CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0547 |
1.0627 |
0.0080 |
0.8% |
1.0836 |
| High |
1.0684 |
1.0635 |
-0.0049 |
-0.5% |
1.0908 |
| Low |
1.0494 |
1.0463 |
-0.0031 |
-0.3% |
1.0463 |
| Close |
1.0599 |
1.0472 |
-0.0127 |
-1.2% |
1.0472 |
| Range |
0.0190 |
0.0172 |
-0.0018 |
-9.5% |
0.0445 |
| ATR |
0.0130 |
0.0133 |
0.0003 |
2.3% |
0.0000 |
| Volume |
360,793 |
108,020 |
-252,773 |
-70.1% |
1,591,462 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1039 |
1.0928 |
1.0567 |
|
| R3 |
1.0867 |
1.0756 |
1.0519 |
|
| R2 |
1.0695 |
1.0695 |
1.0504 |
|
| R1 |
1.0584 |
1.0584 |
1.0488 |
1.0554 |
| PP |
1.0523 |
1.0523 |
1.0523 |
1.0508 |
| S1 |
1.0412 |
1.0412 |
1.0456 |
1.0382 |
| S2 |
1.0351 |
1.0351 |
1.0440 |
|
| S3 |
1.0179 |
1.0240 |
1.0425 |
|
| S4 |
1.0007 |
1.0068 |
1.0377 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1949 |
1.1656 |
1.0717 |
|
| R3 |
1.1504 |
1.1211 |
1.0594 |
|
| R2 |
1.1059 |
1.1059 |
1.0554 |
|
| R1 |
1.0766 |
1.0766 |
1.0513 |
1.0690 |
| PP |
1.0614 |
1.0614 |
1.0614 |
1.0577 |
| S1 |
1.0321 |
1.0321 |
1.0431 |
1.0245 |
| S2 |
1.0169 |
1.0169 |
1.0390 |
|
| S3 |
0.9724 |
0.9876 |
1.0350 |
|
| S4 |
0.9279 |
0.9431 |
1.0227 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0908 |
1.0463 |
0.0445 |
4.2% |
0.0163 |
1.6% |
2% |
False |
True |
318,292 |
| 10 |
1.1242 |
1.0463 |
0.0779 |
7.4% |
0.0141 |
1.3% |
1% |
False |
True |
278,494 |
| 20 |
1.1454 |
1.0463 |
0.0991 |
9.5% |
0.0121 |
1.2% |
1% |
False |
True |
230,866 |
| 40 |
1.1797 |
1.0463 |
0.1334 |
12.7% |
0.0139 |
1.3% |
1% |
False |
True |
243,345 |
| 60 |
1.2579 |
1.0463 |
0.2116 |
20.2% |
0.0123 |
1.2% |
0% |
False |
True |
224,733 |
| 80 |
1.2610 |
1.0463 |
0.2147 |
20.5% |
0.0119 |
1.1% |
0% |
False |
True |
182,916 |
| 100 |
1.2851 |
1.0463 |
0.2388 |
22.8% |
0.0114 |
1.1% |
0% |
False |
True |
146,624 |
| 120 |
1.2916 |
1.0463 |
0.2453 |
23.4% |
0.0113 |
1.1% |
0% |
False |
True |
122,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1366 |
|
2.618 |
1.1085 |
|
1.618 |
1.0913 |
|
1.000 |
1.0807 |
|
0.618 |
1.0741 |
|
HIGH |
1.0635 |
|
0.618 |
1.0569 |
|
0.500 |
1.0549 |
|
0.382 |
1.0529 |
|
LOW |
1.0463 |
|
0.618 |
1.0357 |
|
1.000 |
1.0291 |
|
1.618 |
1.0185 |
|
2.618 |
1.0013 |
|
4.250 |
0.9732 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0549 |
1.0591 |
| PP |
1.0523 |
1.0551 |
| S1 |
1.0498 |
1.0512 |
|