CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 06-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1342 |
1.1480 |
0.0138 |
1.2% |
1.1314 |
| High |
1.1503 |
1.1483 |
-0.0020 |
-0.2% |
1.1539 |
| Low |
1.1308 |
1.1315 |
0.0007 |
0.1% |
1.1296 |
| Close |
1.1479 |
1.1323 |
-0.0156 |
-1.4% |
1.1323 |
| Range |
0.0195 |
0.0168 |
-0.0027 |
-13.8% |
0.0243 |
| ATR |
0.0145 |
0.0147 |
0.0002 |
1.1% |
0.0000 |
| Volume |
204,344 |
216,874 |
12,530 |
6.1% |
1,090,110 |
|
| Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1878 |
1.1768 |
1.1415 |
|
| R3 |
1.1710 |
1.1600 |
1.1369 |
|
| R2 |
1.1542 |
1.1542 |
1.1354 |
|
| R1 |
1.1432 |
1.1432 |
1.1338 |
1.1403 |
| PP |
1.1374 |
1.1374 |
1.1374 |
1.1359 |
| S1 |
1.1264 |
1.1264 |
1.1308 |
1.1235 |
| S2 |
1.1206 |
1.1206 |
1.1292 |
|
| S3 |
1.1038 |
1.1096 |
1.1277 |
|
| S4 |
1.0870 |
1.0928 |
1.1231 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2115 |
1.1962 |
1.1457 |
|
| R3 |
1.1872 |
1.1719 |
1.1390 |
|
| R2 |
1.1629 |
1.1629 |
1.1368 |
|
| R1 |
1.1476 |
1.1476 |
1.1345 |
1.1553 |
| PP |
1.1386 |
1.1386 |
1.1386 |
1.1424 |
| S1 |
1.1233 |
1.1233 |
1.1301 |
1.1310 |
| S2 |
1.1143 |
1.1143 |
1.1278 |
|
| S3 |
1.0900 |
1.0990 |
1.1256 |
|
| S4 |
1.0657 |
1.0747 |
1.1189 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1539 |
1.1296 |
0.0243 |
2.1% |
0.0165 |
1.5% |
11% |
False |
False |
218,022 |
| 10 |
1.1539 |
1.1102 |
0.0437 |
3.9% |
0.0152 |
1.3% |
51% |
False |
False |
224,893 |
| 20 |
1.1878 |
1.1102 |
0.0776 |
6.9% |
0.0159 |
1.4% |
28% |
False |
False |
273,609 |
| 40 |
1.2579 |
1.1102 |
0.1477 |
13.0% |
0.0125 |
1.1% |
15% |
False |
False |
226,501 |
| 60 |
1.2610 |
1.1102 |
0.1508 |
13.3% |
0.0119 |
1.1% |
15% |
False |
False |
155,942 |
| 80 |
1.2896 |
1.1102 |
0.1794 |
15.8% |
0.0116 |
1.0% |
12% |
False |
False |
117,291 |
| 100 |
1.3010 |
1.1102 |
0.1908 |
16.9% |
0.0112 |
1.0% |
12% |
False |
False |
93,972 |
| 120 |
1.3410 |
1.1102 |
0.2308 |
20.4% |
0.0102 |
0.9% |
10% |
False |
False |
78,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2197 |
|
2.618 |
1.1923 |
|
1.618 |
1.1755 |
|
1.000 |
1.1651 |
|
0.618 |
1.1587 |
|
HIGH |
1.1483 |
|
0.618 |
1.1419 |
|
0.500 |
1.1399 |
|
0.382 |
1.1379 |
|
LOW |
1.1315 |
|
0.618 |
1.1211 |
|
1.000 |
1.1147 |
|
1.618 |
1.1043 |
|
2.618 |
1.0875 |
|
4.250 |
1.0601 |
|
|
| Fisher Pivots for day following 06-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1399 |
1.1406 |
| PP |
1.1374 |
1.1378 |
| S1 |
1.1348 |
1.1351 |
|