CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 09-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1034 |
1.0836 |
-0.0198 |
-1.8% |
1.1183 |
| High |
1.1034 |
1.0908 |
-0.0126 |
-1.1% |
1.1242 |
| Low |
1.0840 |
1.0824 |
-0.0016 |
-0.1% |
1.0840 |
| Close |
1.0859 |
1.0860 |
0.0001 |
0.0% |
1.0859 |
| Range |
0.0194 |
0.0084 |
-0.0110 |
-56.7% |
0.0402 |
| ATR |
0.0118 |
0.0116 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
344,207 |
191,629 |
-152,578 |
-44.3% |
1,193,487 |
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1116 |
1.1072 |
1.0906 |
|
| R3 |
1.1032 |
1.0988 |
1.0883 |
|
| R2 |
1.0948 |
1.0948 |
1.0875 |
|
| R1 |
1.0904 |
1.0904 |
1.0868 |
1.0926 |
| PP |
1.0864 |
1.0864 |
1.0864 |
1.0875 |
| S1 |
1.0820 |
1.0820 |
1.0852 |
1.0842 |
| S2 |
1.0780 |
1.0780 |
1.0845 |
|
| S3 |
1.0696 |
1.0736 |
1.0837 |
|
| S4 |
1.0612 |
1.0652 |
1.0814 |
|
|
| 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 |
1.1219 |
1.0824 |
0.0395 |
3.6% |
0.0119 |
1.1% |
9% |
False |
True |
246,218 |
| 10 |
1.1392 |
1.0824 |
0.0568 |
5.2% |
0.0107 |
1.0% |
6% |
False |
True |
213,232 |
| 20 |
1.1454 |
1.0824 |
0.0630 |
5.8% |
0.0102 |
0.9% |
6% |
False |
True |
194,203 |
| 40 |
1.1878 |
1.0824 |
0.1054 |
9.7% |
0.0130 |
1.2% |
3% |
False |
True |
233,906 |
| 60 |
1.2579 |
1.0824 |
0.1755 |
16.2% |
0.0117 |
1.1% |
2% |
False |
True |
215,735 |
| 80 |
1.2610 |
1.0824 |
0.1786 |
16.4% |
0.0115 |
1.1% |
2% |
False |
True |
165,507 |
| 100 |
1.2896 |
1.0824 |
0.2072 |
19.1% |
0.0113 |
1.0% |
2% |
False |
True |
132,673 |
| 120 |
1.3010 |
1.0824 |
0.2186 |
20.1% |
0.0110 |
1.0% |
2% |
False |
True |
110,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1265 |
|
2.618 |
1.1128 |
|
1.618 |
1.1044 |
|
1.000 |
1.0992 |
|
0.618 |
1.0960 |
|
HIGH |
1.0908 |
|
0.618 |
1.0876 |
|
0.500 |
1.0866 |
|
0.382 |
1.0856 |
|
LOW |
1.0824 |
|
0.618 |
1.0772 |
|
1.000 |
1.0740 |
|
1.618 |
1.0688 |
|
2.618 |
1.0604 |
|
4.250 |
1.0467 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0866 |
1.0970 |
| PP |
1.0864 |
1.0933 |
| S1 |
1.0862 |
1.0897 |
|