CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0498 |
1.0581 |
0.0083 |
0.8% |
1.0842 |
| High |
1.0632 |
1.0663 |
0.0031 |
0.3% |
1.0920 |
| Low |
1.0491 |
1.0563 |
0.0072 |
0.7% |
1.0473 |
| Close |
1.0595 |
1.0611 |
0.0016 |
0.2% |
1.0484 |
| Range |
0.0141 |
0.0100 |
-0.0041 |
-29.1% |
0.0447 |
| ATR |
0.0133 |
0.0130 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
249,455 |
241,701 |
-7,754 |
-3.1% |
1,088,460 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0912 |
1.0862 |
1.0666 |
|
| R3 |
1.0812 |
1.0762 |
1.0639 |
|
| R2 |
1.0712 |
1.0712 |
1.0629 |
|
| R1 |
1.0662 |
1.0662 |
1.0620 |
1.0687 |
| PP |
1.0612 |
1.0612 |
1.0612 |
1.0625 |
| S1 |
1.0562 |
1.0562 |
1.0602 |
1.0587 |
| S2 |
1.0512 |
1.0512 |
1.0593 |
|
| S3 |
1.0412 |
1.0462 |
1.0584 |
|
| S4 |
1.0312 |
1.0362 |
1.0556 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1967 |
1.1672 |
1.0730 |
|
| R3 |
1.1520 |
1.1225 |
1.0607 |
|
| R2 |
1.1073 |
1.1073 |
1.0566 |
|
| R1 |
1.0778 |
1.0778 |
1.0525 |
1.0702 |
| PP |
1.0626 |
1.0626 |
1.0626 |
1.0588 |
| S1 |
1.0331 |
1.0331 |
1.0443 |
1.0255 |
| S2 |
1.0179 |
1.0179 |
1.0402 |
|
| S3 |
0.9732 |
0.9884 |
1.0361 |
|
| S4 |
0.9285 |
0.9437 |
1.0238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0730 |
1.0473 |
0.0257 |
2.4% |
0.0162 |
1.5% |
54% |
False |
False |
268,141 |
| 10 |
1.1199 |
1.0473 |
0.0726 |
6.8% |
0.0150 |
1.4% |
19% |
False |
False |
171,241 |
| 20 |
1.1466 |
1.0473 |
0.0993 |
9.4% |
0.0122 |
1.1% |
14% |
False |
False |
87,599 |
| 40 |
1.1695 |
1.0473 |
0.1222 |
11.5% |
0.0131 |
1.2% |
11% |
False |
False |
44,687 |
| 60 |
1.2366 |
1.0473 |
0.1893 |
17.8% |
0.0117 |
1.1% |
7% |
False |
False |
29,976 |
| 80 |
1.2610 |
1.0473 |
0.2137 |
20.1% |
0.0113 |
1.1% |
6% |
False |
False |
22,544 |
| 100 |
1.2781 |
1.0473 |
0.2308 |
21.8% |
0.0105 |
1.0% |
6% |
False |
False |
18,047 |
| 120 |
1.2871 |
1.0473 |
0.2398 |
22.6% |
0.0103 |
1.0% |
6% |
False |
False |
15,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1088 |
|
2.618 |
1.0925 |
|
1.618 |
1.0825 |
|
1.000 |
1.0763 |
|
0.618 |
1.0725 |
|
HIGH |
1.0663 |
|
0.618 |
1.0625 |
|
0.500 |
1.0613 |
|
0.382 |
1.0601 |
|
LOW |
1.0563 |
|
0.618 |
1.0501 |
|
1.000 |
1.0463 |
|
1.618 |
1.0401 |
|
2.618 |
1.0301 |
|
4.250 |
1.0138 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0613 |
1.0597 |
| PP |
1.0612 |
1.0582 |
| S1 |
1.0612 |
1.0568 |
|