CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0865 |
1.0691 |
-0.0174 |
-1.6% |
1.0510 |
| High |
1.0935 |
1.0909 |
-0.0026 |
-0.2% |
1.1020 |
| Low |
1.0646 |
1.0686 |
0.0040 |
0.4% |
1.0510 |
| Close |
1.0669 |
1.0839 |
0.0170 |
1.6% |
1.0839 |
| Range |
0.0289 |
0.0223 |
-0.0066 |
-22.8% |
0.0510 |
| ATR |
0.0151 |
0.0158 |
0.0006 |
4.2% |
0.0000 |
| Volume |
977 |
618 |
-359 |
-36.7% |
2,471 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1480 |
1.1383 |
1.0962 |
|
| R3 |
1.1257 |
1.1160 |
1.0900 |
|
| R2 |
1.1034 |
1.1034 |
1.0880 |
|
| R1 |
1.0937 |
1.0937 |
1.0859 |
1.0986 |
| PP |
1.0811 |
1.0811 |
1.0811 |
1.0836 |
| S1 |
1.0714 |
1.0714 |
1.0819 |
1.0763 |
| S2 |
1.0588 |
1.0588 |
1.0798 |
|
| S3 |
1.0365 |
1.0491 |
1.0778 |
|
| S4 |
1.0142 |
1.0268 |
1.0716 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2320 |
1.2089 |
1.1120 |
|
| R3 |
1.1810 |
1.1579 |
1.0979 |
|
| R2 |
1.1300 |
1.1300 |
1.0933 |
|
| R1 |
1.1069 |
1.1069 |
1.0886 |
1.1185 |
| PP |
1.0790 |
1.0790 |
1.0790 |
1.0847 |
| S1 |
1.0559 |
1.0559 |
1.0792 |
1.0675 |
| S2 |
1.0280 |
1.0280 |
1.0746 |
|
| S3 |
0.9770 |
1.0049 |
1.0699 |
|
| S4 |
0.9260 |
0.9539 |
1.0559 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1020 |
1.0510 |
0.0510 |
4.7% |
0.0232 |
2.1% |
65% |
False |
False |
494 |
| 10 |
1.1020 |
1.0494 |
0.0526 |
4.9% |
0.0192 |
1.8% |
66% |
False |
False |
431 |
| 20 |
1.1414 |
1.0494 |
0.0920 |
8.5% |
0.0142 |
1.3% |
38% |
False |
False |
287 |
| 40 |
1.1560 |
1.0494 |
0.1066 |
9.8% |
0.0126 |
1.2% |
32% |
False |
False |
194 |
| 60 |
1.2251 |
1.0494 |
0.1757 |
16.2% |
0.0109 |
1.0% |
20% |
False |
False |
154 |
| 80 |
1.2564 |
1.0494 |
0.2070 |
19.1% |
0.0092 |
0.9% |
17% |
False |
False |
117 |
| 100 |
1.2800 |
1.0494 |
0.2306 |
21.3% |
0.0083 |
0.8% |
15% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1857 |
|
2.618 |
1.1493 |
|
1.618 |
1.1270 |
|
1.000 |
1.1132 |
|
0.618 |
1.1047 |
|
HIGH |
1.0909 |
|
0.618 |
1.0824 |
|
0.500 |
1.0798 |
|
0.382 |
1.0771 |
|
LOW |
1.0686 |
|
0.618 |
1.0548 |
|
1.000 |
1.0463 |
|
1.618 |
1.0325 |
|
2.618 |
1.0102 |
|
4.250 |
0.9738 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0825 |
1.0831 |
| PP |
1.0811 |
1.0822 |
| S1 |
1.0798 |
1.0814 |
|