CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 18-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0581 |
1.0608 |
0.0027 |
0.3% |
1.0842 |
| High |
1.0663 |
1.1011 |
0.0348 |
3.3% |
1.0920 |
| Low |
1.0563 |
1.0591 |
0.0028 |
0.3% |
1.0473 |
| Close |
1.0611 |
1.0753 |
0.0142 |
1.3% |
1.0484 |
| Range |
0.0100 |
0.0420 |
0.0320 |
320.0% |
0.0447 |
| ATR |
0.0130 |
0.0151 |
0.0021 |
15.9% |
0.0000 |
| Volume |
241,701 |
473,158 |
231,457 |
95.8% |
1,088,460 |
|
| Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2045 |
1.1819 |
1.0984 |
|
| R3 |
1.1625 |
1.1399 |
1.0869 |
|
| R2 |
1.1205 |
1.1205 |
1.0830 |
|
| R1 |
1.0979 |
1.0979 |
1.0792 |
1.1092 |
| PP |
1.0785 |
1.0785 |
1.0785 |
1.0842 |
| S1 |
1.0559 |
1.0559 |
1.0715 |
1.0672 |
| S2 |
1.0365 |
1.0365 |
1.0676 |
|
| S3 |
0.9945 |
1.0139 |
1.0638 |
|
| S4 |
0.9525 |
0.9719 |
1.0522 |
|
|
| 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 |
1.1011 |
1.0473 |
0.0538 |
5.0% |
0.0205 |
1.9% |
52% |
True |
False |
304,253 |
| 10 |
1.1129 |
1.0473 |
0.0656 |
6.1% |
0.0180 |
1.7% |
43% |
False |
False |
214,754 |
| 20 |
1.1466 |
1.0473 |
0.0993 |
9.2% |
0.0139 |
1.3% |
28% |
False |
False |
111,165 |
| 40 |
1.1695 |
1.0473 |
0.1222 |
11.4% |
0.0139 |
1.3% |
23% |
False |
False |
56,464 |
| 60 |
1.2322 |
1.0473 |
0.1849 |
17.2% |
0.0123 |
1.1% |
15% |
False |
False |
37,856 |
| 80 |
1.2582 |
1.0473 |
0.2109 |
19.6% |
0.0117 |
1.1% |
13% |
False |
False |
28,458 |
| 100 |
1.2781 |
1.0473 |
0.2308 |
21.5% |
0.0109 |
1.0% |
12% |
False |
False |
22,779 |
| 120 |
1.2865 |
1.0473 |
0.2392 |
22.2% |
0.0106 |
1.0% |
12% |
False |
False |
18,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2796 |
|
2.618 |
1.2111 |
|
1.618 |
1.1691 |
|
1.000 |
1.1431 |
|
0.618 |
1.1271 |
|
HIGH |
1.1011 |
|
0.618 |
1.0851 |
|
0.500 |
1.0801 |
|
0.382 |
1.0751 |
|
LOW |
1.0591 |
|
0.618 |
1.0331 |
|
1.000 |
1.0171 |
|
1.618 |
0.9911 |
|
2.618 |
0.9491 |
|
4.250 |
0.8806 |
|
|
| Fisher Pivots for day following 18-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0801 |
1.0752 |
| PP |
1.0785 |
1.0752 |
| S1 |
1.0769 |
1.0751 |
|