CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0553 |
1.0624 |
0.0071 |
0.7% |
1.0879 |
| High |
1.0650 |
1.0684 |
0.0034 |
0.3% |
1.0916 |
| Low |
1.0553 |
1.0599 |
0.0046 |
0.4% |
1.0520 |
| Close |
1.0635 |
1.0651 |
0.0016 |
0.2% |
1.0524 |
| Range |
0.0097 |
0.0085 |
-0.0012 |
-12.4% |
0.0396 |
| ATR |
0.0098 |
0.0098 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
25 |
37 |
12 |
48.0% |
260 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0900 |
1.0860 |
1.0698 |
|
| R3 |
1.0815 |
1.0775 |
1.0674 |
|
| R2 |
1.0730 |
1.0730 |
1.0667 |
|
| R1 |
1.0690 |
1.0690 |
1.0659 |
1.0710 |
| PP |
1.0645 |
1.0645 |
1.0645 |
1.0655 |
| S1 |
1.0605 |
1.0605 |
1.0643 |
1.0625 |
| S2 |
1.0560 |
1.0560 |
1.0635 |
|
| S3 |
1.0475 |
1.0520 |
1.0628 |
|
| S4 |
1.0390 |
1.0435 |
1.0604 |
|
|
| 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 |
1.1045 |
|
2.618 |
1.0907 |
|
1.618 |
1.0822 |
|
1.000 |
1.0769 |
|
0.618 |
1.0737 |
|
HIGH |
1.0684 |
|
0.618 |
1.0652 |
|
0.500 |
1.0642 |
|
0.382 |
1.0631 |
|
LOW |
1.0599 |
|
0.618 |
1.0546 |
|
1.000 |
1.0514 |
|
1.618 |
1.0461 |
|
2.618 |
1.0376 |
|
4.250 |
1.0238 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0648 |
1.0635 |
| PP |
1.0645 |
1.0618 |
| S1 |
1.0642 |
1.0602 |
|