CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 30-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0938 |
1.0888 |
-0.0050 |
-0.5% |
1.0861 |
| High |
1.0990 |
1.0900 |
-0.0090 |
-0.8% |
1.1100 |
| Low |
1.0860 |
1.0865 |
0.0005 |
0.0% |
1.0855 |
| Close |
1.0953 |
1.0871 |
-0.0082 |
-0.7% |
1.0953 |
| Range |
0.0130 |
0.0035 |
-0.0095 |
-73.1% |
0.0245 |
| ATR |
0.0132 |
0.0129 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
19 |
12 |
-7 |
-36.8% |
137 |
|
| Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0984 |
1.0962 |
1.0890 |
|
| R3 |
1.0949 |
1.0927 |
1.0881 |
|
| R2 |
1.0914 |
1.0914 |
1.0877 |
|
| R1 |
1.0892 |
1.0892 |
1.0874 |
1.0886 |
| PP |
1.0879 |
1.0879 |
1.0879 |
1.0875 |
| S1 |
1.0857 |
1.0857 |
1.0868 |
1.0851 |
| S2 |
1.0844 |
1.0844 |
1.0865 |
|
| S3 |
1.0809 |
1.0822 |
1.0861 |
|
| S4 |
1.0774 |
1.0787 |
1.0852 |
|
|
| 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 |
1.1049 |
|
2.618 |
1.0992 |
|
1.618 |
1.0957 |
|
1.000 |
1.0935 |
|
0.618 |
1.0922 |
|
HIGH |
1.0900 |
|
0.618 |
1.0887 |
|
0.500 |
1.0883 |
|
0.382 |
1.0878 |
|
LOW |
1.0865 |
|
0.618 |
1.0843 |
|
1.000 |
1.0830 |
|
1.618 |
1.0808 |
|
2.618 |
1.0773 |
|
4.250 |
1.0716 |
|
|
| Fisher Pivots for day following 30-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0883 |
1.0980 |
| PP |
1.0879 |
1.0944 |
| S1 |
1.0875 |
1.0907 |
|