CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0842 |
1.0863 |
0.0021 |
0.2% |
1.1197 |
| High |
1.0920 |
1.0867 |
-0.0053 |
-0.5% |
1.1254 |
| Low |
1.0836 |
1.0706 |
-0.0130 |
-1.2% |
1.0853 |
| Close |
1.0873 |
1.0710 |
-0.0163 |
-1.5% |
1.0872 |
| Range |
0.0084 |
0.0161 |
0.0077 |
91.7% |
0.0401 |
| ATR |
0.0113 |
0.0117 |
0.0004 |
3.4% |
0.0000 |
| Volume |
61,537 |
177,371 |
115,834 |
188.2% |
149,179 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1244 |
1.1138 |
1.0799 |
|
| R3 |
1.1083 |
1.0977 |
1.0754 |
|
| R2 |
1.0922 |
1.0922 |
1.0740 |
|
| R1 |
1.0816 |
1.0816 |
1.0725 |
1.0789 |
| PP |
1.0761 |
1.0761 |
1.0761 |
1.0747 |
| S1 |
1.0655 |
1.0655 |
1.0695 |
1.0628 |
| S2 |
1.0600 |
1.0600 |
1.0680 |
|
| S3 |
1.0439 |
1.0494 |
1.0666 |
|
| S4 |
1.0278 |
1.0333 |
1.0621 |
|
|
| 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 |
1.1199 |
1.0706 |
0.0493 |
4.6% |
0.0138 |
1.3% |
1% |
False |
True |
74,341 |
| 10 |
1.1402 |
1.0706 |
0.0696 |
6.5% |
0.0115 |
1.1% |
1% |
False |
True |
40,065 |
| 20 |
1.1466 |
1.0706 |
0.0760 |
7.1% |
0.0103 |
1.0% |
1% |
False |
True |
20,869 |
| 40 |
1.1888 |
1.0706 |
0.1182 |
11.0% |
0.0128 |
1.2% |
0% |
False |
True |
11,284 |
| 60 |
1.2582 |
1.0706 |
0.1876 |
17.5% |
0.0113 |
1.1% |
0% |
False |
True |
7,672 |
| 80 |
1.2610 |
1.0706 |
0.1904 |
17.8% |
0.0108 |
1.0% |
0% |
False |
True |
5,788 |
| 100 |
1.2865 |
1.0706 |
0.2159 |
20.2% |
0.0102 |
0.9% |
0% |
False |
True |
4,642 |
| 120 |
1.3010 |
1.0706 |
0.2304 |
21.5% |
0.0099 |
0.9% |
0% |
False |
True |
3,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1551 |
|
2.618 |
1.1288 |
|
1.618 |
1.1127 |
|
1.000 |
1.1028 |
|
0.618 |
1.0966 |
|
HIGH |
1.0867 |
|
0.618 |
1.0805 |
|
0.500 |
1.0787 |
|
0.382 |
1.0768 |
|
LOW |
1.0706 |
|
0.618 |
1.0607 |
|
1.000 |
1.0545 |
|
1.618 |
1.0446 |
|
2.618 |
1.0285 |
|
4.250 |
1.0022 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0787 |
1.0877 |
| PP |
1.0761 |
1.0821 |
| S1 |
1.0736 |
1.0766 |
|