CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 09-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1044 |
1.0842 |
-0.0202 |
-1.8% |
1.1197 |
| High |
1.1047 |
1.0920 |
-0.0127 |
-1.1% |
1.1254 |
| Low |
1.0853 |
1.0836 |
-0.0017 |
-0.2% |
1.0853 |
| Close |
1.0872 |
1.0873 |
0.0001 |
0.0% |
1.0872 |
| Range |
0.0194 |
0.0084 |
-0.0110 |
-56.7% |
0.0401 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
52,341 |
61,537 |
9,196 |
17.6% |
149,179 |
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1128 |
1.1085 |
1.0919 |
|
| R3 |
1.1044 |
1.1001 |
1.0896 |
|
| R2 |
1.0960 |
1.0960 |
1.0888 |
|
| R1 |
1.0917 |
1.0917 |
1.0881 |
1.0939 |
| PP |
1.0876 |
1.0876 |
1.0876 |
1.0887 |
| S1 |
1.0833 |
1.0833 |
1.0865 |
1.0855 |
| S2 |
1.0792 |
1.0792 |
1.0858 |
|
| S3 |
1.0708 |
1.0749 |
1.0850 |
|
| S4 |
1.0624 |
1.0665 |
1.0827 |
|
|
| 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 |
1.1231 |
1.0836 |
0.0395 |
3.6% |
0.0118 |
1.1% |
9% |
False |
True |
40,266 |
| 10 |
1.1402 |
1.0836 |
0.0566 |
5.2% |
0.0105 |
1.0% |
7% |
False |
True |
22,598 |
| 20 |
1.1466 |
1.0836 |
0.0630 |
5.8% |
0.0099 |
0.9% |
6% |
False |
True |
12,108 |
| 40 |
1.1888 |
1.0836 |
0.1052 |
9.7% |
0.0126 |
1.2% |
4% |
False |
True |
6,878 |
| 60 |
1.2582 |
1.0836 |
0.1746 |
16.1% |
0.0112 |
1.0% |
2% |
False |
True |
4,724 |
| 80 |
1.2610 |
1.0836 |
0.1774 |
16.3% |
0.0107 |
1.0% |
2% |
False |
True |
3,572 |
| 100 |
1.2865 |
1.0836 |
0.2029 |
18.7% |
0.0101 |
0.9% |
2% |
False |
True |
2,869 |
| 120 |
1.3029 |
1.0836 |
0.2193 |
20.2% |
0.0098 |
0.9% |
2% |
False |
True |
2,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1277 |
|
2.618 |
1.1140 |
|
1.618 |
1.1056 |
|
1.000 |
1.1004 |
|
0.618 |
1.0972 |
|
HIGH |
1.0920 |
|
0.618 |
1.0888 |
|
0.500 |
1.0878 |
|
0.382 |
1.0868 |
|
LOW |
1.0836 |
|
0.618 |
1.0784 |
|
1.000 |
1.0752 |
|
1.618 |
1.0700 |
|
2.618 |
1.0616 |
|
4.250 |
1.0479 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0878 |
1.0983 |
| PP |
1.0876 |
1.0946 |
| S1 |
1.0875 |
1.0910 |
|