CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 24-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0897 |
1.0978 |
0.0081 |
0.7% |
1.0510 |
| High |
1.0999 |
1.1055 |
0.0056 |
0.5% |
1.1020 |
| Low |
1.0798 |
1.0922 |
0.0124 |
1.1% |
1.0510 |
| Close |
1.0970 |
1.0946 |
-0.0024 |
-0.2% |
1.0839 |
| Range |
0.0201 |
0.0133 |
-0.0068 |
-33.8% |
0.0510 |
| ATR |
0.0161 |
0.0159 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
621 |
998 |
377 |
60.7% |
2,471 |
|
| Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1373 |
1.1293 |
1.1019 |
|
| R3 |
1.1240 |
1.1160 |
1.0983 |
|
| R2 |
1.1107 |
1.1107 |
1.0970 |
|
| R1 |
1.1027 |
1.1027 |
1.0958 |
1.1001 |
| PP |
1.0974 |
1.0974 |
1.0974 |
1.0961 |
| S1 |
1.0894 |
1.0894 |
1.0934 |
1.0868 |
| S2 |
1.0841 |
1.0841 |
1.0922 |
|
| S3 |
1.0708 |
1.0761 |
1.0909 |
|
| S4 |
1.0575 |
1.0628 |
1.0873 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2320 |
1.2089 |
1.1120 |
|
| R3 |
1.1810 |
1.1579 |
1.0979 |
|
| R2 |
1.1300 |
1.1300 |
1.0933 |
|
| R1 |
1.1069 |
1.1069 |
1.0886 |
1.1185 |
| PP |
1.0790 |
1.0790 |
1.0790 |
1.0847 |
| S1 |
1.0559 |
1.0559 |
1.0792 |
1.0675 |
| S2 |
1.0280 |
1.0280 |
1.0746 |
|
| S3 |
0.9770 |
1.0049 |
1.0699 |
|
| S4 |
0.9260 |
0.9539 |
1.0559 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1055 |
1.0607 |
0.0448 |
4.1% |
0.0252 |
2.3% |
76% |
True |
False |
696 |
| 10 |
1.1055 |
1.0494 |
0.0561 |
5.1% |
0.0205 |
1.9% |
81% |
True |
False |
560 |
| 20 |
1.1414 |
1.0494 |
0.0920 |
8.4% |
0.0152 |
1.4% |
49% |
False |
False |
361 |
| 40 |
1.1560 |
1.0494 |
0.1066 |
9.7% |
0.0123 |
1.1% |
42% |
False |
False |
226 |
| 60 |
1.2251 |
1.0494 |
0.1757 |
16.1% |
0.0114 |
1.0% |
26% |
False |
False |
181 |
| 80 |
1.2564 |
1.0494 |
0.2070 |
18.9% |
0.0096 |
0.9% |
22% |
False |
False |
137 |
| 100 |
1.2800 |
1.0494 |
0.2306 |
21.1% |
0.0086 |
0.8% |
20% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1620 |
|
2.618 |
1.1403 |
|
1.618 |
1.1270 |
|
1.000 |
1.1188 |
|
0.618 |
1.1137 |
|
HIGH |
1.1055 |
|
0.618 |
1.1004 |
|
0.500 |
1.0989 |
|
0.382 |
1.0973 |
|
LOW |
1.0922 |
|
0.618 |
1.0840 |
|
1.000 |
1.0789 |
|
1.618 |
1.0707 |
|
2.618 |
1.0574 |
|
4.250 |
1.0357 |
|
|
| Fisher Pivots for day following 24-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0989 |
1.0921 |
| PP |
1.0974 |
1.0896 |
| S1 |
1.0960 |
1.0871 |
|