CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 30-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0908 |
1.0913 |
0.0005 |
0.0% |
1.0897 |
| High |
1.0973 |
1.0914 |
-0.0059 |
-0.5% |
1.1079 |
| Low |
1.0830 |
1.0837 |
0.0007 |
0.1% |
1.0798 |
| Close |
1.0932 |
1.0850 |
-0.0082 |
-0.8% |
1.0932 |
| Range |
0.0143 |
0.0077 |
-0.0066 |
-46.2% |
0.0281 |
| ATR |
0.0158 |
0.0153 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
956 |
1,055 |
99 |
10.4% |
4,282 |
|
| Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1098 |
1.1051 |
1.0892 |
|
| R3 |
1.1021 |
1.0974 |
1.0871 |
|
| R2 |
1.0944 |
1.0944 |
1.0864 |
|
| R1 |
1.0897 |
1.0897 |
1.0857 |
1.0882 |
| PP |
1.0867 |
1.0867 |
1.0867 |
1.0860 |
| S1 |
1.0820 |
1.0820 |
1.0843 |
1.0805 |
| S2 |
1.0790 |
1.0790 |
1.0836 |
|
| S3 |
1.0713 |
1.0743 |
1.0829 |
|
| S4 |
1.0636 |
1.0666 |
1.0808 |
|
|
| 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 |
1.0830 |
0.0249 |
2.3% |
0.0134 |
1.2% |
8% |
False |
False |
943 |
| 10 |
1.1079 |
1.0578 |
0.0501 |
4.6% |
0.0190 |
1.7% |
54% |
False |
False |
760 |
| 20 |
1.1241 |
1.0494 |
0.0747 |
6.9% |
0.0162 |
1.5% |
48% |
False |
False |
520 |
| 40 |
1.1560 |
1.0494 |
0.1066 |
9.8% |
0.0127 |
1.2% |
33% |
False |
False |
301 |
| 60 |
1.2099 |
1.0494 |
0.1605 |
14.8% |
0.0120 |
1.1% |
22% |
False |
False |
240 |
| 80 |
1.2564 |
1.0494 |
0.2070 |
19.1% |
0.0102 |
0.9% |
17% |
False |
False |
184 |
| 100 |
1.2612 |
1.0494 |
0.2118 |
19.5% |
0.0090 |
0.8% |
17% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1241 |
|
2.618 |
1.1116 |
|
1.618 |
1.1039 |
|
1.000 |
1.0991 |
|
0.618 |
1.0962 |
|
HIGH |
1.0914 |
|
0.618 |
1.0885 |
|
0.500 |
1.0876 |
|
0.382 |
1.0866 |
|
LOW |
1.0837 |
|
0.618 |
1.0789 |
|
1.000 |
1.0760 |
|
1.618 |
1.0712 |
|
2.618 |
1.0635 |
|
4.250 |
1.0510 |
|
|
| Fisher Pivots for day following 30-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0876 |
1.0955 |
| PP |
1.0867 |
1.0920 |
| S1 |
1.0859 |
1.0885 |
|