CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 04-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1182 |
1.1181 |
-0.0001 |
0.0% |
1.1382 |
| High |
1.1219 |
1.1187 |
-0.0032 |
-0.3% |
1.1397 |
| Low |
1.1156 |
1.1063 |
-0.0093 |
-0.8% |
1.1177 |
| Close |
1.1180 |
1.1075 |
-0.0105 |
-0.9% |
1.1195 |
| Range |
0.0063 |
0.0124 |
0.0061 |
96.8% |
0.0220 |
| ATR |
0.0110 |
0.0111 |
0.0001 |
0.9% |
0.0000 |
| Volume |
156,991 |
252,913 |
95,922 |
61.1% |
874,146 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1480 |
1.1402 |
1.1143 |
|
| R3 |
1.1356 |
1.1278 |
1.1109 |
|
| R2 |
1.1232 |
1.1232 |
1.1098 |
|
| R1 |
1.1154 |
1.1154 |
1.1086 |
1.1131 |
| PP |
1.1108 |
1.1108 |
1.1108 |
1.1097 |
| S1 |
1.1030 |
1.1030 |
1.1064 |
1.1007 |
| S2 |
1.0984 |
1.0984 |
1.1052 |
|
| S3 |
1.0860 |
1.0906 |
1.1041 |
|
| S4 |
1.0736 |
1.0782 |
1.1007 |
|
|
| 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 |
1.1382 |
1.1063 |
0.0319 |
2.9% |
0.0107 |
1.0% |
4% |
False |
True |
204,597 |
| 10 |
1.1454 |
1.1063 |
0.0391 |
3.5% |
0.0101 |
0.9% |
3% |
False |
True |
187,110 |
| 20 |
1.1503 |
1.1063 |
0.0440 |
4.0% |
0.0108 |
1.0% |
3% |
False |
True |
184,489 |
| 40 |
1.1977 |
1.1063 |
0.0914 |
8.3% |
0.0127 |
1.1% |
1% |
False |
True |
232,133 |
| 60 |
1.2579 |
1.1063 |
0.1516 |
13.7% |
0.0117 |
1.1% |
1% |
False |
True |
205,122 |
| 80 |
1.2610 |
1.1063 |
0.1547 |
14.0% |
0.0114 |
1.0% |
1% |
False |
True |
155,316 |
| 100 |
1.2896 |
1.1063 |
0.1833 |
16.6% |
0.0112 |
1.0% |
1% |
False |
True |
124,491 |
| 120 |
1.3010 |
1.1063 |
0.1947 |
17.6% |
0.0108 |
1.0% |
1% |
False |
True |
103,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1714 |
|
2.618 |
1.1512 |
|
1.618 |
1.1388 |
|
1.000 |
1.1311 |
|
0.618 |
1.1264 |
|
HIGH |
1.1187 |
|
0.618 |
1.1140 |
|
0.500 |
1.1125 |
|
0.382 |
1.1110 |
|
LOW |
1.1063 |
|
0.618 |
1.0986 |
|
1.000 |
1.0939 |
|
1.618 |
1.0862 |
|
2.618 |
1.0738 |
|
4.250 |
1.0536 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1125 |
1.1153 |
| PP |
1.1108 |
1.1127 |
| S1 |
1.1092 |
1.1101 |
|