CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0715 |
1.0584 |
-0.0131 |
-1.2% |
1.1202 |
| High |
1.0747 |
1.0720 |
-0.0027 |
-0.3% |
1.1269 |
| Low |
1.0541 |
1.0535 |
-0.0006 |
-0.1% |
1.0869 |
| Close |
1.0564 |
1.0627 |
0.0063 |
0.6% |
1.0890 |
| Range |
0.0206 |
0.0185 |
-0.0021 |
-10.2% |
0.0400 |
| ATR |
0.0111 |
0.0116 |
0.0005 |
4.8% |
0.0000 |
| Volume |
210 |
812 |
602 |
286.7% |
935 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1182 |
1.1090 |
1.0729 |
|
| R3 |
1.0997 |
1.0905 |
1.0678 |
|
| R2 |
1.0812 |
1.0812 |
1.0661 |
|
| R1 |
1.0720 |
1.0720 |
1.0644 |
1.0766 |
| PP |
1.0627 |
1.0627 |
1.0627 |
1.0651 |
| S1 |
1.0535 |
1.0535 |
1.0610 |
1.0581 |
| S2 |
1.0442 |
1.0442 |
1.0593 |
|
| S3 |
1.0257 |
1.0350 |
1.0576 |
|
| S4 |
1.0072 |
1.0165 |
1.0525 |
|
|
| 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 |
1.1058 |
1.0535 |
0.0523 |
4.9% |
0.0157 |
1.5% |
18% |
False |
True |
347 |
| 10 |
1.1271 |
1.0535 |
0.0736 |
6.9% |
0.0117 |
1.1% |
13% |
False |
True |
254 |
| 20 |
1.1480 |
1.0535 |
0.0945 |
8.9% |
0.0103 |
1.0% |
10% |
False |
True |
153 |
| 40 |
1.1877 |
1.0535 |
0.1342 |
12.6% |
0.0112 |
1.1% |
7% |
False |
True |
138 |
| 60 |
1.2564 |
1.0535 |
0.2029 |
19.1% |
0.0093 |
0.9% |
5% |
False |
True |
107 |
| 80 |
1.2610 |
1.0535 |
0.2075 |
19.5% |
0.0079 |
0.7% |
4% |
False |
True |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1506 |
|
2.618 |
1.1204 |
|
1.618 |
1.1019 |
|
1.000 |
1.0905 |
|
0.618 |
1.0834 |
|
HIGH |
1.0720 |
|
0.618 |
1.0649 |
|
0.500 |
1.0628 |
|
0.382 |
1.0606 |
|
LOW |
1.0535 |
|
0.618 |
1.0421 |
|
1.000 |
1.0350 |
|
1.618 |
1.0236 |
|
2.618 |
1.0051 |
|
4.250 |
0.9749 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0628 |
1.0699 |
| PP |
1.0627 |
1.0675 |
| S1 |
1.0627 |
1.0651 |
|