CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0672 |
1.0553 |
-0.0119 |
-1.1% |
1.0879 |
| High |
1.0680 |
1.0650 |
-0.0030 |
-0.3% |
1.0916 |
| Low |
1.0520 |
1.0553 |
0.0033 |
0.3% |
1.0520 |
| Close |
1.0524 |
1.0635 |
0.0111 |
1.1% |
1.0524 |
| Range |
0.0160 |
0.0097 |
-0.0063 |
-39.4% |
0.0396 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.2% |
0.0000 |
| Volume |
47 |
25 |
-22 |
-46.8% |
260 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0904 |
1.0866 |
1.0688 |
|
| R3 |
1.0807 |
1.0769 |
1.0662 |
|
| R2 |
1.0710 |
1.0710 |
1.0653 |
|
| R1 |
1.0672 |
1.0672 |
1.0644 |
1.0691 |
| PP |
1.0613 |
1.0613 |
1.0613 |
1.0622 |
| S1 |
1.0575 |
1.0575 |
1.0626 |
1.0594 |
| S2 |
1.0516 |
1.0516 |
1.0617 |
|
| S3 |
1.0419 |
1.0478 |
1.0608 |
|
| S4 |
1.0322 |
1.0381 |
1.0582 |
|
|
| 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 |
1.1062 |
|
2.618 |
1.0904 |
|
1.618 |
1.0807 |
|
1.000 |
1.0747 |
|
0.618 |
1.0710 |
|
HIGH |
1.0650 |
|
0.618 |
1.0613 |
|
0.500 |
1.0602 |
|
0.382 |
1.0590 |
|
LOW |
1.0553 |
|
0.618 |
1.0493 |
|
1.000 |
1.0456 |
|
1.618 |
1.0396 |
|
2.618 |
1.0299 |
|
4.250 |
1.0141 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0624 |
1.0628 |
| PP |
1.0613 |
1.0620 |
| S1 |
1.0602 |
1.0613 |
|