CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0890 |
1.0714 |
-0.0176 |
-1.6% |
1.0553 |
| High |
1.0945 |
1.0900 |
-0.0045 |
-0.4% |
1.1040 |
| Low |
1.0670 |
1.0714 |
0.0044 |
0.4% |
1.0553 |
| Close |
1.0691 |
1.0861 |
0.0170 |
1.6% |
1.0861 |
| Range |
0.0275 |
0.0186 |
-0.0089 |
-32.4% |
0.0487 |
| ATR |
0.0130 |
0.0135 |
0.0006 |
4.4% |
0.0000 |
| Volume |
69 |
30 |
-39 |
-56.5% |
223 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1383 |
1.1308 |
1.0963 |
|
| R3 |
1.1197 |
1.1122 |
1.0912 |
|
| R2 |
1.1011 |
1.1011 |
1.0895 |
|
| R1 |
1.0936 |
1.0936 |
1.0878 |
1.0974 |
| PP |
1.0825 |
1.0825 |
1.0825 |
1.0844 |
| S1 |
1.0750 |
1.0750 |
1.0844 |
1.0788 |
| S2 |
1.0639 |
1.0639 |
1.0827 |
|
| S3 |
1.0453 |
1.0564 |
1.0810 |
|
| S4 |
1.0267 |
1.0378 |
1.0759 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2279 |
1.2057 |
1.1129 |
|
| R3 |
1.1792 |
1.1570 |
1.0995 |
|
| R2 |
1.1305 |
1.1305 |
1.0950 |
|
| R1 |
1.1083 |
1.1083 |
1.0906 |
1.1194 |
| PP |
1.0818 |
1.0818 |
1.0818 |
1.0874 |
| S1 |
1.0596 |
1.0596 |
1.0816 |
1.0707 |
| S2 |
1.0331 |
1.0331 |
1.0772 |
|
| S3 |
0.9844 |
1.0109 |
1.0727 |
|
| S4 |
0.9357 |
0.9622 |
1.0593 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1691 |
|
2.618 |
1.1387 |
|
1.618 |
1.1201 |
|
1.000 |
1.1086 |
|
0.618 |
1.1015 |
|
HIGH |
1.0900 |
|
0.618 |
1.0829 |
|
0.500 |
1.0807 |
|
0.382 |
1.0785 |
|
LOW |
1.0714 |
|
0.618 |
1.0599 |
|
1.000 |
1.0528 |
|
1.618 |
1.0413 |
|
2.618 |
1.0227 |
|
4.250 |
0.9924 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0843 |
1.0858 |
| PP |
1.0825 |
1.0855 |
| S1 |
1.0807 |
1.0853 |
|