CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0820 |
1.0725 |
-0.0095 |
-0.9% |
1.1226 |
| High |
1.0820 |
1.0725 |
-0.0095 |
-0.9% |
1.1280 |
| Low |
1.0751 |
1.0589 |
-0.0162 |
-1.5% |
1.0900 |
| Close |
1.0753 |
1.0589 |
-0.0164 |
-1.5% |
1.0915 |
| Range |
0.0069 |
0.0136 |
0.0067 |
97.1% |
0.0380 |
| ATR |
0.0081 |
0.0087 |
0.0006 |
7.3% |
0.0000 |
| Volume |
20 |
30 |
10 |
50.0% |
67 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1042 |
1.0952 |
1.0664 |
|
| R3 |
1.0906 |
1.0816 |
1.0626 |
|
| R2 |
1.0770 |
1.0770 |
1.0614 |
|
| R1 |
1.0680 |
1.0680 |
1.0601 |
1.0657 |
| PP |
1.0634 |
1.0634 |
1.0634 |
1.0623 |
| S1 |
1.0544 |
1.0544 |
1.0577 |
1.0521 |
| S2 |
1.0498 |
1.0498 |
1.0564 |
|
| S3 |
1.0362 |
1.0408 |
1.0552 |
|
| S4 |
1.0226 |
1.0272 |
1.0514 |
|
|
| 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 |
1.1303 |
|
2.618 |
1.1081 |
|
1.618 |
1.0945 |
|
1.000 |
1.0861 |
|
0.618 |
1.0809 |
|
HIGH |
1.0725 |
|
0.618 |
1.0673 |
|
0.500 |
1.0657 |
|
0.382 |
1.0641 |
|
LOW |
1.0589 |
|
0.618 |
1.0505 |
|
1.000 |
1.0453 |
|
1.618 |
1.0369 |
|
2.618 |
1.0233 |
|
4.250 |
1.0011 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0657 |
1.0753 |
| PP |
1.0634 |
1.0698 |
| S1 |
1.0612 |
1.0644 |
|