CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 04-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1197 |
1.1193 |
-0.0004 |
0.0% |
1.1394 |
| High |
1.1231 |
1.1199 |
-0.0032 |
-0.3% |
1.1409 |
| Low |
1.1169 |
1.1076 |
-0.0093 |
-0.8% |
1.1190 |
| Close |
1.1193 |
1.1087 |
-0.0106 |
-0.9% |
1.1208 |
| Range |
0.0062 |
0.0123 |
0.0061 |
98.4% |
0.0219 |
| ATR |
0.0107 |
0.0108 |
0.0001 |
1.1% |
0.0000 |
| Volume |
6,993 |
38,035 |
31,042 |
443.9% |
18,403 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1490 |
1.1411 |
1.1155 |
|
| R3 |
1.1367 |
1.1288 |
1.1121 |
|
| R2 |
1.1244 |
1.1244 |
1.1110 |
|
| R1 |
1.1165 |
1.1165 |
1.1098 |
1.1143 |
| PP |
1.1121 |
1.1121 |
1.1121 |
1.1110 |
| S1 |
1.1042 |
1.1042 |
1.1076 |
1.1020 |
| S2 |
1.0998 |
1.0998 |
1.1064 |
|
| S3 |
1.0875 |
1.0919 |
1.1053 |
|
| S4 |
1.0752 |
1.0796 |
1.1019 |
|
|
| 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 |
1.1392 |
1.1076 |
0.0316 |
2.9% |
0.0106 |
1.0% |
3% |
False |
True |
12,865 |
| 10 |
1.1466 |
1.1076 |
0.0390 |
3.5% |
0.0098 |
0.9% |
3% |
False |
True |
7,577 |
| 20 |
1.1513 |
1.1076 |
0.0437 |
3.9% |
0.0105 |
0.9% |
3% |
False |
True |
4,660 |
| 40 |
1.1985 |
1.1076 |
0.0909 |
8.2% |
0.0122 |
1.1% |
1% |
False |
True |
3,030 |
| 60 |
1.2582 |
1.1076 |
0.1506 |
13.6% |
0.0111 |
1.0% |
1% |
False |
True |
2,130 |
| 80 |
1.2610 |
1.1076 |
0.1534 |
13.8% |
0.0106 |
1.0% |
1% |
False |
True |
1,621 |
| 100 |
1.2865 |
1.1076 |
0.1789 |
16.1% |
0.0100 |
0.9% |
1% |
False |
True |
1,307 |
| 120 |
1.3029 |
1.1076 |
0.1953 |
17.6% |
0.0095 |
0.9% |
1% |
False |
True |
1,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1722 |
|
2.618 |
1.1521 |
|
1.618 |
1.1398 |
|
1.000 |
1.1322 |
|
0.618 |
1.1275 |
|
HIGH |
1.1199 |
|
0.618 |
1.1152 |
|
0.500 |
1.1138 |
|
0.382 |
1.1123 |
|
LOW |
1.1076 |
|
0.618 |
1.1000 |
|
1.000 |
1.0953 |
|
1.618 |
1.0877 |
|
2.618 |
1.0754 |
|
4.250 |
1.0553 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1138 |
1.1165 |
| PP |
1.1121 |
1.1139 |
| S1 |
1.1104 |
1.1113 |
|