CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0853 |
1.0685 |
-0.0168 |
-1.5% |
1.1183 |
| High |
1.0856 |
1.0718 |
-0.0138 |
-1.3% |
1.1242 |
| Low |
1.0693 |
1.0512 |
-0.0181 |
-1.7% |
1.0840 |
| Close |
1.0698 |
1.0535 |
-0.0163 |
-1.5% |
1.0859 |
| Range |
0.0163 |
0.0206 |
0.0043 |
26.4% |
0.0402 |
| ATR |
0.0120 |
0.0126 |
0.0006 |
5.2% |
0.0000 |
| Volume |
400,721 |
530,299 |
129,578 |
32.3% |
1,193,487 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1206 |
1.1077 |
1.0648 |
|
| R3 |
1.1000 |
1.0871 |
1.0592 |
|
| R2 |
1.0794 |
1.0794 |
1.0573 |
|
| R1 |
1.0665 |
1.0665 |
1.0554 |
1.0627 |
| PP |
1.0588 |
1.0588 |
1.0588 |
1.0569 |
| S1 |
1.0459 |
1.0459 |
1.0516 |
1.0421 |
| S2 |
1.0382 |
1.0382 |
1.0497 |
|
| S3 |
1.0176 |
1.0253 |
1.0478 |
|
| S4 |
0.9970 |
1.0047 |
1.0422 |
|
|
| 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 |
1.1116 |
1.0512 |
0.0604 |
5.7% |
0.0155 |
1.5% |
4% |
False |
True |
350,442 |
| 10 |
1.1382 |
1.0512 |
0.0870 |
8.3% |
0.0131 |
1.2% |
3% |
False |
True |
277,519 |
| 20 |
1.1454 |
1.0512 |
0.0942 |
8.9% |
0.0112 |
1.1% |
2% |
False |
True |
224,994 |
| 40 |
1.1866 |
1.0512 |
0.1354 |
12.9% |
0.0135 |
1.3% |
2% |
False |
True |
245,348 |
| 60 |
1.2579 |
1.0512 |
0.2067 |
19.6% |
0.0120 |
1.1% |
1% |
False |
True |
224,563 |
| 80 |
1.2610 |
1.0512 |
0.2098 |
19.9% |
0.0117 |
1.1% |
1% |
False |
True |
177,109 |
| 100 |
1.2858 |
1.0512 |
0.2346 |
22.3% |
0.0113 |
1.1% |
1% |
False |
True |
141,969 |
| 120 |
1.2942 |
1.0512 |
0.2430 |
23.1% |
0.0112 |
1.1% |
1% |
False |
True |
118,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1594 |
|
2.618 |
1.1257 |
|
1.618 |
1.1051 |
|
1.000 |
1.0924 |
|
0.618 |
1.0845 |
|
HIGH |
1.0718 |
|
0.618 |
1.0639 |
|
0.500 |
1.0615 |
|
0.382 |
1.0591 |
|
LOW |
1.0512 |
|
0.618 |
1.0385 |
|
1.000 |
1.0306 |
|
1.618 |
1.0179 |
|
2.618 |
0.9973 |
|
4.250 |
0.9637 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0615 |
1.0710 |
| PP |
1.0588 |
1.0652 |
| S1 |
1.0562 |
1.0593 |
|