CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 11-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1328 |
1.1320 |
-0.0008 |
-0.1% |
1.1314 |
| High |
1.1350 |
1.1352 |
0.0002 |
0.0% |
1.1539 |
| Low |
1.1277 |
1.1283 |
0.0006 |
0.1% |
1.1296 |
| Close |
1.1317 |
1.1307 |
-0.0010 |
-0.1% |
1.1323 |
| Range |
0.0073 |
0.0069 |
-0.0004 |
-5.5% |
0.0243 |
| ATR |
0.0138 |
0.0133 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
166,942 |
136,911 |
-30,031 |
-18.0% |
1,090,110 |
|
| Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1521 |
1.1483 |
1.1345 |
|
| R3 |
1.1452 |
1.1414 |
1.1326 |
|
| R2 |
1.1383 |
1.1383 |
1.1320 |
|
| R1 |
1.1345 |
1.1345 |
1.1313 |
1.1330 |
| PP |
1.1314 |
1.1314 |
1.1314 |
1.1306 |
| S1 |
1.1276 |
1.1276 |
1.1301 |
1.1261 |
| S2 |
1.1245 |
1.1245 |
1.1294 |
|
| S3 |
1.1176 |
1.1207 |
1.1288 |
|
| S4 |
1.1107 |
1.1138 |
1.1269 |
|
|
| 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 |
1.1503 |
1.1275 |
0.0228 |
2.0% |
0.0119 |
1.0% |
14% |
False |
False |
174,667 |
| 10 |
1.1539 |
1.1266 |
0.0273 |
2.4% |
0.0125 |
1.1% |
15% |
False |
False |
195,718 |
| 20 |
1.1854 |
1.1102 |
0.0752 |
6.7% |
0.0156 |
1.4% |
27% |
False |
False |
260,859 |
| 40 |
1.2579 |
1.1102 |
0.1477 |
13.1% |
0.0123 |
1.1% |
14% |
False |
False |
221,417 |
| 60 |
1.2610 |
1.1102 |
0.1508 |
13.3% |
0.0119 |
1.0% |
14% |
False |
False |
163,401 |
| 80 |
1.2851 |
1.1102 |
0.1749 |
15.5% |
0.0112 |
1.0% |
12% |
False |
False |
122,896 |
| 100 |
1.2940 |
1.1102 |
0.1838 |
16.3% |
0.0111 |
1.0% |
11% |
False |
False |
98,469 |
| 120 |
1.3298 |
1.1102 |
0.2196 |
19.4% |
0.0103 |
0.9% |
9% |
False |
False |
82,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1645 |
|
2.618 |
1.1533 |
|
1.618 |
1.1464 |
|
1.000 |
1.1421 |
|
0.618 |
1.1395 |
|
HIGH |
1.1352 |
|
0.618 |
1.1326 |
|
0.500 |
1.1318 |
|
0.382 |
1.1309 |
|
LOW |
1.1283 |
|
0.618 |
1.1240 |
|
1.000 |
1.1214 |
|
1.618 |
1.1171 |
|
2.618 |
1.1102 |
|
4.250 |
1.0990 |
|
|
| Fisher Pivots for day following 11-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1318 |
1.1319 |
| PP |
1.1314 |
1.1315 |
| S1 |
1.1311 |
1.1311 |
|