CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 18-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0594 |
1.0632 |
0.0038 |
0.4% |
1.0866 |
| High |
1.0679 |
1.1020 |
0.0341 |
3.2% |
1.0930 |
| Low |
1.0578 |
1.0607 |
0.0029 |
0.3% |
1.0494 |
| Close |
1.0627 |
1.0769 |
0.0142 |
1.3% |
1.0500 |
| Range |
0.0101 |
0.0413 |
0.0312 |
308.9% |
0.0436 |
| ATR |
0.0120 |
0.0141 |
0.0021 |
17.5% |
0.0000 |
| Volume |
401 |
269 |
-132 |
-32.9% |
1,841 |
|
| Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2038 |
1.1816 |
1.0996 |
|
| R3 |
1.1625 |
1.1403 |
1.0883 |
|
| R2 |
1.1212 |
1.1212 |
1.0845 |
|
| R1 |
1.0990 |
1.0990 |
1.0807 |
1.1101 |
| PP |
1.0799 |
1.0799 |
1.0799 |
1.0854 |
| S1 |
1.0577 |
1.0577 |
1.0731 |
1.0688 |
| S2 |
1.0386 |
1.0386 |
1.0693 |
|
| S3 |
0.9973 |
1.0164 |
1.0655 |
|
| S4 |
0.9560 |
0.9751 |
1.0542 |
|
|
| 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 |
1.1020 |
1.0494 |
0.0526 |
4.9% |
0.0199 |
1.8% |
52% |
True |
False |
437 |
| 10 |
1.1125 |
1.0494 |
0.0631 |
5.9% |
0.0169 |
1.6% |
44% |
False |
False |
325 |
| 20 |
1.1480 |
1.0494 |
0.0986 |
9.2% |
0.0128 |
1.2% |
28% |
False |
False |
211 |
| 40 |
1.1649 |
1.0494 |
0.1155 |
10.7% |
0.0119 |
1.1% |
24% |
False |
False |
160 |
| 60 |
1.2320 |
1.0494 |
0.1826 |
17.0% |
0.0103 |
1.0% |
15% |
False |
False |
128 |
| 80 |
1.2584 |
1.0494 |
0.2090 |
19.4% |
0.0087 |
0.8% |
13% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2775 |
|
2.618 |
1.2101 |
|
1.618 |
1.1688 |
|
1.000 |
1.1433 |
|
0.618 |
1.1275 |
|
HIGH |
1.1020 |
|
0.618 |
1.0862 |
|
0.500 |
1.0814 |
|
0.382 |
1.0765 |
|
LOW |
1.0607 |
|
0.618 |
1.0352 |
|
1.000 |
1.0194 |
|
1.618 |
0.9939 |
|
2.618 |
0.9526 |
|
4.250 |
0.8852 |
|
|
| Fisher Pivots for day following 18-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0814 |
1.0768 |
| PP |
1.0799 |
1.0766 |
| S1 |
1.0784 |
1.0765 |
|