CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 31-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0913 |
1.0857 |
-0.0056 |
-0.5% |
1.0897 |
| High |
1.0914 |
1.0858 |
-0.0056 |
-0.5% |
1.1079 |
| Low |
1.0837 |
1.0729 |
-0.0108 |
-1.0% |
1.0798 |
| Close |
1.0850 |
1.0770 |
-0.0080 |
-0.7% |
1.0932 |
| Range |
0.0077 |
0.0129 |
0.0052 |
67.5% |
0.0281 |
| ATR |
0.0153 |
0.0152 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
1,055 |
1,308 |
253 |
24.0% |
4,282 |
|
| Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1173 |
1.1100 |
1.0841 |
|
| R3 |
1.1044 |
1.0971 |
1.0805 |
|
| R2 |
1.0915 |
1.0915 |
1.0794 |
|
| R1 |
1.0842 |
1.0842 |
1.0782 |
1.0814 |
| PP |
1.0786 |
1.0786 |
1.0786 |
1.0772 |
| S1 |
1.0713 |
1.0713 |
1.0758 |
1.0685 |
| S2 |
1.0657 |
1.0657 |
1.0746 |
|
| S3 |
1.0528 |
1.0584 |
1.0735 |
|
| S4 |
1.0399 |
1.0455 |
1.0699 |
|
|
| 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 |
1.0729 |
0.0350 |
3.2% |
0.0133 |
1.2% |
12% |
False |
True |
1,005 |
| 10 |
1.1079 |
1.0607 |
0.0472 |
4.4% |
0.0192 |
1.8% |
35% |
False |
False |
850 |
| 20 |
1.1206 |
1.0494 |
0.0712 |
6.6% |
0.0166 |
1.5% |
39% |
False |
False |
579 |
| 40 |
1.1560 |
1.0494 |
0.1066 |
9.9% |
0.0129 |
1.2% |
26% |
False |
False |
331 |
| 60 |
1.2003 |
1.0494 |
0.1509 |
14.0% |
0.0121 |
1.1% |
18% |
False |
False |
262 |
| 80 |
1.2564 |
1.0494 |
0.2070 |
19.2% |
0.0104 |
1.0% |
13% |
False |
False |
200 |
| 100 |
1.2612 |
1.0494 |
0.2118 |
19.7% |
0.0091 |
0.8% |
13% |
False |
False |
161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1406 |
|
2.618 |
1.1196 |
|
1.618 |
1.1067 |
|
1.000 |
1.0987 |
|
0.618 |
1.0938 |
|
HIGH |
1.0858 |
|
0.618 |
1.0809 |
|
0.500 |
1.0794 |
|
0.382 |
1.0778 |
|
LOW |
1.0729 |
|
0.618 |
1.0649 |
|
1.000 |
1.0600 |
|
1.618 |
1.0520 |
|
2.618 |
1.0391 |
|
4.250 |
1.0181 |
|
|
| Fisher Pivots for day following 31-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0794 |
1.0851 |
| PP |
1.0786 |
1.0824 |
| S1 |
1.0778 |
1.0797 |
|