CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0510 |
1.0594 |
0.0084 |
0.8% |
1.0866 |
| High |
1.0645 |
1.0679 |
0.0034 |
0.3% |
1.0930 |
| Low |
1.0510 |
1.0578 |
0.0068 |
0.6% |
1.0494 |
| Close |
1.0611 |
1.0627 |
0.0016 |
0.2% |
1.0500 |
| Range |
0.0135 |
0.0101 |
-0.0034 |
-25.2% |
0.0436 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
206 |
401 |
195 |
94.7% |
1,841 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0931 |
1.0880 |
1.0683 |
|
| R3 |
1.0830 |
1.0779 |
1.0655 |
|
| R2 |
1.0729 |
1.0729 |
1.0646 |
|
| R1 |
1.0678 |
1.0678 |
1.0636 |
1.0704 |
| PP |
1.0628 |
1.0628 |
1.0628 |
1.0641 |
| S1 |
1.0577 |
1.0577 |
1.0618 |
1.0603 |
| S2 |
1.0527 |
1.0527 |
1.0608 |
|
| S3 |
1.0426 |
1.0476 |
1.0599 |
|
| S4 |
1.0325 |
1.0375 |
1.0571 |
|
|
| 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 |
1.0747 |
1.0494 |
0.0253 |
2.4% |
0.0158 |
1.5% |
53% |
False |
False |
425 |
| 10 |
1.1206 |
1.0494 |
0.0712 |
6.7% |
0.0139 |
1.3% |
19% |
False |
False |
307 |
| 20 |
1.1480 |
1.0494 |
0.0986 |
9.3% |
0.0110 |
1.0% |
13% |
False |
False |
201 |
| 40 |
1.1672 |
1.0494 |
0.1178 |
11.1% |
0.0111 |
1.0% |
11% |
False |
False |
159 |
| 60 |
1.2360 |
1.0494 |
0.1866 |
17.6% |
0.0096 |
0.9% |
7% |
False |
False |
124 |
| 80 |
1.2610 |
1.0494 |
0.2116 |
19.9% |
0.0083 |
0.8% |
6% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1108 |
|
2.618 |
1.0943 |
|
1.618 |
1.0842 |
|
1.000 |
1.0780 |
|
0.618 |
1.0741 |
|
HIGH |
1.0679 |
|
0.618 |
1.0640 |
|
0.500 |
1.0629 |
|
0.382 |
1.0617 |
|
LOW |
1.0578 |
|
0.618 |
1.0516 |
|
1.000 |
1.0477 |
|
1.618 |
1.0415 |
|
2.618 |
1.0314 |
|
4.250 |
1.0149 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0629 |
1.0614 |
| PP |
1.0628 |
1.0600 |
| S1 |
1.0628 |
1.0587 |
|