CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0866 |
1.0863 |
-0.0003 |
0.0% |
1.1202 |
| High |
1.0930 |
1.0863 |
-0.0067 |
-0.6% |
1.1269 |
| Low |
1.0866 |
1.0721 |
-0.0145 |
-1.3% |
1.0869 |
| Close |
1.0891 |
1.0728 |
-0.0163 |
-1.5% |
1.0890 |
| Range |
0.0064 |
0.0142 |
0.0078 |
121.9% |
0.0400 |
| ATR |
0.0098 |
0.0104 |
0.0005 |
5.2% |
0.0000 |
| Volume |
226 |
96 |
-130 |
-57.5% |
935 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1197 |
1.1104 |
1.0806 |
|
| R3 |
1.1055 |
1.0962 |
1.0767 |
|
| R2 |
1.0913 |
1.0913 |
1.0754 |
|
| R1 |
1.0820 |
1.0820 |
1.0741 |
1.0796 |
| PP |
1.0771 |
1.0771 |
1.0771 |
1.0758 |
| S1 |
1.0678 |
1.0678 |
1.0715 |
1.0654 |
| S2 |
1.0629 |
1.0629 |
1.0702 |
|
| S3 |
1.0487 |
1.0536 |
1.0689 |
|
| S4 |
1.0345 |
1.0394 |
1.0650 |
|
|
| 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 |
1.1206 |
1.0721 |
0.0485 |
4.5% |
0.0120 |
1.1% |
1% |
False |
True |
189 |
| 10 |
1.1414 |
1.0721 |
0.0693 |
6.5% |
0.0100 |
0.9% |
1% |
False |
True |
162 |
| 20 |
1.1480 |
1.0721 |
0.0759 |
7.1% |
0.0089 |
0.8% |
1% |
False |
True |
106 |
| 40 |
1.1900 |
1.0721 |
0.1179 |
11.0% |
0.0105 |
1.0% |
1% |
False |
True |
117 |
| 60 |
1.2564 |
1.0721 |
0.1843 |
17.2% |
0.0088 |
0.8% |
0% |
False |
True |
90 |
| 80 |
1.2610 |
1.0721 |
0.1889 |
17.6% |
0.0075 |
0.7% |
0% |
False |
True |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1467 |
|
2.618 |
1.1235 |
|
1.618 |
1.1093 |
|
1.000 |
1.1005 |
|
0.618 |
1.0951 |
|
HIGH |
1.0863 |
|
0.618 |
1.0809 |
|
0.500 |
1.0792 |
|
0.382 |
1.0775 |
|
LOW |
1.0721 |
|
0.618 |
1.0633 |
|
1.000 |
1.0579 |
|
1.618 |
1.0491 |
|
2.618 |
1.0349 |
|
4.250 |
1.0118 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0792 |
1.0890 |
| PP |
1.0771 |
1.0836 |
| S1 |
1.0749 |
1.0782 |
|