CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 31-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0888 |
1.0855 |
-0.0033 |
-0.3% |
1.0861 |
| High |
1.0900 |
1.0855 |
-0.0045 |
-0.4% |
1.1100 |
| Low |
1.0865 |
1.0770 |
-0.0095 |
-0.9% |
1.0855 |
| Close |
1.0871 |
1.0791 |
-0.0080 |
-0.7% |
1.0953 |
| Range |
0.0035 |
0.0085 |
0.0050 |
142.9% |
0.0245 |
| ATR |
0.0129 |
0.0127 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
12 |
24 |
12 |
100.0% |
137 |
|
| Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1060 |
1.1011 |
1.0838 |
|
| R3 |
1.0975 |
1.0926 |
1.0814 |
|
| R2 |
1.0890 |
1.0890 |
1.0807 |
|
| R1 |
1.0841 |
1.0841 |
1.0799 |
1.0823 |
| PP |
1.0805 |
1.0805 |
1.0805 |
1.0797 |
| S1 |
1.0756 |
1.0756 |
1.0783 |
1.0738 |
| S2 |
1.0720 |
1.0720 |
1.0775 |
|
| S3 |
1.0635 |
1.0671 |
1.0768 |
|
| S4 |
1.0550 |
1.0586 |
1.0744 |
|
|
| 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 |
1.1216 |
|
2.618 |
1.1078 |
|
1.618 |
1.0993 |
|
1.000 |
1.0940 |
|
0.618 |
1.0908 |
|
HIGH |
1.0855 |
|
0.618 |
1.0823 |
|
0.500 |
1.0813 |
|
0.382 |
1.0802 |
|
LOW |
1.0770 |
|
0.618 |
1.0717 |
|
1.000 |
1.0685 |
|
1.618 |
1.0632 |
|
2.618 |
1.0547 |
|
4.250 |
1.0409 |
|
|
| Fisher Pivots for day following 31-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0813 |
1.0880 |
| PP |
1.0805 |
1.0850 |
| S1 |
1.0798 |
1.0821 |
|