CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 23-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0714 |
1.0861 |
0.0147 |
1.4% |
1.0553 |
| High |
1.0900 |
1.0999 |
0.0099 |
0.9% |
1.1040 |
| Low |
1.0714 |
1.0855 |
0.0141 |
1.3% |
1.0553 |
| Close |
1.0861 |
1.0993 |
0.0132 |
1.2% |
1.0861 |
| Range |
0.0186 |
0.0144 |
-0.0042 |
-22.6% |
0.0487 |
| ATR |
0.0135 |
0.0136 |
0.0001 |
0.5% |
0.0000 |
| Volume |
30 |
14 |
-16 |
-53.3% |
223 |
|
| Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1381 |
1.1331 |
1.1072 |
|
| R3 |
1.1237 |
1.1187 |
1.1033 |
|
| R2 |
1.1093 |
1.1093 |
1.1019 |
|
| R1 |
1.1043 |
1.1043 |
1.1006 |
1.1068 |
| PP |
1.0949 |
1.0949 |
1.0949 |
1.0962 |
| S1 |
1.0899 |
1.0899 |
1.0980 |
1.0924 |
| S2 |
1.0805 |
1.0805 |
1.0967 |
|
| S3 |
1.0661 |
1.0755 |
1.0953 |
|
| S4 |
1.0517 |
1.0611 |
1.0914 |
|
|
| 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 |
1.1611 |
|
2.618 |
1.1376 |
|
1.618 |
1.1232 |
|
1.000 |
1.1143 |
|
0.618 |
1.1088 |
|
HIGH |
1.0999 |
|
0.618 |
1.0944 |
|
0.500 |
1.0927 |
|
0.382 |
1.0910 |
|
LOW |
1.0855 |
|
0.618 |
1.0766 |
|
1.000 |
1.0711 |
|
1.618 |
1.0622 |
|
2.618 |
1.0478 |
|
4.250 |
1.0243 |
|
|
| Fisher Pivots for day following 23-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0971 |
1.0940 |
| PP |
1.0949 |
1.0887 |
| S1 |
1.0927 |
1.0835 |
|