CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0638 |
1.0498 |
-0.0140 |
-1.3% |
1.0842 |
| High |
1.0647 |
1.0632 |
-0.0015 |
-0.1% |
1.0920 |
| Low |
1.0473 |
1.0491 |
0.0018 |
0.2% |
1.0473 |
| Close |
1.0484 |
1.0595 |
0.0111 |
1.1% |
1.0484 |
| Range |
0.0174 |
0.0141 |
-0.0033 |
-19.0% |
0.0447 |
| ATR |
0.0132 |
0.0133 |
0.0001 |
0.9% |
0.0000 |
| Volume |
321,365 |
249,455 |
-71,910 |
-22.4% |
1,088,460 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0996 |
1.0936 |
1.0673 |
|
| R3 |
1.0855 |
1.0795 |
1.0634 |
|
| R2 |
1.0714 |
1.0714 |
1.0621 |
|
| R1 |
1.0654 |
1.0654 |
1.0608 |
1.0684 |
| PP |
1.0573 |
1.0573 |
1.0573 |
1.0588 |
| S1 |
1.0513 |
1.0513 |
1.0582 |
1.0543 |
| S2 |
1.0432 |
1.0432 |
1.0569 |
|
| S3 |
1.0291 |
1.0372 |
1.0556 |
|
| S4 |
1.0150 |
1.0231 |
1.0517 |
|
|
| 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 |
1.0867 |
1.0473 |
0.0394 |
3.7% |
0.0175 |
1.6% |
31% |
False |
False |
255,275 |
| 10 |
1.1231 |
1.0473 |
0.0758 |
7.2% |
0.0146 |
1.4% |
16% |
False |
False |
147,770 |
| 20 |
1.1466 |
1.0473 |
0.0993 |
9.4% |
0.0123 |
1.2% |
12% |
False |
False |
75,561 |
| 40 |
1.1695 |
1.0473 |
0.1222 |
11.5% |
0.0133 |
1.3% |
10% |
False |
False |
38,702 |
| 60 |
1.2531 |
1.0473 |
0.2058 |
19.4% |
0.0118 |
1.1% |
6% |
False |
False |
25,971 |
| 80 |
1.2610 |
1.0473 |
0.2137 |
20.2% |
0.0112 |
1.1% |
6% |
False |
False |
19,523 |
| 100 |
1.2782 |
1.0473 |
0.2309 |
21.8% |
0.0105 |
1.0% |
5% |
False |
False |
15,630 |
| 120 |
1.2903 |
1.0473 |
0.2430 |
22.9% |
0.0102 |
1.0% |
5% |
False |
False |
13,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1231 |
|
2.618 |
1.1001 |
|
1.618 |
1.0860 |
|
1.000 |
1.0773 |
|
0.618 |
1.0719 |
|
HIGH |
1.0632 |
|
0.618 |
1.0578 |
|
0.500 |
1.0562 |
|
0.382 |
1.0545 |
|
LOW |
1.0491 |
|
0.618 |
1.0404 |
|
1.000 |
1.0350 |
|
1.618 |
1.0263 |
|
2.618 |
1.0122 |
|
4.250 |
0.9892 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0584 |
1.0592 |
| PP |
1.0573 |
1.0588 |
| S1 |
1.0562 |
1.0585 |
|