CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1082 |
1.1034 |
-0.0048 |
-0.4% |
1.1183 |
| High |
1.1116 |
1.1034 |
-0.0082 |
-0.7% |
1.1242 |
| Low |
1.0988 |
1.0840 |
-0.0148 |
-1.3% |
1.0840 |
| Close |
1.1028 |
1.0859 |
-0.0169 |
-1.5% |
1.0859 |
| Range |
0.0128 |
0.0194 |
0.0066 |
51.6% |
0.0402 |
| ATR |
0.0113 |
0.0118 |
0.0006 |
5.2% |
0.0000 |
| Volume |
285,354 |
344,207 |
58,853 |
20.6% |
1,193,487 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1493 |
1.1370 |
1.0966 |
|
| R3 |
1.1299 |
1.1176 |
1.0912 |
|
| R2 |
1.1105 |
1.1105 |
1.0895 |
|
| R1 |
1.0982 |
1.0982 |
1.0877 |
1.0947 |
| PP |
1.0911 |
1.0911 |
1.0911 |
1.0893 |
| S1 |
1.0788 |
1.0788 |
1.0841 |
1.0753 |
| S2 |
1.0717 |
1.0717 |
1.0823 |
|
| S3 |
1.0523 |
1.0594 |
1.0806 |
|
| S4 |
1.0329 |
1.0400 |
1.0752 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2186 |
1.1925 |
1.1080 |
|
| R3 |
1.1784 |
1.1523 |
1.0970 |
|
| R2 |
1.1382 |
1.1382 |
1.0933 |
|
| R1 |
1.1121 |
1.1121 |
1.0896 |
1.1051 |
| PP |
1.0980 |
1.0980 |
1.0980 |
1.0945 |
| S1 |
1.0719 |
1.0719 |
1.0822 |
1.0649 |
| S2 |
1.0578 |
1.0578 |
1.0785 |
|
| S3 |
1.0176 |
1.0317 |
1.0748 |
|
| S4 |
0.9774 |
0.9915 |
1.0638 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1242 |
1.0840 |
0.0402 |
3.7% |
0.0118 |
1.1% |
5% |
False |
True |
238,697 |
| 10 |
1.1397 |
1.0840 |
0.0557 |
5.1% |
0.0108 |
1.0% |
3% |
False |
True |
206,763 |
| 20 |
1.1483 |
1.0840 |
0.0643 |
5.9% |
0.0106 |
1.0% |
3% |
False |
True |
195,466 |
| 40 |
1.1878 |
1.0840 |
0.1038 |
9.6% |
0.0131 |
1.2% |
2% |
False |
True |
235,115 |
| 60 |
1.2579 |
1.0840 |
0.1739 |
16.0% |
0.0118 |
1.1% |
1% |
False |
True |
214,457 |
| 80 |
1.2610 |
1.0840 |
0.1770 |
16.3% |
0.0115 |
1.1% |
1% |
False |
True |
163,147 |
| 100 |
1.2896 |
1.0840 |
0.2056 |
18.9% |
0.0113 |
1.0% |
1% |
False |
True |
130,763 |
| 120 |
1.3010 |
1.0840 |
0.2170 |
20.0% |
0.0110 |
1.0% |
1% |
False |
True |
109,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1859 |
|
2.618 |
1.1542 |
|
1.618 |
1.1348 |
|
1.000 |
1.1228 |
|
0.618 |
1.1154 |
|
HIGH |
1.1034 |
|
0.618 |
1.0960 |
|
0.500 |
1.0937 |
|
0.382 |
1.0914 |
|
LOW |
1.0840 |
|
0.618 |
1.0720 |
|
1.000 |
1.0646 |
|
1.618 |
1.0526 |
|
2.618 |
1.0332 |
|
4.250 |
1.0016 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0937 |
1.1014 |
| PP |
1.0911 |
1.0962 |
| S1 |
1.0885 |
1.0911 |
|