CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0616 |
1.0510 |
-0.0106 |
-1.0% |
1.0866 |
| High |
1.0655 |
1.0645 |
-0.0010 |
-0.1% |
1.0930 |
| Low |
1.0494 |
1.0510 |
0.0016 |
0.2% |
1.0494 |
| Close |
1.0500 |
1.0611 |
0.0111 |
1.1% |
1.0500 |
| Range |
0.0161 |
0.0135 |
-0.0026 |
-16.1% |
0.0436 |
| ATR |
0.0119 |
0.0121 |
0.0002 |
1.5% |
0.0000 |
| Volume |
497 |
206 |
-291 |
-58.6% |
1,841 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0994 |
1.0937 |
1.0685 |
|
| R3 |
1.0859 |
1.0802 |
1.0648 |
|
| R2 |
1.0724 |
1.0724 |
1.0636 |
|
| R1 |
1.0667 |
1.0667 |
1.0623 |
1.0696 |
| PP |
1.0589 |
1.0589 |
1.0589 |
1.0603 |
| S1 |
1.0532 |
1.0532 |
1.0599 |
1.0561 |
| S2 |
1.0454 |
1.0454 |
1.0586 |
|
| S3 |
1.0319 |
1.0397 |
1.0574 |
|
| S4 |
1.0184 |
1.0262 |
1.0537 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1949 |
1.1661 |
1.0740 |
|
| R3 |
1.1513 |
1.1225 |
1.0620 |
|
| R2 |
1.1077 |
1.1077 |
1.0580 |
|
| R1 |
1.0789 |
1.0789 |
1.0540 |
1.0715 |
| PP |
1.0641 |
1.0641 |
1.0641 |
1.0605 |
| S1 |
1.0353 |
1.0353 |
1.0460 |
1.0279 |
| S2 |
1.0205 |
1.0205 |
1.0420 |
|
| S3 |
0.9769 |
0.9917 |
1.0380 |
|
| S4 |
0.9333 |
0.9481 |
1.0260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0863 |
1.0494 |
0.0369 |
3.5% |
0.0166 |
1.6% |
32% |
False |
False |
364 |
| 10 |
1.1241 |
1.0494 |
0.0747 |
7.0% |
0.0134 |
1.3% |
16% |
False |
False |
280 |
| 20 |
1.1480 |
1.0494 |
0.0986 |
9.3% |
0.0110 |
1.0% |
12% |
False |
False |
184 |
| 40 |
1.1677 |
1.0494 |
0.1183 |
11.1% |
0.0113 |
1.1% |
10% |
False |
False |
153 |
| 60 |
1.2501 |
1.0494 |
0.2007 |
18.9% |
0.0097 |
0.9% |
6% |
False |
False |
118 |
| 80 |
1.2610 |
1.0494 |
0.2116 |
19.9% |
0.0081 |
0.8% |
6% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1219 |
|
2.618 |
1.0998 |
|
1.618 |
1.0863 |
|
1.000 |
1.0780 |
|
0.618 |
1.0728 |
|
HIGH |
1.0645 |
|
0.618 |
1.0593 |
|
0.500 |
1.0578 |
|
0.382 |
1.0562 |
|
LOW |
1.0510 |
|
0.618 |
1.0427 |
|
1.000 |
1.0375 |
|
1.618 |
1.0292 |
|
2.618 |
1.0157 |
|
4.250 |
0.9936 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0600 |
1.0610 |
| PP |
1.0589 |
1.0608 |
| S1 |
1.0578 |
1.0607 |
|