CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0836 |
1.0853 |
0.0017 |
0.2% |
1.1183 |
| High |
1.0908 |
1.0856 |
-0.0052 |
-0.5% |
1.1242 |
| Low |
1.0824 |
1.0693 |
-0.0131 |
-1.2% |
1.0840 |
| Close |
1.0860 |
1.0698 |
-0.0162 |
-1.5% |
1.0859 |
| Range |
0.0084 |
0.0163 |
0.0079 |
94.0% |
0.0402 |
| ATR |
0.0116 |
0.0120 |
0.0004 |
3.1% |
0.0000 |
| Volume |
191,629 |
400,721 |
209,092 |
109.1% |
1,193,487 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1238 |
1.1131 |
1.0788 |
|
| R3 |
1.1075 |
1.0968 |
1.0743 |
|
| R2 |
1.0912 |
1.0912 |
1.0728 |
|
| R1 |
1.0805 |
1.0805 |
1.0713 |
1.0777 |
| PP |
1.0749 |
1.0749 |
1.0749 |
1.0735 |
| S1 |
1.0642 |
1.0642 |
1.0683 |
1.0614 |
| S2 |
1.0586 |
1.0586 |
1.0668 |
|
| S3 |
1.0423 |
1.0479 |
1.0653 |
|
| S4 |
1.0260 |
1.0316 |
1.0608 |
|
|
| 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 |
1.1187 |
1.0693 |
0.0494 |
4.6% |
0.0139 |
1.3% |
1% |
False |
True |
294,964 |
| 10 |
1.1392 |
1.0693 |
0.0699 |
6.5% |
0.0116 |
1.1% |
1% |
False |
True |
235,839 |
| 20 |
1.1454 |
1.0693 |
0.0761 |
7.1% |
0.0106 |
1.0% |
1% |
False |
True |
206,826 |
| 40 |
1.1878 |
1.0693 |
0.1185 |
11.1% |
0.0132 |
1.2% |
0% |
False |
True |
236,720 |
| 60 |
1.2579 |
1.0693 |
0.1886 |
17.6% |
0.0118 |
1.1% |
0% |
False |
True |
219,264 |
| 80 |
1.2610 |
1.0693 |
0.1917 |
17.9% |
0.0115 |
1.1% |
0% |
False |
True |
170,493 |
| 100 |
1.2896 |
1.0693 |
0.2203 |
20.6% |
0.0114 |
1.1% |
0% |
False |
True |
136,673 |
| 120 |
1.2985 |
1.0693 |
0.2292 |
21.4% |
0.0111 |
1.0% |
0% |
False |
True |
114,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1549 |
|
2.618 |
1.1283 |
|
1.618 |
1.1120 |
|
1.000 |
1.1019 |
|
0.618 |
1.0957 |
|
HIGH |
1.0856 |
|
0.618 |
1.0794 |
|
0.500 |
1.0775 |
|
0.382 |
1.0755 |
|
LOW |
1.0693 |
|
0.618 |
1.0592 |
|
1.000 |
1.0530 |
|
1.618 |
1.0429 |
|
2.618 |
1.0266 |
|
4.250 |
1.0000 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0775 |
1.0864 |
| PP |
1.0749 |
1.0808 |
| S1 |
1.0724 |
1.0753 |
|