CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 24-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0877 |
1.0958 |
0.0081 |
0.7% |
1.0498 |
| High |
1.0984 |
1.1041 |
0.0057 |
0.5% |
1.1011 |
| Low |
1.0780 |
1.0903 |
0.0123 |
1.1% |
1.0491 |
| Close |
1.0954 |
1.0930 |
-0.0024 |
-0.2% |
1.0823 |
| Range |
0.0204 |
0.0138 |
-0.0066 |
-32.4% |
0.0520 |
| ATR |
0.0170 |
0.0168 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
349,418 |
362,087 |
12,669 |
3.6% |
1,696,110 |
|
| Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1372 |
1.1289 |
1.1006 |
|
| R3 |
1.1234 |
1.1151 |
1.0968 |
|
| R2 |
1.1096 |
1.1096 |
1.0955 |
|
| R1 |
1.1013 |
1.1013 |
1.0943 |
1.0986 |
| PP |
1.0958 |
1.0958 |
1.0958 |
1.0944 |
| S1 |
1.0875 |
1.0875 |
1.0917 |
1.0848 |
| S2 |
1.0820 |
1.0820 |
1.0905 |
|
| S3 |
1.0682 |
1.0737 |
1.0892 |
|
| S4 |
1.0544 |
1.0599 |
1.0854 |
|
|
| 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 |
1.1041 |
1.0591 |
0.0450 |
4.1% |
0.0259 |
2.4% |
75% |
True |
False |
383,291 |
| 10 |
1.1041 |
1.0473 |
0.0568 |
5.2% |
0.0211 |
1.9% |
80% |
True |
False |
325,716 |
| 20 |
1.1402 |
1.0473 |
0.0929 |
8.5% |
0.0163 |
1.5% |
49% |
False |
False |
182,891 |
| 40 |
1.1546 |
1.0473 |
0.1073 |
9.8% |
0.0138 |
1.3% |
43% |
False |
False |
92,341 |
| 60 |
1.2234 |
1.0473 |
0.1761 |
16.1% |
0.0133 |
1.2% |
26% |
False |
False |
61,894 |
| 80 |
1.2582 |
1.0473 |
0.2109 |
19.3% |
0.0123 |
1.1% |
22% |
False |
False |
46,490 |
| 100 |
1.2778 |
1.0473 |
0.2305 |
21.1% |
0.0116 |
1.1% |
20% |
False |
False |
37,211 |
| 120 |
1.2865 |
1.0473 |
0.2392 |
21.9% |
0.0111 |
1.0% |
19% |
False |
False |
31,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1628 |
|
2.618 |
1.1402 |
|
1.618 |
1.1264 |
|
1.000 |
1.1179 |
|
0.618 |
1.1126 |
|
HIGH |
1.1041 |
|
0.618 |
1.0988 |
|
0.500 |
1.0972 |
|
0.382 |
1.0956 |
|
LOW |
1.0903 |
|
0.618 |
1.0818 |
|
1.000 |
1.0765 |
|
1.618 |
1.0680 |
|
2.618 |
1.0542 |
|
4.250 |
1.0317 |
|
|
| Fisher Pivots for day following 24-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0972 |
1.0905 |
| PP |
1.0958 |
1.0880 |
| S1 |
1.0944 |
1.0855 |
|