CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 19-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0632 |
1.0865 |
0.0233 |
2.2% |
1.0866 |
| High |
1.1020 |
1.0935 |
-0.0085 |
-0.8% |
1.0930 |
| Low |
1.0607 |
1.0646 |
0.0039 |
0.4% |
1.0494 |
| Close |
1.0769 |
1.0669 |
-0.0100 |
-0.9% |
1.0500 |
| Range |
0.0413 |
0.0289 |
-0.0124 |
-30.0% |
0.0436 |
| ATR |
0.0141 |
0.0151 |
0.0011 |
7.5% |
0.0000 |
| Volume |
269 |
977 |
708 |
263.2% |
1,841 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1617 |
1.1432 |
1.0828 |
|
| R3 |
1.1328 |
1.1143 |
1.0748 |
|
| R2 |
1.1039 |
1.1039 |
1.0722 |
|
| R1 |
1.0854 |
1.0854 |
1.0695 |
1.0802 |
| PP |
1.0750 |
1.0750 |
1.0750 |
1.0724 |
| S1 |
1.0565 |
1.0565 |
1.0643 |
1.0513 |
| S2 |
1.0461 |
1.0461 |
1.0616 |
|
| S3 |
1.0172 |
1.0276 |
1.0590 |
|
| S4 |
0.9883 |
0.9987 |
1.0510 |
|
|
| 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% |
0.0220 |
2.1% |
33% |
False |
False |
470 |
| 10 |
1.1058 |
1.0494 |
0.0564 |
5.3% |
0.0189 |
1.8% |
31% |
False |
False |
408 |
| 20 |
1.1450 |
1.0494 |
0.0956 |
9.0% |
0.0138 |
1.3% |
18% |
False |
False |
259 |
| 40 |
1.1580 |
1.0494 |
0.1086 |
10.2% |
0.0125 |
1.2% |
16% |
False |
False |
179 |
| 60 |
1.2293 |
1.0494 |
0.1799 |
16.9% |
0.0106 |
1.0% |
10% |
False |
False |
144 |
| 80 |
1.2564 |
1.0494 |
0.2070 |
19.4% |
0.0091 |
0.9% |
8% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2163 |
|
2.618 |
1.1692 |
|
1.618 |
1.1403 |
|
1.000 |
1.1224 |
|
0.618 |
1.1114 |
|
HIGH |
1.0935 |
|
0.618 |
1.0825 |
|
0.500 |
1.0791 |
|
0.382 |
1.0756 |
|
LOW |
1.0646 |
|
0.618 |
1.0467 |
|
1.000 |
1.0357 |
|
1.618 |
1.0178 |
|
2.618 |
0.9889 |
|
4.250 |
0.9418 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0791 |
1.0799 |
| PP |
1.0750 |
1.0756 |
| S1 |
1.0710 |
1.0712 |
|