CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 26-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0986 |
1.1029 |
0.0043 |
0.4% |
1.0553 |
| High |
1.1045 |
1.1100 |
0.0055 |
0.5% |
1.1040 |
| Low |
1.0969 |
1.0920 |
-0.0049 |
-0.4% |
1.0553 |
| Close |
1.1010 |
1.0920 |
-0.0090 |
-0.8% |
1.0861 |
| Range |
0.0076 |
0.0180 |
0.0104 |
136.8% |
0.0487 |
| ATR |
0.0128 |
0.0132 |
0.0004 |
2.9% |
0.0000 |
| Volume |
11 |
24 |
13 |
118.2% |
223 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1520 |
1.1400 |
1.1019 |
|
| R3 |
1.1340 |
1.1220 |
1.0970 |
|
| R2 |
1.1160 |
1.1160 |
1.0953 |
|
| R1 |
1.1040 |
1.1040 |
1.0937 |
1.1010 |
| PP |
1.0980 |
1.0980 |
1.0980 |
1.0965 |
| S1 |
1.0860 |
1.0860 |
1.0904 |
1.0830 |
| S2 |
1.0800 |
1.0800 |
1.0887 |
|
| S3 |
1.0620 |
1.0680 |
1.0871 |
|
| S4 |
1.0440 |
1.0500 |
1.0821 |
|
|
| 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 |
1.1865 |
|
2.618 |
1.1571 |
|
1.618 |
1.1391 |
|
1.000 |
1.1280 |
|
0.618 |
1.1211 |
|
HIGH |
1.1100 |
|
0.618 |
1.1031 |
|
0.500 |
1.1010 |
|
0.382 |
1.0989 |
|
LOW |
1.0920 |
|
0.618 |
1.0809 |
|
1.000 |
1.0740 |
|
1.618 |
1.0629 |
|
2.618 |
1.0449 |
|
4.250 |
1.0155 |
|
|
| Fisher Pivots for day following 26-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1010 |
1.1010 |
| PP |
1.0980 |
1.0980 |
| S1 |
1.0950 |
1.0950 |
|