CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 03-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1183 |
1.1182 |
-0.0001 |
0.0% |
1.1382 |
| High |
1.1242 |
1.1219 |
-0.0023 |
-0.2% |
1.1397 |
| Low |
1.1161 |
1.1156 |
-0.0005 |
0.0% |
1.1177 |
| Close |
1.1188 |
1.1180 |
-0.0008 |
-0.1% |
1.1195 |
| Range |
0.0081 |
0.0063 |
-0.0018 |
-22.2% |
0.0220 |
| ATR |
0.0114 |
0.0110 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
154,022 |
156,991 |
2,969 |
1.9% |
874,146 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1374 |
1.1340 |
1.1215 |
|
| R3 |
1.1311 |
1.1277 |
1.1197 |
|
| R2 |
1.1248 |
1.1248 |
1.1192 |
|
| R1 |
1.1214 |
1.1214 |
1.1186 |
1.1200 |
| PP |
1.1185 |
1.1185 |
1.1185 |
1.1178 |
| S1 |
1.1151 |
1.1151 |
1.1174 |
1.1137 |
| S2 |
1.1122 |
1.1122 |
1.1168 |
|
| S3 |
1.1059 |
1.1088 |
1.1163 |
|
| S4 |
1.0996 |
1.1025 |
1.1145 |
|
|
| 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 |
1.1156 |
0.0236 |
2.1% |
0.0093 |
0.8% |
10% |
False |
True |
176,714 |
| 10 |
1.1454 |
1.1156 |
0.0298 |
2.7% |
0.0097 |
0.9% |
8% |
False |
True |
177,926 |
| 20 |
1.1539 |
1.1156 |
0.0383 |
3.4% |
0.0113 |
1.0% |
6% |
False |
True |
186,502 |
| 40 |
1.1985 |
1.1102 |
0.0883 |
7.9% |
0.0126 |
1.1% |
9% |
False |
False |
231,739 |
| 60 |
1.2579 |
1.1102 |
0.1477 |
13.2% |
0.0117 |
1.1% |
5% |
False |
False |
201,507 |
| 80 |
1.2610 |
1.1102 |
0.1508 |
13.5% |
0.0114 |
1.0% |
5% |
False |
False |
152,176 |
| 100 |
1.2896 |
1.1102 |
0.1794 |
16.0% |
0.0112 |
1.0% |
4% |
False |
False |
121,973 |
| 120 |
1.3010 |
1.1102 |
0.1908 |
17.1% |
0.0107 |
1.0% |
4% |
False |
False |
101,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1487 |
|
2.618 |
1.1384 |
|
1.618 |
1.1321 |
|
1.000 |
1.1282 |
|
0.618 |
1.1258 |
|
HIGH |
1.1219 |
|
0.618 |
1.1195 |
|
0.500 |
1.1188 |
|
0.382 |
1.1180 |
|
LOW |
1.1156 |
|
0.618 |
1.1117 |
|
1.000 |
1.1093 |
|
1.618 |
1.1054 |
|
2.618 |
1.0991 |
|
4.250 |
1.0888 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1188 |
1.1203 |
| PP |
1.1185 |
1.1195 |
| S1 |
1.1183 |
1.1188 |
|