CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 27-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0997 |
1.0908 |
-0.0089 |
-0.8% |
1.0897 |
| High |
1.1079 |
1.0973 |
-0.0106 |
-1.0% |
1.1079 |
| Low |
1.0885 |
1.0830 |
-0.0055 |
-0.5% |
1.0798 |
| Close |
1.0898 |
1.0932 |
0.0034 |
0.3% |
1.0932 |
| Range |
0.0194 |
0.0143 |
-0.0051 |
-26.3% |
0.0281 |
| ATR |
0.0159 |
0.0158 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
533 |
956 |
423 |
79.4% |
4,282 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1341 |
1.1279 |
1.1011 |
|
| R3 |
1.1198 |
1.1136 |
1.0971 |
|
| R2 |
1.1055 |
1.1055 |
1.0958 |
|
| R1 |
1.0993 |
1.0993 |
1.0945 |
1.1024 |
| PP |
1.0912 |
1.0912 |
1.0912 |
1.0927 |
| S1 |
1.0850 |
1.0850 |
1.0919 |
1.0881 |
| S2 |
1.0769 |
1.0769 |
1.0906 |
|
| S3 |
1.0626 |
1.0707 |
1.0893 |
|
| S4 |
1.0483 |
1.0564 |
1.0853 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1779 |
1.1637 |
1.1087 |
|
| R3 |
1.1498 |
1.1356 |
1.1009 |
|
| R2 |
1.1217 |
1.1217 |
1.0984 |
|
| R1 |
1.1075 |
1.1075 |
1.0958 |
1.1146 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0972 |
| S1 |
1.0794 |
1.0794 |
1.0906 |
1.0865 |
| S2 |
1.0655 |
1.0655 |
1.0880 |
|
| S3 |
1.0374 |
1.0513 |
1.0855 |
|
| S4 |
1.0093 |
1.0232 |
1.0777 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1079 |
1.0798 |
0.0281 |
2.6% |
0.0159 |
1.5% |
48% |
False |
False |
856 |
| 10 |
1.1079 |
1.0510 |
0.0569 |
5.2% |
0.0195 |
1.8% |
74% |
False |
False |
675 |
| 20 |
1.1269 |
1.0494 |
0.0775 |
7.1% |
0.0161 |
1.5% |
57% |
False |
False |
476 |
| 40 |
1.1560 |
1.0494 |
0.1066 |
9.8% |
0.0127 |
1.2% |
41% |
False |
False |
279 |
| 60 |
1.2184 |
1.0494 |
0.1690 |
15.5% |
0.0120 |
1.1% |
26% |
False |
False |
224 |
| 80 |
1.2564 |
1.0494 |
0.2070 |
18.9% |
0.0101 |
0.9% |
21% |
False |
False |
171 |
| 100 |
1.2612 |
1.0494 |
0.2118 |
19.4% |
0.0089 |
0.8% |
21% |
False |
False |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1581 |
|
2.618 |
1.1347 |
|
1.618 |
1.1204 |
|
1.000 |
1.1116 |
|
0.618 |
1.1061 |
|
HIGH |
1.0973 |
|
0.618 |
1.0918 |
|
0.500 |
1.0902 |
|
0.382 |
1.0885 |
|
LOW |
1.0830 |
|
0.618 |
1.0742 |
|
1.000 |
1.0687 |
|
1.618 |
1.0599 |
|
2.618 |
1.0456 |
|
4.250 |
1.0222 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0922 |
1.0955 |
| PP |
1.0912 |
1.0947 |
| S1 |
1.0902 |
1.0940 |
|