CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 27-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0983 |
1.0888 |
-0.0095 |
-0.9% |
1.0877 |
| High |
1.1064 |
1.0961 |
-0.0103 |
-0.9% |
1.1064 |
| Low |
1.0867 |
1.0812 |
-0.0055 |
-0.5% |
1.0780 |
| Close |
1.0882 |
1.0916 |
0.0034 |
0.3% |
1.0916 |
| Range |
0.0197 |
0.0149 |
-0.0048 |
-24.4% |
0.0284 |
| ATR |
0.0167 |
0.0165 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
321,355 |
279,856 |
-41,499 |
-12.9% |
1,538,625 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1343 |
1.1279 |
1.0998 |
|
| R3 |
1.1194 |
1.1130 |
1.0957 |
|
| R2 |
1.1045 |
1.1045 |
1.0943 |
|
| R1 |
1.0981 |
1.0981 |
1.0930 |
1.1013 |
| PP |
1.0896 |
1.0896 |
1.0896 |
1.0913 |
| S1 |
1.0832 |
1.0832 |
1.0902 |
1.0864 |
| S2 |
1.0747 |
1.0747 |
1.0889 |
|
| S3 |
1.0598 |
1.0683 |
1.0875 |
|
| S4 |
1.0449 |
1.0534 |
1.0834 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1772 |
1.1628 |
1.1072 |
|
| R3 |
1.1488 |
1.1344 |
1.0994 |
|
| R2 |
1.1204 |
1.1204 |
1.0968 |
|
| R1 |
1.1060 |
1.1060 |
1.0942 |
1.1132 |
| PP |
1.0920 |
1.0920 |
1.0920 |
1.0956 |
| S1 |
1.0776 |
1.0776 |
1.0890 |
1.0848 |
| S2 |
1.0636 |
1.0636 |
1.0864 |
|
| S3 |
1.0352 |
1.0492 |
1.0838 |
|
| S4 |
1.0068 |
1.0208 |
1.0760 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1064 |
1.0780 |
0.0284 |
2.6% |
0.0160 |
1.5% |
48% |
False |
False |
307,725 |
| 10 |
1.1064 |
1.0491 |
0.0573 |
5.2% |
0.0200 |
1.8% |
74% |
False |
False |
323,473 |
| 20 |
1.1254 |
1.0473 |
0.0781 |
7.2% |
0.0170 |
1.6% |
57% |
False |
False |
223,618 |
| 40 |
1.1546 |
1.0473 |
0.1073 |
9.8% |
0.0140 |
1.3% |
41% |
False |
False |
112,843 |
| 60 |
1.2185 |
1.0473 |
0.1712 |
15.7% |
0.0138 |
1.3% |
26% |
False |
False |
75,672 |
| 80 |
1.2582 |
1.0473 |
0.2109 |
19.3% |
0.0126 |
1.2% |
21% |
False |
False |
56,825 |
| 100 |
1.2610 |
1.0473 |
0.2137 |
19.6% |
0.0118 |
1.1% |
21% |
False |
False |
45,479 |
| 120 |
1.2865 |
1.0473 |
0.2392 |
21.9% |
0.0112 |
1.0% |
19% |
False |
False |
37,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1594 |
|
2.618 |
1.1351 |
|
1.618 |
1.1202 |
|
1.000 |
1.1110 |
|
0.618 |
1.1053 |
|
HIGH |
1.0961 |
|
0.618 |
1.0904 |
|
0.500 |
1.0887 |
|
0.382 |
1.0869 |
|
LOW |
1.0812 |
|
0.618 |
1.0720 |
|
1.000 |
1.0663 |
|
1.618 |
1.0571 |
|
2.618 |
1.0422 |
|
4.250 |
1.0179 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0906 |
1.0938 |
| PP |
1.0896 |
1.0931 |
| S1 |
1.0887 |
1.0923 |
|