CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1106 |
1.1056 |
-0.0050 |
-0.5% |
1.1202 |
| High |
1.1125 |
1.1058 |
-0.0067 |
-0.6% |
1.1269 |
| Low |
1.1029 |
1.0869 |
-0.0160 |
-1.5% |
1.0869 |
| Close |
1.1058 |
1.0890 |
-0.0168 |
-1.5% |
1.0890 |
| Range |
0.0096 |
0.0189 |
0.0093 |
96.9% |
0.0400 |
| ATR |
0.0094 |
0.0101 |
0.0007 |
7.2% |
0.0000 |
| Volume |
145 |
391 |
246 |
169.7% |
935 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1506 |
1.1387 |
1.0994 |
|
| R3 |
1.1317 |
1.1198 |
1.0942 |
|
| R2 |
1.1128 |
1.1128 |
1.0925 |
|
| R1 |
1.1009 |
1.1009 |
1.0907 |
1.0974 |
| PP |
1.0939 |
1.0939 |
1.0939 |
1.0922 |
| S1 |
1.0820 |
1.0820 |
1.0873 |
1.0785 |
| S2 |
1.0750 |
1.0750 |
1.0855 |
|
| S3 |
1.0561 |
1.0631 |
1.0838 |
|
| S4 |
1.0372 |
1.0442 |
1.0786 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2209 |
1.1950 |
1.1110 |
|
| R3 |
1.1809 |
1.1550 |
1.1000 |
|
| R2 |
1.1409 |
1.1409 |
1.0963 |
|
| R1 |
1.1150 |
1.1150 |
1.0927 |
1.1080 |
| PP |
1.1009 |
1.1009 |
1.1009 |
1.0974 |
| S1 |
1.0750 |
1.0750 |
1.0853 |
1.0680 |
| S2 |
1.0609 |
1.0609 |
1.0817 |
|
| S3 |
1.0209 |
1.0350 |
1.0780 |
|
| S4 |
0.9809 |
0.9950 |
1.0670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1269 |
1.0869 |
0.0400 |
3.7% |
0.0102 |
0.9% |
5% |
False |
True |
187 |
| 10 |
1.1414 |
1.0869 |
0.0545 |
5.0% |
0.0093 |
0.9% |
4% |
False |
True |
144 |
| 20 |
1.1503 |
1.0869 |
0.0634 |
5.8% |
0.0089 |
0.8% |
3% |
False |
True |
95 |
| 40 |
1.1900 |
1.0869 |
0.1031 |
9.5% |
0.0104 |
1.0% |
2% |
False |
True |
113 |
| 60 |
1.2564 |
1.0869 |
0.1695 |
15.6% |
0.0086 |
0.8% |
1% |
False |
True |
84 |
| 80 |
1.2610 |
1.0869 |
0.1741 |
16.0% |
0.0074 |
0.7% |
1% |
False |
True |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1861 |
|
2.618 |
1.1553 |
|
1.618 |
1.1364 |
|
1.000 |
1.1247 |
|
0.618 |
1.1175 |
|
HIGH |
1.1058 |
|
0.618 |
1.0986 |
|
0.500 |
1.0964 |
|
0.382 |
1.0941 |
|
LOW |
1.0869 |
|
0.618 |
1.0752 |
|
1.000 |
1.0680 |
|
1.618 |
1.0563 |
|
2.618 |
1.0374 |
|
4.250 |
1.0066 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0964 |
1.1038 |
| PP |
1.0939 |
1.0988 |
| S1 |
1.0915 |
1.0939 |
|