CME Euro FX (E) Future June 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 |
1.0863 |
1.0689 |
-0.0174 |
-1.6% |
1.1197 |
| High |
1.0867 |
1.0730 |
-0.0137 |
-1.3% |
1.1254 |
| Low |
1.0706 |
1.0523 |
-0.0183 |
-1.7% |
1.0853 |
| Close |
1.0710 |
1.0546 |
-0.0164 |
-1.5% |
1.0872 |
| Range |
0.0161 |
0.0207 |
0.0046 |
28.6% |
0.0401 |
| ATR |
0.0117 |
0.0123 |
0.0006 |
5.5% |
0.0000 |
| Volume |
177,371 |
292,601 |
115,230 |
65.0% |
149,179 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1221 |
1.1090 |
1.0660 |
|
| R3 |
1.1014 |
1.0883 |
1.0603 |
|
| R2 |
1.0807 |
1.0807 |
1.0584 |
|
| R1 |
1.0676 |
1.0676 |
1.0565 |
1.0638 |
| PP |
1.0600 |
1.0600 |
1.0600 |
1.0581 |
| S1 |
1.0469 |
1.0469 |
1.0527 |
1.0431 |
| S2 |
1.0393 |
1.0393 |
1.0508 |
|
| S3 |
1.0186 |
1.0262 |
1.0489 |
|
| S4 |
0.9979 |
1.0055 |
1.0432 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2196 |
1.1935 |
1.1093 |
|
| R3 |
1.1795 |
1.1534 |
1.0982 |
|
| R2 |
1.1394 |
1.1394 |
1.0946 |
|
| R1 |
1.1133 |
1.1133 |
1.0909 |
1.1063 |
| PP |
1.0993 |
1.0993 |
1.0993 |
1.0958 |
| S1 |
1.0732 |
1.0732 |
1.0835 |
1.0662 |
| S2 |
1.0592 |
1.0592 |
1.0798 |
|
| S3 |
1.0191 |
1.0331 |
1.0762 |
|
| S4 |
0.9790 |
0.9930 |
1.0651 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1129 |
1.0523 |
0.0606 |
5.7% |
0.0155 |
1.5% |
4% |
False |
True |
125,255 |
| 10 |
1.1392 |
1.0523 |
0.0869 |
8.2% |
0.0131 |
1.2% |
3% |
False |
True |
69,060 |
| 20 |
1.1466 |
1.0523 |
0.0943 |
8.9% |
0.0110 |
1.0% |
2% |
False |
True |
35,435 |
| 40 |
1.1872 |
1.0523 |
0.1349 |
12.8% |
0.0131 |
1.2% |
2% |
False |
True |
18,574 |
| 60 |
1.2582 |
1.0523 |
0.2059 |
19.5% |
0.0115 |
1.1% |
1% |
False |
True |
12,545 |
| 80 |
1.2610 |
1.0523 |
0.2087 |
19.8% |
0.0110 |
1.0% |
1% |
False |
True |
9,445 |
| 100 |
1.2850 |
1.0523 |
0.2327 |
22.1% |
0.0102 |
1.0% |
1% |
False |
True |
7,568 |
| 120 |
1.2952 |
1.0523 |
0.2429 |
23.0% |
0.0100 |
0.9% |
1% |
False |
True |
6,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1610 |
|
2.618 |
1.1272 |
|
1.618 |
1.1065 |
|
1.000 |
1.0937 |
|
0.618 |
1.0858 |
|
HIGH |
1.0730 |
|
0.618 |
1.0651 |
|
0.500 |
1.0627 |
|
0.382 |
1.0602 |
|
LOW |
1.0523 |
|
0.618 |
1.0395 |
|
1.000 |
1.0316 |
|
1.618 |
1.0188 |
|
2.618 |
0.9981 |
|
4.250 |
0.9643 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0627 |
1.0722 |
| PP |
1.0600 |
1.0663 |
| S1 |
1.0573 |
1.0605 |
|