 |
|
| R1 |
1.1133 |
1.1133 |
1.0909 |
1.1063 |
| PP |
1.0993 |
1.0993 |
1.0993 |
1.0958 |
| S1 |
1.0732 |
1.0732 |
1.0835 |
1.0662 |
| S2 |
1.0592 |
1.0592 |
1.0798 |
|
| S3 |
1.0191 |
1.0331 |
1.0762 |
|
| S4 |
0.9790 |
0.9930 |
1.0651 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1254 |
1.0853 |
0.0401 |
3.7% |
0.0118 |
1.1% |
5% |
False |
True |
29,835 |
| 10 |
1.1409 |
1.0853 |
0.0556 |
5.1% |
0.0107 |
1.0% |
3% |
False |
True |
16,758 |
| 20 |
1.1493 |
1.0853 |
0.0640 |
5.9% |
0.0103 |
1.0% |
3% |
False |
True |
9,119 |
| 40 |
1.1888 |
1.0853 |
0.1035 |
9.5% |
0.0126 |
1.2% |
2% |
False |
True |
5,365 |
| 60 |
1.2582 |
1.0853 |
0.1729 |
15.9% |
0.0113 |
1.0% |
1% |
False |
True |
3,702 |
| 80 |
1.2610 |
1.0853 |
0.1757 |
16.2% |
0.0107 |
1.0% |
1% |
False |
True |
2,803 |
| 100 |
1.2865 |
1.0853 |
0.2012 |
18.5% |
0.0101 |
0.9% |
1% |
False |
True |
2,254 |
| 120 |
1.3029 |
1.0853 |
0.2176 |
20.0% |
0.0097 |
0.9% |
1% |
False |
True |
1,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1872 |
|
2.618 |
1.1555 |
|
1.618 |
1.1361 |
|
1.000 |
1.1241 |
|
0.618 |
1.1167 |
|
HIGH |
1.1047 |
|
0.618 |
1.0973 |
|
0.500 |
1.0950 |
|
0.382 |
1.0927 |
|
LOW |
1.0853 |
|
0.618 |
1.0733 |
|
1.000 |
1.0659 |
|
1.618 |
1.0539 |
|
2.618 |
1.0345 |
|
4.250 |
1.0029 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0950 |
1.1026 |
| PP |
1.0924 |
1.0975 |
| S1 |
1.0898 |
1.0923 |
|