CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0584 |
1.0616 |
0.0032 |
0.3% |
1.0866 |
| High |
1.0720 |
1.0655 |
-0.0065 |
-0.6% |
1.0930 |
| Low |
1.0535 |
1.0494 |
-0.0041 |
-0.4% |
1.0494 |
| Close |
1.0627 |
1.0500 |
-0.0127 |
-1.2% |
1.0500 |
| Range |
0.0185 |
0.0161 |
-0.0024 |
-13.0% |
0.0436 |
| ATR |
0.0116 |
0.0119 |
0.0003 |
2.8% |
0.0000 |
| Volume |
812 |
497 |
-315 |
-38.8% |
1,841 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1033 |
1.0927 |
1.0589 |
|
| R3 |
1.0872 |
1.0766 |
1.0544 |
|
| R2 |
1.0711 |
1.0711 |
1.0530 |
|
| R1 |
1.0605 |
1.0605 |
1.0515 |
1.0578 |
| PP |
1.0550 |
1.0550 |
1.0550 |
1.0536 |
| S1 |
1.0444 |
1.0444 |
1.0485 |
1.0417 |
| S2 |
1.0389 |
1.0389 |
1.0470 |
|
| S3 |
1.0228 |
1.0283 |
1.0456 |
|
| S4 |
1.0067 |
1.0122 |
1.0411 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1949 |
1.1661 |
1.0740 |
|
| R3 |
1.1513 |
1.1225 |
1.0620 |
|
| R2 |
1.1077 |
1.1077 |
1.0580 |
|
| R1 |
1.0789 |
1.0789 |
1.0540 |
1.0715 |
| PP |
1.0641 |
1.0641 |
1.0641 |
1.0605 |
| S1 |
1.0353 |
1.0353 |
1.0460 |
1.0279 |
| S2 |
1.0205 |
1.0205 |
1.0420 |
|
| S3 |
0.9769 |
0.9917 |
1.0380 |
|
| S4 |
0.9333 |
0.9481 |
1.0260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0930 |
1.0494 |
0.0436 |
4.2% |
0.0152 |
1.4% |
1% |
False |
True |
368 |
| 10 |
1.1269 |
1.0494 |
0.0775 |
7.4% |
0.0127 |
1.2% |
1% |
False |
True |
277 |
| 20 |
1.1480 |
1.0494 |
0.0986 |
9.4% |
0.0106 |
1.0% |
1% |
False |
True |
175 |
| 40 |
1.1777 |
1.0494 |
0.1283 |
12.2% |
0.0113 |
1.1% |
0% |
False |
True |
149 |
| 60 |
1.2564 |
1.0494 |
0.2070 |
19.7% |
0.0096 |
0.9% |
0% |
False |
True |
114 |
| 80 |
1.2610 |
1.0494 |
0.2116 |
20.2% |
0.0081 |
0.8% |
0% |
False |
True |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1339 |
|
2.618 |
1.1076 |
|
1.618 |
1.0915 |
|
1.000 |
1.0816 |
|
0.618 |
1.0754 |
|
HIGH |
1.0655 |
|
0.618 |
1.0593 |
|
0.500 |
1.0575 |
|
0.382 |
1.0556 |
|
LOW |
1.0494 |
|
0.618 |
1.0395 |
|
1.000 |
1.0333 |
|
1.618 |
1.0234 |
|
2.618 |
1.0073 |
|
4.250 |
0.9810 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0575 |
1.0621 |
| PP |
1.0550 |
1.0580 |
| S1 |
1.0525 |
1.0540 |
|