CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1200 |
1.1183 |
-0.0017 |
-0.2% |
1.1382 |
| High |
1.1249 |
1.1242 |
-0.0007 |
-0.1% |
1.1397 |
| Low |
1.1177 |
1.1161 |
-0.0016 |
-0.1% |
1.1177 |
| Close |
1.1195 |
1.1188 |
-0.0007 |
-0.1% |
1.1195 |
| Range |
0.0072 |
0.0081 |
0.0009 |
12.5% |
0.0220 |
| ATR |
0.0117 |
0.0114 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
220,392 |
154,022 |
-66,370 |
-30.1% |
874,146 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1440 |
1.1395 |
1.1233 |
|
| R3 |
1.1359 |
1.1314 |
1.1210 |
|
| R2 |
1.1278 |
1.1278 |
1.1203 |
|
| R1 |
1.1233 |
1.1233 |
1.1195 |
1.1256 |
| PP |
1.1197 |
1.1197 |
1.1197 |
1.1208 |
| S1 |
1.1152 |
1.1152 |
1.1181 |
1.1175 |
| S2 |
1.1116 |
1.1116 |
1.1173 |
|
| S3 |
1.1035 |
1.1071 |
1.1166 |
|
| S4 |
1.0954 |
1.0990 |
1.1143 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1916 |
1.1776 |
1.1316 |
|
| R3 |
1.1696 |
1.1556 |
1.1256 |
|
| R2 |
1.1476 |
1.1476 |
1.1235 |
|
| R1 |
1.1336 |
1.1336 |
1.1215 |
1.1296 |
| PP |
1.1256 |
1.1256 |
1.1256 |
1.1237 |
| S1 |
1.1116 |
1.1116 |
1.1175 |
1.1076 |
| S2 |
1.1036 |
1.1036 |
1.1155 |
|
| S3 |
1.0816 |
1.0896 |
1.1135 |
|
| S4 |
1.0596 |
1.0676 |
1.1074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1392 |
1.1161 |
0.0231 |
2.1% |
0.0095 |
0.8% |
12% |
False |
True |
180,246 |
| 10 |
1.1454 |
1.1161 |
0.0293 |
2.6% |
0.0103 |
0.9% |
9% |
False |
True |
184,805 |
| 20 |
1.1539 |
1.1161 |
0.0378 |
3.4% |
0.0114 |
1.0% |
7% |
False |
True |
187,154 |
| 40 |
1.2113 |
1.1102 |
0.1011 |
9.0% |
0.0127 |
1.1% |
9% |
False |
False |
231,817 |
| 60 |
1.2579 |
1.1102 |
0.1477 |
13.2% |
0.0118 |
1.1% |
6% |
False |
False |
199,145 |
| 80 |
1.2610 |
1.1102 |
0.1508 |
13.5% |
0.0114 |
1.0% |
6% |
False |
False |
150,232 |
| 100 |
1.2896 |
1.1102 |
0.1794 |
16.0% |
0.0113 |
1.0% |
5% |
False |
False |
120,413 |
| 120 |
1.3010 |
1.1102 |
0.1908 |
17.1% |
0.0108 |
1.0% |
5% |
False |
False |
100,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1586 |
|
2.618 |
1.1454 |
|
1.618 |
1.1373 |
|
1.000 |
1.1323 |
|
0.618 |
1.1292 |
|
HIGH |
1.1242 |
|
0.618 |
1.1211 |
|
0.500 |
1.1202 |
|
0.382 |
1.1192 |
|
LOW |
1.1161 |
|
0.618 |
1.1111 |
|
1.000 |
1.1080 |
|
1.618 |
1.1030 |
|
2.618 |
1.0949 |
|
4.250 |
1.0817 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1202 |
1.1272 |
| PP |
1.1197 |
1.1244 |
| S1 |
1.1193 |
1.1216 |
|