CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 26-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0934 |
1.0983 |
0.0049 |
0.4% |
1.0498 |
| High |
1.1027 |
1.1064 |
0.0037 |
0.3% |
1.1011 |
| Low |
1.0913 |
1.0867 |
-0.0046 |
-0.4% |
1.0491 |
| Close |
1.0972 |
1.0882 |
-0.0090 |
-0.8% |
1.0823 |
| Range |
0.0114 |
0.0197 |
0.0083 |
72.8% |
0.0520 |
| ATR |
0.0164 |
0.0167 |
0.0002 |
1.4% |
0.0000 |
| Volume |
225,909 |
321,355 |
95,446 |
42.2% |
1,696,110 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1529 |
1.1402 |
1.0990 |
|
| R3 |
1.1332 |
1.1205 |
1.0936 |
|
| R2 |
1.1135 |
1.1135 |
1.0918 |
|
| R1 |
1.1008 |
1.1008 |
1.0900 |
1.0973 |
| PP |
1.0938 |
1.0938 |
1.0938 |
1.0920 |
| S1 |
1.0811 |
1.0811 |
1.0864 |
1.0776 |
| S2 |
1.0741 |
1.0741 |
1.0846 |
|
| S3 |
1.0544 |
1.0614 |
1.0828 |
|
| S4 |
1.0347 |
1.0417 |
1.0774 |
|
|
| 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 |
1.1064 |
1.0668 |
0.0396 |
3.6% |
0.0176 |
1.6% |
54% |
True |
False |
316,109 |
| 10 |
1.1064 |
1.0473 |
0.0591 |
5.4% |
0.0202 |
1.9% |
69% |
True |
False |
327,624 |
| 20 |
1.1260 |
1.0473 |
0.0787 |
7.2% |
0.0166 |
1.5% |
52% |
False |
False |
210,039 |
| 40 |
1.1546 |
1.0473 |
0.1073 |
9.9% |
0.0139 |
1.3% |
38% |
False |
False |
105,884 |
| 60 |
1.2203 |
1.0473 |
0.1730 |
15.9% |
0.0136 |
1.3% |
24% |
False |
False |
71,013 |
| 80 |
1.2582 |
1.0473 |
0.2109 |
19.4% |
0.0125 |
1.2% |
19% |
False |
False |
53,328 |
| 100 |
1.2626 |
1.0473 |
0.2153 |
19.8% |
0.0117 |
1.1% |
19% |
False |
False |
42,682 |
| 120 |
1.2865 |
1.0473 |
0.2392 |
22.0% |
0.0113 |
1.0% |
17% |
False |
False |
35,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1901 |
|
2.618 |
1.1580 |
|
1.618 |
1.1383 |
|
1.000 |
1.1261 |
|
0.618 |
1.1186 |
|
HIGH |
1.1064 |
|
0.618 |
1.0989 |
|
0.500 |
1.0966 |
|
0.382 |
1.0942 |
|
LOW |
1.0867 |
|
0.618 |
1.0745 |
|
1.000 |
1.0670 |
|
1.618 |
1.0548 |
|
2.618 |
1.0351 |
|
4.250 |
1.0030 |
|
|
| Fisher Pivots for day following 26-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0966 |
1.0966 |
| PP |
1.0938 |
1.0938 |
| S1 |
1.0910 |
1.0910 |
|