CME Euro FX (E) Future December 2015
Trading Metrics calculated at close of trading on 09-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1.1101 |
1.0879 |
-0.0222 |
-2.0% |
1.1226 |
High |
1.1101 |
1.0916 |
-0.0185 |
-1.7% |
1.1280 |
Low |
1.0900 |
1.0873 |
-0.0027 |
-0.2% |
1.0900 |
Close |
1.0915 |
1.0916 |
0.0001 |
0.0% |
1.0915 |
Range |
0.0201 |
0.0043 |
-0.0158 |
-78.6% |
0.0380 |
ATR |
0.0077 |
0.0075 |
-0.0002 |
-3.2% |
0.0000 |
Volume |
6 |
77 |
71 |
1,183.3% |
67 |
|
Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1031 |
1.1016 |
1.0940 |
|
R3 |
1.0988 |
1.0973 |
1.0928 |
|
R2 |
1.0945 |
1.0945 |
1.0924 |
|
R1 |
1.0930 |
1.0930 |
1.0920 |
1.0938 |
PP |
1.0902 |
1.0902 |
1.0902 |
1.0905 |
S1 |
1.0887 |
1.0887 |
1.0912 |
1.0895 |
S2 |
1.0859 |
1.0859 |
1.0908 |
|
S3 |
1.0816 |
1.0844 |
1.0904 |
|
S4 |
1.0773 |
1.0801 |
1.0892 |
|
|
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 |
1.1099 |
2.618 |
1.1029 |
1.618 |
1.0986 |
1.000 |
1.0959 |
0.618 |
1.0943 |
HIGH |
1.0916 |
0.618 |
1.0900 |
0.500 |
1.0895 |
0.382 |
1.0889 |
LOW |
1.0873 |
0.618 |
1.0846 |
1.000 |
1.0830 |
1.618 |
1.0803 |
2.618 |
1.0760 |
4.250 |
1.0690 |
|
|
Fisher Pivots for day following 09-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1.0909 |
1.0997 |
PP |
1.0902 |
1.0970 |
S1 |
1.0895 |
1.0943 |
|