CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 31-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0900 |
1.0838 |
-0.0062 |
-0.6% |
1.0877 |
| High |
1.0907 |
1.0857 |
-0.0050 |
-0.5% |
1.1064 |
| Low |
1.0821 |
1.0724 |
-0.0097 |
-0.9% |
1.0780 |
| Close |
1.0834 |
1.0754 |
-0.0080 |
-0.7% |
1.0916 |
| Range |
0.0086 |
0.0133 |
0.0047 |
54.7% |
0.0284 |
| ATR |
0.0160 |
0.0158 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
201,889 |
229,296 |
27,407 |
13.6% |
1,538,625 |
|
| Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1177 |
1.1099 |
1.0827 |
|
| R3 |
1.1044 |
1.0966 |
1.0791 |
|
| R2 |
1.0911 |
1.0911 |
1.0778 |
|
| R1 |
1.0833 |
1.0833 |
1.0766 |
1.0806 |
| PP |
1.0778 |
1.0778 |
1.0778 |
1.0765 |
| S1 |
1.0700 |
1.0700 |
1.0742 |
1.0673 |
| S2 |
1.0645 |
1.0645 |
1.0730 |
|
| S3 |
1.0512 |
1.0567 |
1.0717 |
|
| S4 |
1.0379 |
1.0434 |
1.0681 |
|
|
| 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 |
1.0724 |
0.0340 |
3.2% |
0.0136 |
1.3% |
9% |
False |
True |
251,661 |
| 10 |
1.1064 |
1.0591 |
0.0473 |
4.4% |
0.0197 |
1.8% |
34% |
False |
False |
317,476 |
| 20 |
1.1199 |
1.0473 |
0.0726 |
6.8% |
0.0174 |
1.6% |
39% |
False |
False |
244,359 |
| 40 |
1.1546 |
1.0473 |
0.1073 |
10.0% |
0.0142 |
1.3% |
26% |
False |
False |
123,574 |
| 60 |
1.1993 |
1.0473 |
0.1520 |
14.1% |
0.0139 |
1.3% |
18% |
False |
False |
82,846 |
| 80 |
1.2582 |
1.0473 |
0.2109 |
19.6% |
0.0127 |
1.2% |
13% |
False |
False |
62,213 |
| 100 |
1.2610 |
1.0473 |
0.2137 |
19.9% |
0.0119 |
1.1% |
13% |
False |
False |
49,788 |
| 120 |
1.2865 |
1.0473 |
0.2392 |
22.2% |
0.0112 |
1.0% |
12% |
False |
False |
41,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1422 |
|
2.618 |
1.1205 |
|
1.618 |
1.1072 |
|
1.000 |
1.0990 |
|
0.618 |
1.0939 |
|
HIGH |
1.0857 |
|
0.618 |
1.0806 |
|
0.500 |
1.0791 |
|
0.382 |
1.0775 |
|
LOW |
1.0724 |
|
0.618 |
1.0642 |
|
1.000 |
1.0591 |
|
1.618 |
1.0509 |
|
2.618 |
1.0376 |
|
4.250 |
1.0159 |
|
|
| Fisher Pivots for day following 31-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0791 |
1.0843 |
| PP |
1.0778 |
1.0813 |
| S1 |
1.0766 |
1.0784 |
|