CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 05-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1208 |
1.1097 |
-0.0111 |
-1.0% |
1.1393 |
| High |
1.1208 |
1.1120 |
-0.0088 |
-0.8% |
1.1417 |
| Low |
1.1106 |
1.1057 |
-0.0049 |
-0.4% |
1.1251 |
| Close |
1.1129 |
1.1082 |
-0.0047 |
-0.4% |
1.1251 |
| Range |
0.0102 |
0.0063 |
-0.0039 |
-38.2% |
0.0166 |
| ATR |
0.0067 |
0.0068 |
0.0000 |
0.5% |
0.0000 |
| Volume |
5 |
49 |
44 |
880.0% |
40 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1275 |
1.1242 |
1.1117 |
|
| R3 |
1.1212 |
1.1179 |
1.1099 |
|
| R2 |
1.1149 |
1.1149 |
1.1094 |
|
| R1 |
1.1116 |
1.1116 |
1.1088 |
1.1101 |
| PP |
1.1086 |
1.1086 |
1.1086 |
1.1079 |
| S1 |
1.1053 |
1.1053 |
1.1076 |
1.1038 |
| S2 |
1.1023 |
1.1023 |
1.1070 |
|
| S3 |
1.0960 |
1.0990 |
1.1065 |
|
| S4 |
1.0897 |
1.0927 |
1.1047 |
|
|
| 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 |
1.1388 |
|
2.618 |
1.1285 |
|
1.618 |
1.1222 |
|
1.000 |
1.1183 |
|
0.618 |
1.1159 |
|
HIGH |
1.1120 |
|
0.618 |
1.1096 |
|
0.500 |
1.1089 |
|
0.382 |
1.1081 |
|
LOW |
1.1057 |
|
0.618 |
1.1018 |
|
1.000 |
1.0994 |
|
1.618 |
1.0955 |
|
2.618 |
1.0892 |
|
4.250 |
1.0789 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1089 |
1.1146 |
| PP |
1.1086 |
1.1125 |
| S1 |
1.1084 |
1.1103 |
|