CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 12-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1320 |
1.1335 |
0.0015 |
0.1% |
1.1314 |
| High |
1.1352 |
1.1427 |
0.0075 |
0.7% |
1.1539 |
| Low |
1.1283 |
1.1307 |
0.0024 |
0.2% |
1.1296 |
| Close |
1.1307 |
1.1418 |
0.0111 |
1.0% |
1.1323 |
| Range |
0.0069 |
0.0120 |
0.0051 |
73.9% |
0.0243 |
| ATR |
0.0133 |
0.0132 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
136,911 |
214,453 |
77,542 |
56.6% |
1,090,110 |
|
| Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1744 |
1.1701 |
1.1484 |
|
| R3 |
1.1624 |
1.1581 |
1.1451 |
|
| R2 |
1.1504 |
1.1504 |
1.1440 |
|
| R1 |
1.1461 |
1.1461 |
1.1429 |
1.1483 |
| PP |
1.1384 |
1.1384 |
1.1384 |
1.1395 |
| S1 |
1.1341 |
1.1341 |
1.1407 |
1.1363 |
| S2 |
1.1264 |
1.1264 |
1.1396 |
|
| S3 |
1.1144 |
1.1221 |
1.1385 |
|
| S4 |
1.1024 |
1.1101 |
1.1352 |
|
|
| 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 |
1.1483 |
1.1275 |
0.0208 |
1.8% |
0.0104 |
0.9% |
69% |
False |
False |
176,689 |
| 10 |
1.1539 |
1.1275 |
0.0264 |
2.3% |
0.0126 |
1.1% |
54% |
False |
False |
196,206 |
| 20 |
1.1797 |
1.1102 |
0.0695 |
6.1% |
0.0156 |
1.4% |
45% |
False |
False |
255,824 |
| 40 |
1.2579 |
1.1102 |
0.1477 |
12.9% |
0.0124 |
1.1% |
21% |
False |
False |
221,667 |
| 60 |
1.2610 |
1.1102 |
0.1508 |
13.2% |
0.0118 |
1.0% |
21% |
False |
False |
166,933 |
| 80 |
1.2851 |
1.1102 |
0.1749 |
15.3% |
0.0113 |
1.0% |
18% |
False |
False |
125,564 |
| 100 |
1.2916 |
1.1102 |
0.1814 |
15.9% |
0.0111 |
1.0% |
17% |
False |
False |
100,612 |
| 120 |
1.3276 |
1.1102 |
0.2174 |
19.0% |
0.0103 |
0.9% |
15% |
False |
False |
83,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1937 |
|
2.618 |
1.1741 |
|
1.618 |
1.1621 |
|
1.000 |
1.1547 |
|
0.618 |
1.1501 |
|
HIGH |
1.1427 |
|
0.618 |
1.1381 |
|
0.500 |
1.1367 |
|
0.382 |
1.1353 |
|
LOW |
1.1307 |
|
0.618 |
1.1233 |
|
1.000 |
1.1187 |
|
1.618 |
1.1113 |
|
2.618 |
1.0993 |
|
4.250 |
1.0797 |
|
|
| Fisher Pivots for day following 12-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1401 |
1.1396 |
| PP |
1.1384 |
1.1374 |
| S1 |
1.1367 |
1.1352 |
|