CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0845 |
1.0670 |
-0.0175 |
-1.6% |
1.0498 |
| High |
1.0931 |
1.0894 |
-0.0037 |
-0.3% |
1.1011 |
| Low |
1.0625 |
1.0668 |
0.0043 |
0.4% |
1.0491 |
| Close |
1.0653 |
1.0823 |
0.0170 |
1.6% |
1.0823 |
| Range |
0.0306 |
0.0226 |
-0.0080 |
-26.1% |
0.0520 |
| ATR |
0.0162 |
0.0168 |
0.0006 |
3.5% |
0.0000 |
| Volume |
410,016 |
321,780 |
-88,236 |
-21.5% |
1,696,110 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1473 |
1.1374 |
1.0947 |
|
| R3 |
1.1247 |
1.1148 |
1.0885 |
|
| R2 |
1.1021 |
1.1021 |
1.0864 |
|
| R1 |
1.0922 |
1.0922 |
1.0844 |
1.0972 |
| PP |
1.0795 |
1.0795 |
1.0795 |
1.0820 |
| S1 |
1.0696 |
1.0696 |
1.0802 |
1.0746 |
| S2 |
1.0569 |
1.0569 |
1.0782 |
|
| S3 |
1.0343 |
1.0470 |
1.0761 |
|
| S4 |
1.0117 |
1.0244 |
1.0699 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2335 |
1.2099 |
1.1109 |
|
| R3 |
1.1815 |
1.1579 |
1.0966 |
|
| R2 |
1.1295 |
1.1295 |
1.0918 |
|
| R1 |
1.1059 |
1.1059 |
1.0871 |
1.1177 |
| PP |
1.0775 |
1.0775 |
1.0775 |
1.0834 |
| S1 |
1.0539 |
1.0539 |
1.0775 |
1.0657 |
| S2 |
1.0255 |
1.0255 |
1.0728 |
|
| S3 |
0.9735 |
1.0019 |
1.0680 |
|
| S4 |
0.9215 |
0.9499 |
1.0537 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1011 |
1.0491 |
0.0520 |
4.8% |
0.0239 |
2.2% |
64% |
False |
False |
339,222 |
| 10 |
1.1011 |
1.0473 |
0.0538 |
5.0% |
0.0201 |
1.9% |
65% |
False |
False |
278,457 |
| 20 |
1.1409 |
1.0473 |
0.0936 |
8.6% |
0.0154 |
1.4% |
37% |
False |
False |
147,607 |
| 40 |
1.1546 |
1.0473 |
0.1073 |
9.9% |
0.0141 |
1.3% |
33% |
False |
False |
74,690 |
| 60 |
1.2256 |
1.0473 |
0.1783 |
16.5% |
0.0129 |
1.2% |
20% |
False |
False |
50,040 |
| 80 |
1.2582 |
1.0473 |
0.2109 |
19.5% |
0.0121 |
1.1% |
17% |
False |
False |
37,604 |
| 100 |
1.2781 |
1.0473 |
0.2308 |
21.3% |
0.0114 |
1.1% |
15% |
False |
False |
30,096 |
| 120 |
1.2865 |
1.0473 |
0.2392 |
22.1% |
0.0109 |
1.0% |
15% |
False |
False |
25,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1855 |
|
2.618 |
1.1486 |
|
1.618 |
1.1260 |
|
1.000 |
1.1120 |
|
0.618 |
1.1034 |
|
HIGH |
1.0894 |
|
0.618 |
1.0808 |
|
0.500 |
1.0781 |
|
0.382 |
1.0754 |
|
LOW |
1.0668 |
|
0.618 |
1.0528 |
|
1.000 |
1.0442 |
|
1.618 |
1.0302 |
|
2.618 |
1.0076 |
|
4.250 |
0.9708 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0809 |
1.0816 |
| PP |
1.0795 |
1.0808 |
| S1 |
1.0781 |
1.0801 |
|