CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 25-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0991 |
1.0986 |
-0.0005 |
0.0% |
1.0553 |
| High |
1.1050 |
1.1045 |
-0.0005 |
0.0% |
1.1040 |
| Low |
1.0968 |
1.0969 |
0.0001 |
0.0% |
1.0553 |
| Close |
1.0968 |
1.1010 |
0.0042 |
0.4% |
1.0861 |
| Range |
0.0082 |
0.0076 |
-0.0006 |
-7.3% |
0.0487 |
| ATR |
0.0132 |
0.0128 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
69 |
11 |
-58 |
-84.1% |
223 |
|
| Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1236 |
1.1199 |
1.1052 |
|
| R3 |
1.1160 |
1.1123 |
1.1031 |
|
| R2 |
1.1084 |
1.1084 |
1.1024 |
|
| R1 |
1.1047 |
1.1047 |
1.1017 |
1.1066 |
| PP |
1.1008 |
1.1008 |
1.1008 |
1.1017 |
| S1 |
1.0971 |
1.0971 |
1.1003 |
1.0990 |
| S2 |
1.0932 |
1.0932 |
1.0996 |
|
| S3 |
1.0856 |
1.0895 |
1.0989 |
|
| S4 |
1.0780 |
1.0819 |
1.0968 |
|
|
| 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 |
1.1368 |
|
2.618 |
1.1244 |
|
1.618 |
1.1168 |
|
1.000 |
1.1121 |
|
0.618 |
1.1092 |
|
HIGH |
1.1045 |
|
0.618 |
1.1016 |
|
0.500 |
1.1007 |
|
0.382 |
1.0998 |
|
LOW |
1.0969 |
|
0.618 |
1.0922 |
|
1.000 |
1.0893 |
|
1.618 |
1.0846 |
|
2.618 |
1.0770 |
|
4.250 |
1.0646 |
|
|
| Fisher Pivots for day following 25-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1009 |
1.0991 |
| PP |
1.1008 |
1.0972 |
| S1 |
1.1007 |
1.0953 |
|