CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 19-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0680 |
1.0890 |
0.0210 |
2.0% |
1.0879 |
| High |
1.1040 |
1.0945 |
-0.0095 |
-0.9% |
1.0916 |
| Low |
1.0665 |
1.0670 |
0.0005 |
0.0% |
1.0520 |
| Close |
1.0793 |
1.0691 |
-0.0102 |
-0.9% |
1.0524 |
| Range |
0.0375 |
0.0275 |
-0.0100 |
-26.7% |
0.0396 |
| ATR |
0.0118 |
0.0130 |
0.0011 |
9.5% |
0.0000 |
| Volume |
62 |
69 |
7 |
11.3% |
260 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1594 |
1.1417 |
1.0842 |
|
| R3 |
1.1319 |
1.1142 |
1.0767 |
|
| R2 |
1.1044 |
1.1044 |
1.0741 |
|
| R1 |
1.0867 |
1.0867 |
1.0716 |
1.0818 |
| PP |
1.0769 |
1.0769 |
1.0769 |
1.0744 |
| S1 |
1.0592 |
1.0592 |
1.0666 |
1.0543 |
| S2 |
1.0494 |
1.0494 |
1.0641 |
|
| S3 |
1.0219 |
1.0317 |
1.0615 |
|
| S4 |
0.9944 |
1.0042 |
1.0540 |
|
|
| 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 |
1.2114 |
|
2.618 |
1.1665 |
|
1.618 |
1.1390 |
|
1.000 |
1.1220 |
|
0.618 |
1.1115 |
|
HIGH |
1.0945 |
|
0.618 |
1.0840 |
|
0.500 |
1.0808 |
|
0.382 |
1.0775 |
|
LOW |
1.0670 |
|
0.618 |
1.0500 |
|
1.000 |
1.0395 |
|
1.618 |
1.0225 |
|
2.618 |
0.9950 |
|
4.250 |
0.9501 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0808 |
1.0820 |
| PP |
1.0769 |
1.0777 |
| S1 |
1.0730 |
1.0734 |
|