CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0558 |
1.0638 |
0.0080 |
0.8% |
1.0842 |
| High |
1.0696 |
1.0647 |
-0.0049 |
-0.5% |
1.0920 |
| Low |
1.0506 |
1.0473 |
-0.0033 |
-0.3% |
1.0473 |
| Close |
1.0610 |
1.0484 |
-0.0126 |
-1.2% |
1.0484 |
| Range |
0.0190 |
0.0174 |
-0.0016 |
-8.4% |
0.0447 |
| ATR |
0.0128 |
0.0132 |
0.0003 |
2.5% |
0.0000 |
| Volume |
235,586 |
321,365 |
85,779 |
36.4% |
1,088,460 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1057 |
1.0944 |
1.0580 |
|
| R3 |
1.0883 |
1.0770 |
1.0532 |
|
| R2 |
1.0709 |
1.0709 |
1.0516 |
|
| R1 |
1.0596 |
1.0596 |
1.0500 |
1.0566 |
| PP |
1.0535 |
1.0535 |
1.0535 |
1.0519 |
| S1 |
1.0422 |
1.0422 |
1.0468 |
1.0392 |
| S2 |
1.0361 |
1.0361 |
1.0452 |
|
| S3 |
1.0187 |
1.0248 |
1.0436 |
|
| S4 |
1.0013 |
1.0074 |
1.0388 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1967 |
1.1672 |
1.0730 |
|
| R3 |
1.1520 |
1.1225 |
1.0607 |
|
| R2 |
1.1073 |
1.1073 |
1.0566 |
|
| R1 |
1.0778 |
1.0778 |
1.0525 |
1.0702 |
| PP |
1.0626 |
1.0626 |
1.0626 |
1.0588 |
| S1 |
1.0331 |
1.0331 |
1.0443 |
1.0255 |
| S2 |
1.0179 |
1.0179 |
1.0402 |
|
| S3 |
0.9732 |
0.9884 |
1.0361 |
|
| S4 |
0.9285 |
0.9437 |
1.0238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0920 |
1.0473 |
0.0447 |
4.3% |
0.0163 |
1.6% |
2% |
False |
True |
217,692 |
| 10 |
1.1254 |
1.0473 |
0.0781 |
7.4% |
0.0141 |
1.3% |
1% |
False |
True |
123,763 |
| 20 |
1.1466 |
1.0473 |
0.0993 |
9.5% |
0.0119 |
1.1% |
1% |
False |
True |
63,160 |
| 40 |
1.1806 |
1.0473 |
0.1333 |
12.7% |
0.0135 |
1.3% |
1% |
False |
True |
32,478 |
| 60 |
1.2582 |
1.0473 |
0.2109 |
20.1% |
0.0118 |
1.1% |
1% |
False |
True |
21,817 |
| 80 |
1.2610 |
1.0473 |
0.2137 |
20.4% |
0.0112 |
1.1% |
1% |
False |
True |
16,406 |
| 100 |
1.2831 |
1.0473 |
0.2358 |
22.5% |
0.0104 |
1.0% |
0% |
False |
True |
13,136 |
| 120 |
1.2903 |
1.0473 |
0.2430 |
23.2% |
0.0102 |
1.0% |
0% |
False |
True |
10,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1387 |
|
2.618 |
1.1103 |
|
1.618 |
1.0929 |
|
1.000 |
1.0821 |
|
0.618 |
1.0755 |
|
HIGH |
1.0647 |
|
0.618 |
1.0581 |
|
0.500 |
1.0560 |
|
0.382 |
1.0539 |
|
LOW |
1.0473 |
|
0.618 |
1.0365 |
|
1.000 |
1.0299 |
|
1.618 |
1.0191 |
|
2.618 |
1.0017 |
|
4.250 |
0.9734 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0560 |
1.0602 |
| PP |
1.0535 |
1.0562 |
| S1 |
1.0509 |
1.0523 |
|