CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 23-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0691 |
1.0897 |
0.0206 |
1.9% |
1.0510 |
| High |
1.0909 |
1.0999 |
0.0090 |
0.8% |
1.1020 |
| Low |
1.0686 |
1.0798 |
0.0112 |
1.0% |
1.0510 |
| Close |
1.0839 |
1.0970 |
0.0131 |
1.2% |
1.0839 |
| Range |
0.0223 |
0.0201 |
-0.0022 |
-9.9% |
0.0510 |
| ATR |
0.0158 |
0.0161 |
0.0003 |
2.0% |
0.0000 |
| Volume |
618 |
621 |
3 |
0.5% |
2,471 |
|
| Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1525 |
1.1449 |
1.1081 |
|
| R3 |
1.1324 |
1.1248 |
1.1025 |
|
| R2 |
1.1123 |
1.1123 |
1.1007 |
|
| R1 |
1.1047 |
1.1047 |
1.0988 |
1.1085 |
| PP |
1.0922 |
1.0922 |
1.0922 |
1.0942 |
| S1 |
1.0846 |
1.0846 |
1.0952 |
1.0884 |
| S2 |
1.0721 |
1.0721 |
1.0933 |
|
| S3 |
1.0520 |
1.0645 |
1.0915 |
|
| S4 |
1.0319 |
1.0444 |
1.0859 |
|
|
| 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 |
1.0578 |
0.0442 |
4.0% |
0.0245 |
2.2% |
89% |
False |
False |
577 |
| 10 |
1.1020 |
1.0494 |
0.0526 |
4.8% |
0.0206 |
1.9% |
90% |
False |
False |
470 |
| 20 |
1.1414 |
1.0494 |
0.0920 |
8.4% |
0.0148 |
1.4% |
52% |
False |
False |
314 |
| 40 |
1.1560 |
1.0494 |
0.1066 |
9.7% |
0.0125 |
1.1% |
45% |
False |
False |
207 |
| 60 |
1.2251 |
1.0494 |
0.1757 |
16.0% |
0.0113 |
1.0% |
27% |
False |
False |
164 |
| 80 |
1.2564 |
1.0494 |
0.2070 |
18.9% |
0.0095 |
0.9% |
23% |
False |
False |
125 |
| 100 |
1.2800 |
1.0494 |
0.2306 |
21.0% |
0.0085 |
0.8% |
21% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1853 |
|
2.618 |
1.1525 |
|
1.618 |
1.1324 |
|
1.000 |
1.1200 |
|
0.618 |
1.1123 |
|
HIGH |
1.0999 |
|
0.618 |
1.0922 |
|
0.500 |
1.0899 |
|
0.382 |
1.0875 |
|
LOW |
1.0798 |
|
0.618 |
1.0674 |
|
1.000 |
1.0597 |
|
1.618 |
1.0473 |
|
2.618 |
1.0272 |
|
4.250 |
0.9944 |
|
|
| Fisher Pivots for day following 23-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0946 |
1.0921 |
| PP |
1.0922 |
1.0872 |
| S1 |
1.0899 |
1.0823 |
|