CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1279 |
1.1226 |
-0.0053 |
-0.5% |
1.1393 |
| High |
1.1279 |
1.1280 |
0.0001 |
0.0% |
1.1417 |
| Low |
1.1251 |
1.1219 |
-0.0032 |
-0.3% |
1.1251 |
| Close |
1.1251 |
1.1243 |
-0.0008 |
-0.1% |
1.1251 |
| Range |
0.0028 |
0.0061 |
0.0033 |
117.9% |
0.0166 |
| ATR |
0.0067 |
0.0066 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
20 |
1 |
-19 |
-95.0% |
40 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1430 |
1.1398 |
1.1277 |
|
| R3 |
1.1369 |
1.1337 |
1.1260 |
|
| R2 |
1.1308 |
1.1308 |
1.1254 |
|
| R1 |
1.1276 |
1.1276 |
1.1249 |
1.1292 |
| PP |
1.1247 |
1.1247 |
1.1247 |
1.1256 |
| S1 |
1.1215 |
1.1215 |
1.1237 |
1.1231 |
| S2 |
1.1186 |
1.1186 |
1.1232 |
|
| S3 |
1.1125 |
1.1154 |
1.1226 |
|
| S4 |
1.1064 |
1.1093 |
1.1209 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1804 |
1.1694 |
1.1342 |
|
| R3 |
1.1638 |
1.1528 |
1.1297 |
|
| R2 |
1.1472 |
1.1472 |
1.1281 |
|
| R1 |
1.1362 |
1.1362 |
1.1266 |
1.1334 |
| PP |
1.1306 |
1.1306 |
1.1306 |
1.1293 |
| S1 |
1.1196 |
1.1196 |
1.1236 |
1.1168 |
| S2 |
1.1140 |
1.1140 |
1.1221 |
|
| S3 |
1.0974 |
1.1030 |
1.1205 |
|
| S4 |
1.0808 |
1.0864 |
1.1160 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1539 |
|
2.618 |
1.1440 |
|
1.618 |
1.1379 |
|
1.000 |
1.1341 |
|
0.618 |
1.1318 |
|
HIGH |
1.1280 |
|
0.618 |
1.1257 |
|
0.500 |
1.1250 |
|
0.382 |
1.1242 |
|
LOW |
1.1219 |
|
0.618 |
1.1181 |
|
1.000 |
1.1158 |
|
1.618 |
1.1120 |
|
2.618 |
1.1059 |
|
4.250 |
1.0960 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1250 |
1.1304 |
| PP |
1.1247 |
1.1283 |
| S1 |
1.1245 |
1.1263 |
|