CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 03-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1226 |
1.1227 |
0.0001 |
0.0% |
1.1393 |
| High |
1.1280 |
1.1235 |
-0.0045 |
-0.4% |
1.1417 |
| Low |
1.1219 |
1.1227 |
0.0008 |
0.1% |
1.1251 |
| Close |
1.1243 |
1.1235 |
-0.0008 |
-0.1% |
1.1251 |
| Range |
0.0061 |
0.0008 |
-0.0053 |
-86.9% |
0.0166 |
| ATR |
0.0066 |
0.0063 |
-0.0004 |
-5.4% |
0.0000 |
| Volume |
1 |
6 |
5 |
500.0% |
40 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1256 |
1.1254 |
1.1239 |
|
| R3 |
1.1248 |
1.1246 |
1.1237 |
|
| R2 |
1.1240 |
1.1240 |
1.1236 |
|
| R1 |
1.1238 |
1.1238 |
1.1236 |
1.1239 |
| PP |
1.1232 |
1.1232 |
1.1232 |
1.1233 |
| S1 |
1.1230 |
1.1230 |
1.1234 |
1.1231 |
| S2 |
1.1224 |
1.1224 |
1.1234 |
|
| S3 |
1.1216 |
1.1222 |
1.1233 |
|
| S4 |
1.1208 |
1.1214 |
1.1231 |
|
|
| 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 |
1.1269 |
|
2.618 |
1.1256 |
|
1.618 |
1.1248 |
|
1.000 |
1.1243 |
|
0.618 |
1.1240 |
|
HIGH |
1.1235 |
|
0.618 |
1.1232 |
|
0.500 |
1.1231 |
|
0.382 |
1.1230 |
|
LOW |
1.1227 |
|
0.618 |
1.1222 |
|
1.000 |
1.1219 |
|
1.618 |
1.1214 |
|
2.618 |
1.1206 |
|
4.250 |
1.1193 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1234 |
1.1250 |
| PP |
1.1232 |
1.1245 |
| S1 |
1.1231 |
1.1240 |
|