CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1097 |
1.1101 |
0.0004 |
0.0% |
1.1226 |
| High |
1.1120 |
1.1101 |
-0.0019 |
-0.2% |
1.1280 |
| Low |
1.1057 |
1.0900 |
-0.0157 |
-1.4% |
1.0900 |
| Close |
1.1082 |
1.0915 |
-0.0167 |
-1.5% |
1.0915 |
| Range |
0.0063 |
0.0201 |
0.0138 |
219.0% |
0.0380 |
| ATR |
0.0068 |
0.0077 |
0.0010 |
14.0% |
0.0000 |
| Volume |
49 |
6 |
-43 |
-87.8% |
67 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1575 |
1.1446 |
1.1026 |
|
| R3 |
1.1374 |
1.1245 |
1.0970 |
|
| R2 |
1.1173 |
1.1173 |
1.0952 |
|
| R1 |
1.1044 |
1.1044 |
1.0933 |
1.1008 |
| PP |
1.0972 |
1.0972 |
1.0972 |
1.0954 |
| S1 |
1.0843 |
1.0843 |
1.0897 |
1.0807 |
| S2 |
1.0771 |
1.0771 |
1.0878 |
|
| S3 |
1.0570 |
1.0642 |
1.0860 |
|
| S4 |
1.0369 |
1.0441 |
1.0804 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2172 |
1.1923 |
1.1124 |
|
| R3 |
1.1792 |
1.1543 |
1.1020 |
|
| R2 |
1.1412 |
1.1412 |
1.0985 |
|
| R1 |
1.1163 |
1.1163 |
1.0950 |
1.1098 |
| PP |
1.1032 |
1.1032 |
1.1032 |
1.0999 |
| S1 |
1.0783 |
1.0783 |
1.0880 |
1.0718 |
| S2 |
1.0652 |
1.0652 |
1.0845 |
|
| S3 |
1.0272 |
1.0403 |
1.0811 |
|
| S4 |
0.9892 |
1.0023 |
1.0706 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1955 |
|
2.618 |
1.1627 |
|
1.618 |
1.1426 |
|
1.000 |
1.1302 |
|
0.618 |
1.1225 |
|
HIGH |
1.1101 |
|
0.618 |
1.1024 |
|
0.500 |
1.1001 |
|
0.382 |
1.0977 |
|
LOW |
1.0900 |
|
0.618 |
1.0776 |
|
1.000 |
1.0699 |
|
1.618 |
1.0575 |
|
2.618 |
1.0374 |
|
4.250 |
1.0046 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1001 |
1.1054 |
| PP |
1.0972 |
1.1008 |
| S1 |
1.0944 |
1.0961 |
|