CME Euro FX (E) Future September 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 |
1.0978 |
1.0938 |
-0.0040 |
-0.4% |
1.0510 |
| High |
1.1055 |
1.1050 |
-0.0005 |
0.0% |
1.1020 |
| Low |
1.0922 |
1.0928 |
0.0006 |
0.1% |
1.0510 |
| Close |
1.0946 |
1.0988 |
0.0042 |
0.4% |
1.0839 |
| Range |
0.0133 |
0.0122 |
-0.0011 |
-8.3% |
0.0510 |
| ATR |
0.0159 |
0.0156 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
998 |
1,174 |
176 |
17.6% |
2,471 |
|
| Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1355 |
1.1293 |
1.1055 |
|
| R3 |
1.1233 |
1.1171 |
1.1022 |
|
| R2 |
1.1111 |
1.1111 |
1.1010 |
|
| R1 |
1.1049 |
1.1049 |
1.0999 |
1.1080 |
| PP |
1.0989 |
1.0989 |
1.0989 |
1.1004 |
| S1 |
1.0927 |
1.0927 |
1.0977 |
1.0958 |
| S2 |
1.0867 |
1.0867 |
1.0966 |
|
| S3 |
1.0745 |
1.0805 |
1.0954 |
|
| S4 |
1.0623 |
1.0683 |
1.0921 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2320 |
1.2089 |
1.1120 |
|
| R3 |
1.1810 |
1.1579 |
1.0979 |
|
| R2 |
1.1300 |
1.1300 |
1.0933 |
|
| R1 |
1.1069 |
1.1069 |
1.0886 |
1.1185 |
| PP |
1.0790 |
1.0790 |
1.0790 |
1.0847 |
| S1 |
1.0559 |
1.0559 |
1.0792 |
1.0675 |
| S2 |
1.0280 |
1.0280 |
1.0746 |
|
| S3 |
0.9770 |
1.0049 |
1.0699 |
|
| S4 |
0.9260 |
0.9539 |
1.0559 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1055 |
1.0646 |
0.0409 |
3.7% |
0.0194 |
1.8% |
84% |
False |
False |
877 |
| 10 |
1.1055 |
1.0494 |
0.0561 |
5.1% |
0.0196 |
1.8% |
88% |
False |
False |
657 |
| 20 |
1.1407 |
1.0494 |
0.0913 |
8.3% |
0.0157 |
1.4% |
54% |
False |
False |
415 |
| 40 |
1.1560 |
1.0494 |
0.1066 |
9.7% |
0.0123 |
1.1% |
46% |
False |
False |
253 |
| 60 |
1.2243 |
1.0494 |
0.1749 |
15.9% |
0.0116 |
1.1% |
28% |
False |
False |
200 |
| 80 |
1.2564 |
1.0494 |
0.2070 |
18.8% |
0.0097 |
0.9% |
24% |
False |
False |
152 |
| 100 |
1.2646 |
1.0494 |
0.2152 |
19.6% |
0.0086 |
0.8% |
23% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1569 |
|
2.618 |
1.1369 |
|
1.618 |
1.1247 |
|
1.000 |
1.1172 |
|
0.618 |
1.1125 |
|
HIGH |
1.1050 |
|
0.618 |
1.1003 |
|
0.500 |
1.0989 |
|
0.382 |
1.0975 |
|
LOW |
1.0928 |
|
0.618 |
1.0853 |
|
1.000 |
1.0806 |
|
1.618 |
1.0731 |
|
2.618 |
1.0609 |
|
4.250 |
1.0410 |
|
|
| Fisher Pivots for day following 25-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0989 |
1.0968 |
| PP |
1.0989 |
1.0947 |
| S1 |
1.0988 |
1.0927 |
|