CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 30-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0888 |
1.0900 |
0.0012 |
0.1% |
1.0877 |
| High |
1.0961 |
1.0907 |
-0.0054 |
-0.5% |
1.1064 |
| Low |
1.0812 |
1.0821 |
0.0009 |
0.1% |
1.0780 |
| Close |
1.0916 |
1.0834 |
-0.0082 |
-0.8% |
1.0916 |
| Range |
0.0149 |
0.0086 |
-0.0063 |
-42.3% |
0.0284 |
| ATR |
0.0165 |
0.0160 |
-0.0005 |
-3.0% |
0.0000 |
| Volume |
279,856 |
201,889 |
-77,967 |
-27.9% |
1,538,625 |
|
| Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1112 |
1.1059 |
1.0881 |
|
| R3 |
1.1026 |
1.0973 |
1.0858 |
|
| R2 |
1.0940 |
1.0940 |
1.0850 |
|
| R1 |
1.0887 |
1.0887 |
1.0842 |
1.0871 |
| PP |
1.0854 |
1.0854 |
1.0854 |
1.0846 |
| S1 |
1.0801 |
1.0801 |
1.0826 |
1.0785 |
| S2 |
1.0768 |
1.0768 |
1.0818 |
|
| S3 |
1.0682 |
1.0715 |
1.0810 |
|
| S4 |
1.0596 |
1.0629 |
1.0787 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1772 |
1.1628 |
1.1072 |
|
| R3 |
1.1488 |
1.1344 |
1.0994 |
|
| R2 |
1.1204 |
1.1204 |
1.0968 |
|
| R1 |
1.1060 |
1.1060 |
1.0942 |
1.1132 |
| PP |
1.0920 |
1.0920 |
1.0920 |
1.0956 |
| S1 |
1.0776 |
1.0776 |
1.0890 |
1.0848 |
| S2 |
1.0636 |
1.0636 |
1.0864 |
|
| S3 |
1.0352 |
1.0492 |
1.0838 |
|
| S4 |
1.0068 |
1.0208 |
1.0760 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1064 |
1.0812 |
0.0252 |
2.3% |
0.0137 |
1.3% |
9% |
False |
False |
278,219 |
| 10 |
1.1064 |
1.0563 |
0.0501 |
4.6% |
0.0194 |
1.8% |
54% |
False |
False |
318,716 |
| 20 |
1.1231 |
1.0473 |
0.0758 |
7.0% |
0.0170 |
1.6% |
48% |
False |
False |
233,243 |
| 40 |
1.1546 |
1.0473 |
0.1073 |
9.9% |
0.0140 |
1.3% |
34% |
False |
False |
117,859 |
| 60 |
1.2111 |
1.0473 |
0.1638 |
15.1% |
0.0138 |
1.3% |
22% |
False |
False |
79,030 |
| 80 |
1.2582 |
1.0473 |
0.2109 |
19.5% |
0.0127 |
1.2% |
17% |
False |
False |
59,348 |
| 100 |
1.2610 |
1.0473 |
0.2137 |
19.7% |
0.0118 |
1.1% |
17% |
False |
False |
47,496 |
| 120 |
1.2865 |
1.0473 |
0.2392 |
22.1% |
0.0112 |
1.0% |
15% |
False |
False |
39,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1273 |
|
2.618 |
1.1132 |
|
1.618 |
1.1046 |
|
1.000 |
1.0993 |
|
0.618 |
1.0960 |
|
HIGH |
1.0907 |
|
0.618 |
1.0874 |
|
0.500 |
1.0864 |
|
0.382 |
1.0854 |
|
LOW |
1.0821 |
|
0.618 |
1.0768 |
|
1.000 |
1.0735 |
|
1.618 |
1.0682 |
|
2.618 |
1.0596 |
|
4.250 |
1.0456 |
|
|
| Fisher Pivots for day following 30-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0864 |
1.0938 |
| PP |
1.0854 |
1.0903 |
| S1 |
1.0844 |
1.0869 |
|