CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 24-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0861 |
1.0991 |
0.0130 |
1.2% |
1.0553 |
| High |
1.0999 |
1.1050 |
0.0051 |
0.5% |
1.1040 |
| Low |
1.0855 |
1.0968 |
0.0113 |
1.0% |
1.0553 |
| Close |
1.0993 |
1.0968 |
-0.0025 |
-0.2% |
1.0861 |
| Range |
0.0144 |
0.0082 |
-0.0062 |
-43.1% |
0.0487 |
| ATR |
0.0136 |
0.0132 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
14 |
69 |
55 |
392.9% |
223 |
|
| Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1241 |
1.1187 |
1.1013 |
|
| R3 |
1.1159 |
1.1105 |
1.0991 |
|
| R2 |
1.1077 |
1.1077 |
1.0983 |
|
| R1 |
1.1023 |
1.1023 |
1.0976 |
1.1009 |
| PP |
1.0995 |
1.0995 |
1.0995 |
1.0989 |
| S1 |
1.0941 |
1.0941 |
1.0960 |
1.0927 |
| S2 |
1.0913 |
1.0913 |
1.0953 |
|
| S3 |
1.0831 |
1.0859 |
1.0945 |
|
| S4 |
1.0749 |
1.0777 |
1.0923 |
|
|
| 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 |
1.1399 |
|
2.618 |
1.1265 |
|
1.618 |
1.1183 |
|
1.000 |
1.1132 |
|
0.618 |
1.1101 |
|
HIGH |
1.1050 |
|
0.618 |
1.1019 |
|
0.500 |
1.1009 |
|
0.382 |
1.0999 |
|
LOW |
1.0968 |
|
0.618 |
1.0917 |
|
1.000 |
1.0886 |
|
1.618 |
1.0835 |
|
2.618 |
1.0753 |
|
4.250 |
1.0620 |
|
|
| Fisher Pivots for day following 24-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1009 |
1.0939 |
| PP |
1.0995 |
1.0911 |
| S1 |
1.0982 |
1.0882 |
|