CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 23-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0670 |
1.0877 |
0.0207 |
1.9% |
1.0498 |
| High |
1.0894 |
1.0984 |
0.0090 |
0.8% |
1.1011 |
| Low |
1.0668 |
1.0780 |
0.0112 |
1.0% |
1.0491 |
| Close |
1.0823 |
1.0954 |
0.0131 |
1.2% |
1.0823 |
| Range |
0.0226 |
0.0204 |
-0.0022 |
-9.7% |
0.0520 |
| ATR |
0.0168 |
0.0170 |
0.0003 |
1.5% |
0.0000 |
| Volume |
321,780 |
349,418 |
27,638 |
8.6% |
1,696,110 |
|
| Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1518 |
1.1440 |
1.1066 |
|
| R3 |
1.1314 |
1.1236 |
1.1010 |
|
| R2 |
1.1110 |
1.1110 |
1.0991 |
|
| R1 |
1.1032 |
1.1032 |
1.0973 |
1.1071 |
| PP |
1.0906 |
1.0906 |
1.0906 |
1.0926 |
| S1 |
1.0828 |
1.0828 |
1.0935 |
1.0867 |
| S2 |
1.0702 |
1.0702 |
1.0917 |
|
| S3 |
1.0498 |
1.0624 |
1.0898 |
|
| S4 |
1.0294 |
1.0420 |
1.0842 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2335 |
1.2099 |
1.1109 |
|
| R3 |
1.1815 |
1.1579 |
1.0966 |
|
| R2 |
1.1295 |
1.1295 |
1.0918 |
|
| R1 |
1.1059 |
1.1059 |
1.0871 |
1.1177 |
| PP |
1.0775 |
1.0775 |
1.0775 |
1.0834 |
| S1 |
1.0539 |
1.0539 |
1.0775 |
1.0657 |
| S2 |
1.0255 |
1.0255 |
1.0728 |
|
| S3 |
0.9735 |
1.0019 |
1.0680 |
|
| S4 |
0.9215 |
0.9499 |
1.0537 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1011 |
1.0563 |
0.0448 |
4.1% |
0.0251 |
2.3% |
87% |
False |
False |
359,214 |
| 10 |
1.1011 |
1.0473 |
0.0538 |
4.9% |
0.0213 |
1.9% |
89% |
False |
False |
307,245 |
| 20 |
1.1402 |
1.0473 |
0.0929 |
8.5% |
0.0159 |
1.5% |
52% |
False |
False |
164,921 |
| 40 |
1.1546 |
1.0473 |
0.1073 |
9.8% |
0.0140 |
1.3% |
45% |
False |
False |
83,382 |
| 60 |
1.2236 |
1.0473 |
0.1763 |
16.1% |
0.0131 |
1.2% |
27% |
False |
False |
55,862 |
| 80 |
1.2582 |
1.0473 |
0.2109 |
19.3% |
0.0123 |
1.1% |
23% |
False |
False |
41,964 |
| 100 |
1.2781 |
1.0473 |
0.2308 |
21.1% |
0.0115 |
1.1% |
21% |
False |
False |
33,591 |
| 120 |
1.2865 |
1.0473 |
0.2392 |
21.8% |
0.0111 |
1.0% |
20% |
False |
False |
28,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1851 |
|
2.618 |
1.1518 |
|
1.618 |
1.1314 |
|
1.000 |
1.1188 |
|
0.618 |
1.1110 |
|
HIGH |
1.0984 |
|
0.618 |
1.0906 |
|
0.500 |
1.0882 |
|
0.382 |
1.0858 |
|
LOW |
1.0780 |
|
0.618 |
1.0654 |
|
1.000 |
1.0576 |
|
1.618 |
1.0450 |
|
2.618 |
1.0246 |
|
4.250 |
0.9913 |
|
|
| Fisher Pivots for day following 23-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0930 |
1.0904 |
| PP |
1.0906 |
1.0854 |
| S1 |
1.0882 |
1.0805 |
|