CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0725 |
1.0559 |
-0.0166 |
-1.5% |
1.1226 |
| High |
1.0725 |
1.0706 |
-0.0019 |
-0.2% |
1.1280 |
| Low |
1.0589 |
1.0559 |
-0.0030 |
-0.3% |
1.0900 |
| Close |
1.0589 |
1.0650 |
0.0061 |
0.6% |
1.0915 |
| Range |
0.0136 |
0.0147 |
0.0011 |
8.1% |
0.0380 |
| ATR |
0.0087 |
0.0091 |
0.0004 |
4.9% |
0.0000 |
| Volume |
30 |
86 |
56 |
186.7% |
67 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1079 |
1.1012 |
1.0731 |
|
| R3 |
1.0932 |
1.0865 |
1.0690 |
|
| R2 |
1.0785 |
1.0785 |
1.0677 |
|
| R1 |
1.0718 |
1.0718 |
1.0663 |
1.0752 |
| PP |
1.0638 |
1.0638 |
1.0638 |
1.0655 |
| S1 |
1.0571 |
1.0571 |
1.0637 |
1.0605 |
| S2 |
1.0491 |
1.0491 |
1.0623 |
|
| S3 |
1.0344 |
1.0424 |
1.0610 |
|
| S4 |
1.0197 |
1.0277 |
1.0569 |
|
|
| 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 |
1.1331 |
|
2.618 |
1.1091 |
|
1.618 |
1.0944 |
|
1.000 |
1.0853 |
|
0.618 |
1.0797 |
|
HIGH |
1.0706 |
|
0.618 |
1.0650 |
|
0.500 |
1.0633 |
|
0.382 |
1.0615 |
|
LOW |
1.0559 |
|
0.618 |
1.0468 |
|
1.000 |
1.0412 |
|
1.618 |
1.0321 |
|
2.618 |
1.0174 |
|
4.250 |
0.9934 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0644 |
1.0690 |
| PP |
1.0638 |
1.0676 |
| S1 |
1.0633 |
1.0663 |
|