CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 03-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1202 |
1.1219 |
0.0017 |
0.2% |
1.1409 |
| High |
1.1269 |
1.1241 |
-0.0028 |
-0.2% |
1.1414 |
| Low |
1.1202 |
1.1191 |
-0.0011 |
-0.1% |
1.1212 |
| Close |
1.1219 |
1.1210 |
-0.0009 |
-0.1% |
1.1226 |
| Range |
0.0067 |
0.0050 |
-0.0017 |
-25.4% |
0.0202 |
| ATR |
0.0096 |
0.0093 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
178 |
134 |
-44 |
-24.7% |
510 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1364 |
1.1337 |
1.1238 |
|
| R3 |
1.1314 |
1.1287 |
1.1224 |
|
| R2 |
1.1264 |
1.1264 |
1.1219 |
|
| R1 |
1.1237 |
1.1237 |
1.1215 |
1.1226 |
| PP |
1.1214 |
1.1214 |
1.1214 |
1.1208 |
| S1 |
1.1187 |
1.1187 |
1.1205 |
1.1176 |
| S2 |
1.1164 |
1.1164 |
1.1201 |
|
| S3 |
1.1114 |
1.1137 |
1.1196 |
|
| S4 |
1.1064 |
1.1087 |
1.1183 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1890 |
1.1760 |
1.1337 |
|
| R3 |
1.1688 |
1.1558 |
1.1282 |
|
| R2 |
1.1486 |
1.1486 |
1.1263 |
|
| R1 |
1.1356 |
1.1356 |
1.1245 |
1.1320 |
| PP |
1.1284 |
1.1284 |
1.1284 |
1.1266 |
| S1 |
1.1154 |
1.1154 |
1.1207 |
1.1118 |
| S2 |
1.1082 |
1.1082 |
1.1189 |
|
| S3 |
1.0880 |
1.0952 |
1.1170 |
|
| S4 |
1.0678 |
1.0750 |
1.1115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1414 |
1.1191 |
0.0223 |
2.0% |
0.0079 |
0.7% |
9% |
False |
True |
136 |
| 10 |
1.1480 |
1.1191 |
0.0289 |
2.6% |
0.0082 |
0.7% |
7% |
False |
True |
95 |
| 20 |
1.1560 |
1.1191 |
0.0369 |
3.3% |
0.0092 |
0.8% |
5% |
False |
True |
84 |
| 40 |
1.2003 |
1.1135 |
0.0868 |
7.7% |
0.0099 |
0.9% |
9% |
False |
False |
104 |
| 60 |
1.2564 |
1.1135 |
0.1429 |
12.7% |
0.0083 |
0.7% |
5% |
False |
False |
74 |
| 80 |
1.2612 |
1.1135 |
0.1477 |
13.2% |
0.0072 |
0.6% |
5% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1454 |
|
2.618 |
1.1372 |
|
1.618 |
1.1322 |
|
1.000 |
1.1291 |
|
0.618 |
1.1272 |
|
HIGH |
1.1241 |
|
0.618 |
1.1222 |
|
0.500 |
1.1216 |
|
0.382 |
1.1210 |
|
LOW |
1.1191 |
|
0.618 |
1.1160 |
|
1.000 |
1.1141 |
|
1.618 |
1.1110 |
|
2.618 |
1.1060 |
|
4.250 |
1.0979 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1216 |
1.1231 |
| PP |
1.1214 |
1.1224 |
| S1 |
1.1212 |
1.1217 |
|