CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 19-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0608 |
1.0845 |
0.0237 |
2.2% |
1.0842 |
| High |
1.1011 |
1.0931 |
-0.0080 |
-0.7% |
1.0920 |
| Low |
1.0591 |
1.0625 |
0.0034 |
0.3% |
1.0473 |
| Close |
1.0753 |
1.0653 |
-0.0100 |
-0.9% |
1.0484 |
| Range |
0.0420 |
0.0306 |
-0.0114 |
-27.1% |
0.0447 |
| ATR |
0.0151 |
0.0162 |
0.0011 |
7.3% |
0.0000 |
| Volume |
473,158 |
410,016 |
-63,142 |
-13.3% |
1,088,460 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1654 |
1.1460 |
1.0821 |
|
| R3 |
1.1348 |
1.1154 |
1.0737 |
|
| R2 |
1.1042 |
1.1042 |
1.0709 |
|
| R1 |
1.0848 |
1.0848 |
1.0681 |
1.0792 |
| PP |
1.0736 |
1.0736 |
1.0736 |
1.0709 |
| S1 |
1.0542 |
1.0542 |
1.0625 |
1.0486 |
| S2 |
1.0430 |
1.0430 |
1.0597 |
|
| S3 |
1.0124 |
1.0236 |
1.0569 |
|
| S4 |
0.9818 |
0.9930 |
1.0485 |
|
|
| 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 |
5.1% |
0.0228 |
2.1% |
33% |
False |
False |
339,139 |
| 10 |
1.1047 |
1.0473 |
0.0574 |
5.4% |
0.0198 |
1.9% |
31% |
False |
False |
251,513 |
| 20 |
1.1440 |
1.0473 |
0.0967 |
9.1% |
0.0150 |
1.4% |
19% |
False |
False |
131,578 |
| 40 |
1.1671 |
1.0473 |
0.1198 |
11.2% |
0.0144 |
1.3% |
15% |
False |
False |
66,678 |
| 60 |
1.2290 |
1.0473 |
0.1817 |
17.1% |
0.0126 |
1.2% |
10% |
False |
False |
44,686 |
| 80 |
1.2582 |
1.0473 |
0.2109 |
19.8% |
0.0120 |
1.1% |
9% |
False |
False |
33,582 |
| 100 |
1.2781 |
1.0473 |
0.2308 |
21.7% |
0.0112 |
1.0% |
8% |
False |
False |
26,879 |
| 120 |
1.2865 |
1.0473 |
0.2392 |
22.5% |
0.0108 |
1.0% |
8% |
False |
False |
22,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2232 |
|
2.618 |
1.1732 |
|
1.618 |
1.1426 |
|
1.000 |
1.1237 |
|
0.618 |
1.1120 |
|
HIGH |
1.0931 |
|
0.618 |
1.0814 |
|
0.500 |
1.0778 |
|
0.382 |
1.0742 |
|
LOW |
1.0625 |
|
0.618 |
1.0436 |
|
1.000 |
1.0319 |
|
1.618 |
1.0130 |
|
2.618 |
0.9824 |
|
4.250 |
0.9325 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0778 |
1.0787 |
| PP |
1.0736 |
1.0742 |
| S1 |
1.0695 |
1.0698 |
|