CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0559 |
1.0672 |
0.0113 |
1.1% |
1.0879 |
| High |
1.0706 |
1.0680 |
-0.0026 |
-0.2% |
1.0916 |
| Low |
1.0559 |
1.0520 |
-0.0039 |
-0.4% |
1.0520 |
| Close |
1.0650 |
1.0524 |
-0.0126 |
-1.2% |
1.0524 |
| Range |
0.0147 |
0.0160 |
0.0013 |
8.8% |
0.0396 |
| ATR |
0.0091 |
0.0096 |
0.0005 |
5.4% |
0.0000 |
| Volume |
86 |
47 |
-39 |
-45.3% |
260 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1055 |
1.0949 |
1.0612 |
|
| R3 |
1.0895 |
1.0789 |
1.0568 |
|
| R2 |
1.0735 |
1.0735 |
1.0553 |
|
| R1 |
1.0629 |
1.0629 |
1.0539 |
1.0602 |
| PP |
1.0575 |
1.0575 |
1.0575 |
1.0561 |
| S1 |
1.0469 |
1.0469 |
1.0509 |
1.0442 |
| S2 |
1.0415 |
1.0415 |
1.0495 |
|
| S3 |
1.0255 |
1.0309 |
1.0480 |
|
| S4 |
1.0095 |
1.0149 |
1.0436 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1841 |
1.1579 |
1.0742 |
|
| R3 |
1.1445 |
1.1183 |
1.0633 |
|
| R2 |
1.1049 |
1.1049 |
1.0597 |
|
| R1 |
1.0787 |
1.0787 |
1.0560 |
1.0720 |
| PP |
1.0653 |
1.0653 |
1.0653 |
1.0620 |
| S1 |
1.0391 |
1.0391 |
1.0488 |
1.0324 |
| S2 |
1.0257 |
1.0257 |
1.0451 |
|
| S3 |
0.9861 |
0.9995 |
1.0415 |
|
| S4 |
0.9465 |
0.9599 |
1.0306 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1360 |
|
2.618 |
1.1099 |
|
1.618 |
1.0939 |
|
1.000 |
1.0840 |
|
0.618 |
1.0779 |
|
HIGH |
1.0680 |
|
0.618 |
1.0619 |
|
0.500 |
1.0600 |
|
0.382 |
1.0581 |
|
LOW |
1.0520 |
|
0.618 |
1.0421 |
|
1.000 |
1.0360 |
|
1.618 |
1.0261 |
|
2.618 |
1.0101 |
|
4.250 |
0.9840 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0600 |
1.0623 |
| PP |
1.0575 |
1.0590 |
| S1 |
1.0549 |
1.0557 |
|