CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 05-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1206 |
1.1106 |
-0.0100 |
-0.9% |
1.1409 |
| High |
1.1206 |
1.1125 |
-0.0081 |
-0.7% |
1.1414 |
| Low |
1.1099 |
1.1029 |
-0.0070 |
-0.6% |
1.1212 |
| Close |
1.1105 |
1.1058 |
-0.0047 |
-0.4% |
1.1226 |
| Range |
0.0107 |
0.0096 |
-0.0011 |
-10.3% |
0.0202 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
0.1% |
0.0000 |
| Volume |
87 |
145 |
58 |
66.7% |
510 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1359 |
1.1304 |
1.1111 |
|
| R3 |
1.1263 |
1.1208 |
1.1084 |
|
| R2 |
1.1167 |
1.1167 |
1.1076 |
|
| R1 |
1.1112 |
1.1112 |
1.1067 |
1.1092 |
| PP |
1.1071 |
1.1071 |
1.1071 |
1.1060 |
| S1 |
1.1016 |
1.1016 |
1.1049 |
1.0996 |
| S2 |
1.0975 |
1.0975 |
1.1040 |
|
| S3 |
1.0879 |
1.0920 |
1.1032 |
|
| S4 |
1.0783 |
1.0824 |
1.1005 |
|
|
| 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 |
1.1271 |
1.1029 |
0.0242 |
2.2% |
0.0076 |
0.7% |
12% |
False |
True |
161 |
| 10 |
1.1450 |
1.1029 |
0.0421 |
3.8% |
0.0087 |
0.8% |
7% |
False |
True |
110 |
| 20 |
1.1511 |
1.1029 |
0.0482 |
4.4% |
0.0086 |
0.8% |
6% |
False |
True |
78 |
| 40 |
1.1918 |
1.1029 |
0.0889 |
8.0% |
0.0101 |
0.9% |
3% |
False |
True |
106 |
| 60 |
1.2564 |
1.1029 |
0.1535 |
13.9% |
0.0084 |
0.8% |
2% |
False |
True |
78 |
| 80 |
1.2610 |
1.1029 |
0.1581 |
14.3% |
0.0072 |
0.7% |
2% |
False |
True |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1533 |
|
2.618 |
1.1376 |
|
1.618 |
1.1280 |
|
1.000 |
1.1221 |
|
0.618 |
1.1184 |
|
HIGH |
1.1125 |
|
0.618 |
1.1088 |
|
0.500 |
1.1077 |
|
0.382 |
1.1066 |
|
LOW |
1.1029 |
|
0.618 |
1.0970 |
|
1.000 |
1.0933 |
|
1.618 |
1.0874 |
|
2.618 |
1.0778 |
|
4.250 |
1.0621 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1077 |
1.1135 |
| PP |
1.1071 |
1.1109 |
| S1 |
1.1064 |
1.1084 |
|