CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0863 |
1.0715 |
-0.0148 |
-1.4% |
1.1202 |
| High |
1.0863 |
1.0747 |
-0.0116 |
-1.1% |
1.1269 |
| Low |
1.0721 |
1.0541 |
-0.0180 |
-1.7% |
1.0869 |
| Close |
1.0728 |
1.0564 |
-0.0164 |
-1.5% |
1.0890 |
| Range |
0.0142 |
0.0206 |
0.0064 |
45.1% |
0.0400 |
| ATR |
0.0104 |
0.0111 |
0.0007 |
7.1% |
0.0000 |
| Volume |
96 |
210 |
114 |
118.8% |
935 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1235 |
1.1106 |
1.0677 |
|
| R3 |
1.1029 |
1.0900 |
1.0621 |
|
| R2 |
1.0823 |
1.0823 |
1.0602 |
|
| R1 |
1.0694 |
1.0694 |
1.0583 |
1.0656 |
| PP |
1.0617 |
1.0617 |
1.0617 |
1.0598 |
| S1 |
1.0488 |
1.0488 |
1.0545 |
1.0450 |
| S2 |
1.0411 |
1.0411 |
1.0526 |
|
| S3 |
1.0205 |
1.0282 |
1.0507 |
|
| S4 |
0.9999 |
1.0076 |
1.0451 |
|
|
| 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 |
1.1125 |
1.0541 |
0.0584 |
5.5% |
0.0139 |
1.3% |
4% |
False |
True |
213 |
| 10 |
1.1407 |
1.0541 |
0.0866 |
8.2% |
0.0117 |
1.1% |
3% |
False |
True |
173 |
| 20 |
1.1480 |
1.0541 |
0.0939 |
8.9% |
0.0096 |
0.9% |
2% |
False |
True |
115 |
| 40 |
1.1877 |
1.0541 |
0.1336 |
12.6% |
0.0109 |
1.0% |
2% |
False |
True |
118 |
| 60 |
1.2564 |
1.0541 |
0.2023 |
19.1% |
0.0091 |
0.9% |
1% |
False |
True |
93 |
| 80 |
1.2610 |
1.0541 |
0.2069 |
19.6% |
0.0077 |
0.7% |
1% |
False |
True |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1623 |
|
2.618 |
1.1286 |
|
1.618 |
1.1080 |
|
1.000 |
1.0953 |
|
0.618 |
1.0874 |
|
HIGH |
1.0747 |
|
0.618 |
1.0668 |
|
0.500 |
1.0644 |
|
0.382 |
1.0620 |
|
LOW |
1.0541 |
|
0.618 |
1.0414 |
|
1.000 |
1.0335 |
|
1.618 |
1.0208 |
|
2.618 |
1.0002 |
|
4.250 |
0.9666 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0644 |
1.0736 |
| PP |
1.0617 |
1.0678 |
| S1 |
1.0591 |
1.0621 |
|