CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 09-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1056 |
1.0866 |
-0.0190 |
-1.7% |
1.1202 |
| High |
1.1058 |
1.0930 |
-0.0128 |
-1.2% |
1.1269 |
| Low |
1.0869 |
1.0866 |
-0.0003 |
0.0% |
1.0869 |
| Close |
1.0890 |
1.0891 |
0.0001 |
0.0% |
1.0890 |
| Range |
0.0189 |
0.0064 |
-0.0125 |
-66.1% |
0.0400 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
391 |
226 |
-165 |
-42.2% |
935 |
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1088 |
1.1053 |
1.0926 |
|
| R3 |
1.1024 |
1.0989 |
1.0909 |
|
| R2 |
1.0960 |
1.0960 |
1.0903 |
|
| R1 |
1.0925 |
1.0925 |
1.0897 |
1.0943 |
| PP |
1.0896 |
1.0896 |
1.0896 |
1.0904 |
| S1 |
1.0861 |
1.0861 |
1.0885 |
1.0879 |
| S2 |
1.0832 |
1.0832 |
1.0879 |
|
| S3 |
1.0768 |
1.0797 |
1.0873 |
|
| S4 |
1.0704 |
1.0733 |
1.0856 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2209 |
1.1950 |
1.1110 |
|
| R3 |
1.1809 |
1.1550 |
1.1000 |
|
| R2 |
1.1409 |
1.1409 |
1.0963 |
|
| R1 |
1.1150 |
1.1150 |
1.0927 |
1.1080 |
| PP |
1.1009 |
1.1009 |
1.1009 |
1.0974 |
| S1 |
1.0750 |
1.0750 |
1.0853 |
1.0680 |
| S2 |
1.0609 |
1.0609 |
1.0817 |
|
| S3 |
1.0209 |
1.0350 |
1.0780 |
|
| S4 |
0.9809 |
0.9950 |
1.0670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1241 |
1.0866 |
0.0375 |
3.4% |
0.0101 |
0.9% |
7% |
False |
True |
196 |
| 10 |
1.1414 |
1.0866 |
0.0548 |
5.0% |
0.0091 |
0.8% |
5% |
False |
True |
158 |
| 20 |
1.1480 |
1.0866 |
0.0614 |
5.6% |
0.0085 |
0.8% |
4% |
False |
True |
105 |
| 40 |
1.1900 |
1.0866 |
0.1034 |
9.5% |
0.0103 |
0.9% |
2% |
False |
True |
118 |
| 60 |
1.2564 |
1.0866 |
0.1698 |
15.6% |
0.0087 |
0.8% |
1% |
False |
True |
88 |
| 80 |
1.2610 |
1.0866 |
0.1744 |
16.0% |
0.0074 |
0.7% |
1% |
False |
True |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1202 |
|
2.618 |
1.1098 |
|
1.618 |
1.1034 |
|
1.000 |
1.0994 |
|
0.618 |
1.0970 |
|
HIGH |
1.0930 |
|
0.618 |
1.0906 |
|
0.500 |
1.0898 |
|
0.382 |
1.0890 |
|
LOW |
1.0866 |
|
0.618 |
1.0826 |
|
1.000 |
1.0802 |
|
1.618 |
1.0762 |
|
2.618 |
1.0698 |
|
4.250 |
1.0594 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0898 |
1.0996 |
| PP |
1.0896 |
1.0961 |
| S1 |
1.0893 |
1.0926 |
|