CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 27-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1029 |
1.0938 |
-0.0091 |
-0.8% |
1.0861 |
| High |
1.1100 |
1.0990 |
-0.0110 |
-1.0% |
1.1100 |
| Low |
1.0920 |
1.0860 |
-0.0060 |
-0.5% |
1.0855 |
| Close |
1.0920 |
1.0953 |
0.0033 |
0.3% |
1.0953 |
| Range |
0.0180 |
0.0130 |
-0.0050 |
-27.8% |
0.0245 |
| ATR |
0.0132 |
0.0132 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
24 |
19 |
-5 |
-20.8% |
137 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1324 |
1.1269 |
1.1025 |
|
| R3 |
1.1194 |
1.1139 |
1.0989 |
|
| R2 |
1.1064 |
1.1064 |
1.0977 |
|
| R1 |
1.1009 |
1.1009 |
1.0965 |
1.1037 |
| PP |
1.0934 |
1.0934 |
1.0934 |
1.0948 |
| S1 |
1.0879 |
1.0879 |
1.0941 |
1.0907 |
| S2 |
1.0804 |
1.0804 |
1.0929 |
|
| S3 |
1.0674 |
1.0749 |
1.0917 |
|
| S4 |
1.0544 |
1.0619 |
1.0882 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1704 |
1.1574 |
1.1088 |
|
| R3 |
1.1459 |
1.1329 |
1.1020 |
|
| R2 |
1.1214 |
1.1214 |
1.0998 |
|
| R1 |
1.1084 |
1.1084 |
1.0975 |
1.1149 |
| PP |
1.0969 |
1.0969 |
1.0969 |
1.1002 |
| S1 |
1.0839 |
1.0839 |
1.0931 |
1.0904 |
| S2 |
1.0724 |
1.0724 |
1.0908 |
|
| S3 |
1.0479 |
1.0594 |
1.0886 |
|
| S4 |
1.0234 |
1.0349 |
1.0818 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1543 |
|
2.618 |
1.1330 |
|
1.618 |
1.1200 |
|
1.000 |
1.1120 |
|
0.618 |
1.1070 |
|
HIGH |
1.0990 |
|
0.618 |
1.0940 |
|
0.500 |
1.0925 |
|
0.382 |
1.0910 |
|
LOW |
1.0860 |
|
0.618 |
1.0780 |
|
1.000 |
1.0730 |
|
1.618 |
1.0650 |
|
2.618 |
1.0520 |
|
4.250 |
1.0308 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0944 |
1.0980 |
| PP |
1.0934 |
1.0971 |
| S1 |
1.0925 |
1.0962 |
|