CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 03-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1197 |
1.1197 |
0.0000 |
0.0% |
1.1394 |
| High |
1.1254 |
1.1231 |
-0.0023 |
-0.2% |
1.1409 |
| Low |
1.1172 |
1.1169 |
-0.0003 |
0.0% |
1.1190 |
| Close |
1.1201 |
1.1193 |
-0.0008 |
-0.1% |
1.1208 |
| Range |
0.0082 |
0.0062 |
-0.0020 |
-24.4% |
0.0219 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
9,385 |
6,993 |
-2,392 |
-25.5% |
18,403 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1384 |
1.1350 |
1.1227 |
|
| R3 |
1.1322 |
1.1288 |
1.1210 |
|
| R2 |
1.1260 |
1.1260 |
1.1204 |
|
| R1 |
1.1226 |
1.1226 |
1.1199 |
1.1212 |
| PP |
1.1198 |
1.1198 |
1.1198 |
1.1191 |
| S1 |
1.1164 |
1.1164 |
1.1187 |
1.1150 |
| S2 |
1.1136 |
1.1136 |
1.1182 |
|
| S3 |
1.1074 |
1.1102 |
1.1176 |
|
| S4 |
1.1012 |
1.1040 |
1.1159 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1926 |
1.1786 |
1.1328 |
|
| R3 |
1.1707 |
1.1567 |
1.1268 |
|
| R2 |
1.1488 |
1.1488 |
1.1248 |
|
| R1 |
1.1348 |
1.1348 |
1.1228 |
1.1309 |
| PP |
1.1269 |
1.1269 |
1.1269 |
1.1249 |
| S1 |
1.1129 |
1.1129 |
1.1188 |
1.1090 |
| S2 |
1.1050 |
1.1050 |
1.1168 |
|
| S3 |
1.0831 |
1.0910 |
1.1148 |
|
| S4 |
1.0612 |
1.0691 |
1.1088 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1402 |
1.1169 |
0.0233 |
2.1% |
0.0092 |
0.8% |
10% |
False |
True |
5,789 |
| 10 |
1.1466 |
1.1169 |
0.0297 |
2.7% |
0.0094 |
0.8% |
8% |
False |
True |
3,957 |
| 20 |
1.1546 |
1.1169 |
0.0377 |
3.4% |
0.0109 |
1.0% |
6% |
False |
True |
2,789 |
| 40 |
1.1993 |
1.1117 |
0.0876 |
7.8% |
0.0121 |
1.1% |
9% |
False |
False |
2,089 |
| 60 |
1.2582 |
1.1117 |
0.1465 |
13.1% |
0.0112 |
1.0% |
5% |
False |
False |
1,498 |
| 80 |
1.2610 |
1.1117 |
0.1493 |
13.3% |
0.0106 |
0.9% |
5% |
False |
False |
1,146 |
| 100 |
1.2865 |
1.1117 |
0.1748 |
15.6% |
0.0100 |
0.9% |
4% |
False |
False |
927 |
| 120 |
1.3029 |
1.1117 |
0.1912 |
17.1% |
0.0095 |
0.8% |
4% |
False |
False |
780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1495 |
|
2.618 |
1.1393 |
|
1.618 |
1.1331 |
|
1.000 |
1.1293 |
|
0.618 |
1.1269 |
|
HIGH |
1.1231 |
|
0.618 |
1.1207 |
|
0.500 |
1.1200 |
|
0.382 |
1.1193 |
|
LOW |
1.1169 |
|
0.618 |
1.1131 |
|
1.000 |
1.1107 |
|
1.618 |
1.1069 |
|
2.618 |
1.1007 |
|
4.250 |
1.0906 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1200 |
1.1215 |
| PP |
1.1198 |
1.1207 |
| S1 |
1.1195 |
1.1200 |
|