CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0689 |
1.0558 |
-0.0131 |
-1.2% |
1.1197 |
| High |
1.0730 |
1.0696 |
-0.0034 |
-0.3% |
1.1254 |
| Low |
1.0523 |
1.0506 |
-0.0017 |
-0.2% |
1.0853 |
| Close |
1.0546 |
1.0610 |
0.0064 |
0.6% |
1.0872 |
| Range |
0.0207 |
0.0190 |
-0.0017 |
-8.2% |
0.0401 |
| ATR |
0.0123 |
0.0128 |
0.0005 |
3.8% |
0.0000 |
| Volume |
292,601 |
235,586 |
-57,015 |
-19.5% |
149,179 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1174 |
1.1082 |
1.0715 |
|
| R3 |
1.0984 |
1.0892 |
1.0662 |
|
| R2 |
1.0794 |
1.0794 |
1.0645 |
|
| R1 |
1.0702 |
1.0702 |
1.0627 |
1.0748 |
| PP |
1.0604 |
1.0604 |
1.0604 |
1.0627 |
| S1 |
1.0512 |
1.0512 |
1.0593 |
1.0558 |
| S2 |
1.0414 |
1.0414 |
1.0575 |
|
| S3 |
1.0224 |
1.0322 |
1.0558 |
|
| S4 |
1.0034 |
1.0132 |
1.0506 |
|
|
| 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 |
1.1047 |
1.0506 |
0.0541 |
5.1% |
0.0167 |
1.6% |
19% |
False |
True |
163,887 |
| 10 |
1.1260 |
1.0506 |
0.0754 |
7.1% |
0.0130 |
1.2% |
14% |
False |
True |
92,454 |
| 20 |
1.1466 |
1.0506 |
0.0960 |
9.0% |
0.0116 |
1.1% |
11% |
False |
True |
47,160 |
| 40 |
1.1864 |
1.0506 |
0.1358 |
12.8% |
0.0134 |
1.3% |
8% |
False |
True |
24,457 |
| 60 |
1.2582 |
1.0506 |
0.2076 |
19.6% |
0.0116 |
1.1% |
5% |
False |
True |
16,467 |
| 80 |
1.2610 |
1.0506 |
0.2104 |
19.8% |
0.0112 |
1.1% |
5% |
False |
True |
12,389 |
| 100 |
1.2831 |
1.0506 |
0.2325 |
21.9% |
0.0103 |
1.0% |
4% |
False |
True |
9,923 |
| 120 |
1.2944 |
1.0506 |
0.2438 |
23.0% |
0.0101 |
0.9% |
4% |
False |
True |
8,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1504 |
|
2.618 |
1.1193 |
|
1.618 |
1.1003 |
|
1.000 |
1.0886 |
|
0.618 |
1.0813 |
|
HIGH |
1.0696 |
|
0.618 |
1.0623 |
|
0.500 |
1.0601 |
|
0.382 |
1.0579 |
|
LOW |
1.0506 |
|
0.618 |
1.0389 |
|
1.000 |
1.0316 |
|
1.618 |
1.0199 |
|
2.618 |
1.0009 |
|
4.250 |
0.9699 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0607 |
1.0687 |
| PP |
1.0604 |
1.0661 |
| S1 |
1.0601 |
1.0636 |
|