CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 26-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0938 |
1.0997 |
0.0059 |
0.5% |
1.0510 |
| High |
1.1050 |
1.1079 |
0.0029 |
0.3% |
1.1020 |
| Low |
1.0928 |
1.0885 |
-0.0043 |
-0.4% |
1.0510 |
| Close |
1.0988 |
1.0898 |
-0.0090 |
-0.8% |
1.0839 |
| Range |
0.0122 |
0.0194 |
0.0072 |
59.0% |
0.0510 |
| ATR |
0.0156 |
0.0159 |
0.0003 |
1.7% |
0.0000 |
| Volume |
1,174 |
533 |
-641 |
-54.6% |
2,471 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1536 |
1.1411 |
1.1005 |
|
| R3 |
1.1342 |
1.1217 |
1.0951 |
|
| R2 |
1.1148 |
1.1148 |
1.0934 |
|
| R1 |
1.1023 |
1.1023 |
1.0916 |
1.0989 |
| PP |
1.0954 |
1.0954 |
1.0954 |
1.0937 |
| S1 |
1.0829 |
1.0829 |
1.0880 |
1.0795 |
| S2 |
1.0760 |
1.0760 |
1.0862 |
|
| S3 |
1.0566 |
1.0635 |
1.0845 |
|
| S4 |
1.0372 |
1.0441 |
1.0791 |
|
|
| 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 |
1.1079 |
1.0686 |
0.0393 |
3.6% |
0.0175 |
1.6% |
54% |
True |
False |
788 |
| 10 |
1.1079 |
1.0494 |
0.0585 |
5.4% |
0.0197 |
1.8% |
69% |
True |
False |
629 |
| 20 |
1.1271 |
1.0494 |
0.0777 |
7.1% |
0.0157 |
1.4% |
52% |
False |
False |
441 |
| 40 |
1.1560 |
1.0494 |
0.1066 |
9.8% |
0.0125 |
1.2% |
38% |
False |
False |
260 |
| 60 |
1.2217 |
1.0494 |
0.1723 |
15.8% |
0.0118 |
1.1% |
23% |
False |
False |
209 |
| 80 |
1.2564 |
1.0494 |
0.2070 |
19.0% |
0.0100 |
0.9% |
20% |
False |
False |
159 |
| 100 |
1.2612 |
1.0494 |
0.2118 |
19.4% |
0.0088 |
0.8% |
19% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1904 |
|
2.618 |
1.1587 |
|
1.618 |
1.1393 |
|
1.000 |
1.1273 |
|
0.618 |
1.1199 |
|
HIGH |
1.1079 |
|
0.618 |
1.1005 |
|
0.500 |
1.0982 |
|
0.382 |
1.0959 |
|
LOW |
1.0885 |
|
0.618 |
1.0765 |
|
1.000 |
1.0691 |
|
1.618 |
1.0571 |
|
2.618 |
1.0377 |
|
4.250 |
1.0061 |
|
|
| Fisher Pivots for day following 26-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0982 |
1.0982 |
| PP |
1.0954 |
1.0954 |
| S1 |
1.0926 |
1.0926 |
|