CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0879 |
1.0820 |
-0.0059 |
-0.5% |
1.1226 |
| High |
1.0916 |
1.0820 |
-0.0096 |
-0.9% |
1.1280 |
| Low |
1.0873 |
1.0751 |
-0.0122 |
-1.1% |
1.0900 |
| Close |
1.0916 |
1.0753 |
-0.0163 |
-1.5% |
1.0915 |
| Range |
0.0043 |
0.0069 |
0.0026 |
60.5% |
0.0380 |
| ATR |
0.0075 |
0.0081 |
0.0006 |
8.6% |
0.0000 |
| Volume |
77 |
20 |
-57 |
-74.0% |
67 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0982 |
1.0936 |
1.0791 |
|
| R3 |
1.0913 |
1.0867 |
1.0772 |
|
| R2 |
1.0844 |
1.0844 |
1.0766 |
|
| R1 |
1.0798 |
1.0798 |
1.0759 |
1.0787 |
| PP |
1.0775 |
1.0775 |
1.0775 |
1.0769 |
| S1 |
1.0729 |
1.0729 |
1.0747 |
1.0718 |
| S2 |
1.0706 |
1.0706 |
1.0740 |
|
| S3 |
1.0637 |
1.0660 |
1.0734 |
|
| S4 |
1.0568 |
1.0591 |
1.0715 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2172 |
1.1923 |
1.1124 |
|
| R3 |
1.1792 |
1.1543 |
1.1020 |
|
| R2 |
1.1412 |
1.1412 |
1.0985 |
|
| R1 |
1.1163 |
1.1163 |
1.0950 |
1.1098 |
| PP |
1.1032 |
1.1032 |
1.1032 |
1.0999 |
| S1 |
1.0783 |
1.0783 |
1.0880 |
1.0718 |
| S2 |
1.0652 |
1.0652 |
1.0845 |
|
| S3 |
1.0272 |
1.0403 |
1.0811 |
|
| S4 |
0.9892 |
1.0023 |
1.0706 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1113 |
|
2.618 |
1.1001 |
|
1.618 |
1.0932 |
|
1.000 |
1.0889 |
|
0.618 |
1.0863 |
|
HIGH |
1.0820 |
|
0.618 |
1.0794 |
|
0.500 |
1.0786 |
|
0.382 |
1.0777 |
|
LOW |
1.0751 |
|
0.618 |
1.0708 |
|
1.000 |
1.0682 |
|
1.618 |
1.0639 |
|
2.618 |
1.0570 |
|
4.250 |
1.0458 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0786 |
1.0926 |
| PP |
1.0775 |
1.0868 |
| S1 |
1.0764 |
1.0811 |
|