CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 25-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0958 |
1.0934 |
-0.0024 |
-0.2% |
1.0498 |
| High |
1.1041 |
1.1027 |
-0.0014 |
-0.1% |
1.1011 |
| Low |
1.0903 |
1.0913 |
0.0010 |
0.1% |
1.0491 |
| Close |
1.0930 |
1.0972 |
0.0042 |
0.4% |
1.0823 |
| Range |
0.0138 |
0.0114 |
-0.0024 |
-17.4% |
0.0520 |
| ATR |
0.0168 |
0.0164 |
-0.0004 |
-2.3% |
0.0000 |
| Volume |
362,087 |
225,909 |
-136,178 |
-37.6% |
1,696,110 |
|
| Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1313 |
1.1256 |
1.1035 |
|
| R3 |
1.1199 |
1.1142 |
1.1003 |
|
| R2 |
1.1085 |
1.1085 |
1.0993 |
|
| R1 |
1.1028 |
1.1028 |
1.0982 |
1.1057 |
| PP |
1.0971 |
1.0971 |
1.0971 |
1.0985 |
| S1 |
1.0914 |
1.0914 |
1.0962 |
1.0943 |
| S2 |
1.0857 |
1.0857 |
1.0951 |
|
| S3 |
1.0743 |
1.0800 |
1.0941 |
|
| S4 |
1.0629 |
1.0686 |
1.0909 |
|
|
| 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 |
1.0625 |
0.0416 |
3.8% |
0.0198 |
1.8% |
83% |
False |
False |
333,842 |
| 10 |
1.1041 |
1.0473 |
0.0568 |
5.2% |
0.0201 |
1.8% |
88% |
False |
False |
319,047 |
| 20 |
1.1392 |
1.0473 |
0.0919 |
8.4% |
0.0166 |
1.5% |
54% |
False |
False |
194,053 |
| 40 |
1.1546 |
1.0473 |
0.1073 |
9.8% |
0.0136 |
1.2% |
47% |
False |
False |
97,925 |
| 60 |
1.2234 |
1.0473 |
0.1761 |
16.0% |
0.0134 |
1.2% |
28% |
False |
False |
65,658 |
| 80 |
1.2582 |
1.0473 |
0.2109 |
19.2% |
0.0124 |
1.1% |
24% |
False |
False |
49,311 |
| 100 |
1.2642 |
1.0473 |
0.2169 |
19.8% |
0.0116 |
1.1% |
23% |
False |
False |
39,470 |
| 120 |
1.2865 |
1.0473 |
0.2392 |
21.8% |
0.0111 |
1.0% |
21% |
False |
False |
32,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1512 |
|
2.618 |
1.1325 |
|
1.618 |
1.1211 |
|
1.000 |
1.1141 |
|
0.618 |
1.1097 |
|
HIGH |
1.1027 |
|
0.618 |
1.0983 |
|
0.500 |
1.0970 |
|
0.382 |
1.0957 |
|
LOW |
1.0913 |
|
0.618 |
1.0843 |
|
1.000 |
1.0799 |
|
1.618 |
1.0729 |
|
2.618 |
1.0615 |
|
4.250 |
1.0429 |
|
|
| Fisher Pivots for day following 25-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0971 |
1.0952 |
| PP |
1.0971 |
1.0931 |
| S1 |
1.0970 |
1.0911 |
|