CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 04-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1227 |
1.1208 |
-0.0019 |
-0.2% |
1.1393 |
| High |
1.1235 |
1.1208 |
-0.0027 |
-0.2% |
1.1417 |
| Low |
1.1227 |
1.1106 |
-0.0121 |
-1.1% |
1.1251 |
| Close |
1.1235 |
1.1129 |
-0.0106 |
-0.9% |
1.1251 |
| Range |
0.0008 |
0.0102 |
0.0094 |
1,175.0% |
0.0166 |
| ATR |
0.0063 |
0.0067 |
0.0005 |
7.6% |
0.0000 |
| Volume |
6 |
5 |
-1 |
-16.7% |
40 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1454 |
1.1393 |
1.1185 |
|
| R3 |
1.1352 |
1.1291 |
1.1157 |
|
| R2 |
1.1250 |
1.1250 |
1.1148 |
|
| R1 |
1.1189 |
1.1189 |
1.1138 |
1.1169 |
| PP |
1.1148 |
1.1148 |
1.1148 |
1.1137 |
| S1 |
1.1087 |
1.1087 |
1.1120 |
1.1067 |
| S2 |
1.1046 |
1.1046 |
1.1110 |
|
| S3 |
1.0944 |
1.0985 |
1.1101 |
|
| S4 |
1.0842 |
1.0883 |
1.1073 |
|
|
| 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 |
1.1642 |
|
2.618 |
1.1475 |
|
1.618 |
1.1373 |
|
1.000 |
1.1310 |
|
0.618 |
1.1271 |
|
HIGH |
1.1208 |
|
0.618 |
1.1169 |
|
0.500 |
1.1157 |
|
0.382 |
1.1145 |
|
LOW |
1.1106 |
|
0.618 |
1.1043 |
|
1.000 |
1.1004 |
|
1.618 |
1.0941 |
|
2.618 |
1.0839 |
|
4.250 |
1.0673 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1157 |
1.1193 |
| PP |
1.1148 |
1.1172 |
| S1 |
1.1138 |
1.1150 |
|