CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 04-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1219 |
1.1206 |
-0.0013 |
-0.1% |
1.1409 |
| High |
1.1241 |
1.1206 |
-0.0035 |
-0.3% |
1.1414 |
| Low |
1.1191 |
1.1099 |
-0.0092 |
-0.8% |
1.1212 |
| Close |
1.1210 |
1.1105 |
-0.0105 |
-0.9% |
1.1226 |
| Range |
0.0050 |
0.0107 |
0.0057 |
114.0% |
0.0202 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
1.4% |
0.0000 |
| Volume |
134 |
87 |
-47 |
-35.1% |
510 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1458 |
1.1388 |
1.1164 |
|
| R3 |
1.1351 |
1.1281 |
1.1134 |
|
| R2 |
1.1244 |
1.1244 |
1.1125 |
|
| R1 |
1.1174 |
1.1174 |
1.1115 |
1.1156 |
| PP |
1.1137 |
1.1137 |
1.1137 |
1.1127 |
| S1 |
1.1067 |
1.1067 |
1.1095 |
1.1049 |
| S2 |
1.1030 |
1.1030 |
1.1085 |
|
| S3 |
1.0923 |
1.0960 |
1.1076 |
|
| S4 |
1.0816 |
1.0853 |
1.1046 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1890 |
1.1760 |
1.1337 |
|
| R3 |
1.1688 |
1.1558 |
1.1282 |
|
| R2 |
1.1486 |
1.1486 |
1.1263 |
|
| R1 |
1.1356 |
1.1356 |
1.1245 |
1.1320 |
| PP |
1.1284 |
1.1284 |
1.1284 |
1.1266 |
| S1 |
1.1154 |
1.1154 |
1.1207 |
1.1118 |
| S2 |
1.1082 |
1.1082 |
1.1189 |
|
| S3 |
1.0880 |
1.0952 |
1.1170 |
|
| S4 |
1.0678 |
1.0750 |
1.1115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1407 |
1.1099 |
0.0308 |
2.8% |
0.0094 |
0.8% |
2% |
False |
True |
134 |
| 10 |
1.1480 |
1.1099 |
0.0381 |
3.4% |
0.0086 |
0.8% |
2% |
False |
True |
96 |
| 20 |
1.1520 |
1.1099 |
0.0421 |
3.8% |
0.0089 |
0.8% |
1% |
False |
True |
87 |
| 40 |
1.2000 |
1.1099 |
0.0901 |
8.1% |
0.0100 |
0.9% |
1% |
False |
True |
105 |
| 60 |
1.2564 |
1.1099 |
0.1465 |
13.2% |
0.0082 |
0.7% |
0% |
False |
True |
75 |
| 80 |
1.2610 |
1.1099 |
0.1511 |
13.6% |
0.0072 |
0.7% |
0% |
False |
True |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1661 |
|
2.618 |
1.1486 |
|
1.618 |
1.1379 |
|
1.000 |
1.1313 |
|
0.618 |
1.1272 |
|
HIGH |
1.1206 |
|
0.618 |
1.1165 |
|
0.500 |
1.1153 |
|
0.382 |
1.1140 |
|
LOW |
1.1099 |
|
0.618 |
1.1033 |
|
1.000 |
1.0992 |
|
1.618 |
1.0926 |
|
2.618 |
1.0819 |
|
4.250 |
1.0644 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1153 |
1.1184 |
| PP |
1.1137 |
1.1158 |
| S1 |
1.1121 |
1.1131 |
|