CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 09-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1480 |
1.1319 |
-0.0161 |
-1.4% |
1.1314 |
| High |
1.1483 |
1.1363 |
-0.0120 |
-1.0% |
1.1539 |
| Low |
1.1315 |
1.1275 |
-0.0040 |
-0.4% |
1.1296 |
| Close |
1.1323 |
1.1341 |
0.0018 |
0.2% |
1.1323 |
| Range |
0.0168 |
0.0088 |
-0.0080 |
-47.6% |
0.0243 |
| ATR |
0.0147 |
0.0143 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
216,874 |
148,265 |
-68,609 |
-31.6% |
1,090,110 |
|
| Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1590 |
1.1554 |
1.1389 |
|
| R3 |
1.1502 |
1.1466 |
1.1365 |
|
| R2 |
1.1414 |
1.1414 |
1.1357 |
|
| R1 |
1.1378 |
1.1378 |
1.1349 |
1.1396 |
| PP |
1.1326 |
1.1326 |
1.1326 |
1.1336 |
| S1 |
1.1290 |
1.1290 |
1.1333 |
1.1308 |
| S2 |
1.1238 |
1.1238 |
1.1325 |
|
| S3 |
1.1150 |
1.1202 |
1.1317 |
|
| S4 |
1.1062 |
1.1114 |
1.1293 |
|
|
| 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 |
1.1275 |
0.0264 |
2.3% |
0.0169 |
1.5% |
25% |
False |
True |
213,667 |
| 10 |
1.1539 |
1.1229 |
0.0310 |
2.7% |
0.0141 |
1.2% |
36% |
False |
False |
217,744 |
| 20 |
1.1878 |
1.1102 |
0.0776 |
6.8% |
0.0159 |
1.4% |
31% |
False |
False |
266,613 |
| 40 |
1.2579 |
1.1102 |
0.1477 |
13.0% |
0.0125 |
1.1% |
16% |
False |
False |
225,483 |
| 60 |
1.2610 |
1.1102 |
0.1508 |
13.3% |
0.0119 |
1.0% |
16% |
False |
False |
158,383 |
| 80 |
1.2896 |
1.1102 |
0.1794 |
15.8% |
0.0115 |
1.0% |
13% |
False |
False |
119,134 |
| 100 |
1.2985 |
1.1102 |
0.1883 |
16.6% |
0.0112 |
1.0% |
13% |
False |
False |
95,453 |
| 120 |
1.3365 |
1.1102 |
0.2263 |
20.0% |
0.0102 |
0.9% |
11% |
False |
False |
79,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1737 |
|
2.618 |
1.1593 |
|
1.618 |
1.1505 |
|
1.000 |
1.1451 |
|
0.618 |
1.1417 |
|
HIGH |
1.1363 |
|
0.618 |
1.1329 |
|
0.500 |
1.1319 |
|
0.382 |
1.1309 |
|
LOW |
1.1275 |
|
0.618 |
1.1221 |
|
1.000 |
1.1187 |
|
1.618 |
1.1133 |
|
2.618 |
1.1045 |
|
4.250 |
1.0901 |
|
|
| Fisher Pivots for day following 09-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1334 |
1.1389 |
| PP |
1.1326 |
1.1373 |
| S1 |
1.1319 |
1.1357 |
|