CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 13-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1335 |
1.1405 |
0.0070 |
0.6% |
1.1319 |
| High |
1.1427 |
1.1447 |
0.0020 |
0.2% |
1.1447 |
| Low |
1.1307 |
1.1383 |
0.0076 |
0.7% |
1.1275 |
| Close |
1.1418 |
1.1395 |
-0.0023 |
-0.2% |
1.1395 |
| Range |
0.0120 |
0.0064 |
-0.0056 |
-46.7% |
0.0172 |
| ATR |
0.0132 |
0.0127 |
-0.0005 |
-3.7% |
0.0000 |
| Volume |
214,453 |
138,359 |
-76,094 |
-35.5% |
804,930 |
|
| Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1600 |
1.1562 |
1.1430 |
|
| R3 |
1.1536 |
1.1498 |
1.1413 |
|
| R2 |
1.1472 |
1.1472 |
1.1407 |
|
| R1 |
1.1434 |
1.1434 |
1.1401 |
1.1421 |
| PP |
1.1408 |
1.1408 |
1.1408 |
1.1402 |
| S1 |
1.1370 |
1.1370 |
1.1389 |
1.1357 |
| S2 |
1.1344 |
1.1344 |
1.1383 |
|
| S3 |
1.1280 |
1.1306 |
1.1377 |
|
| S4 |
1.1216 |
1.1242 |
1.1360 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1888 |
1.1814 |
1.1490 |
|
| R3 |
1.1716 |
1.1642 |
1.1442 |
|
| R2 |
1.1544 |
1.1544 |
1.1427 |
|
| R1 |
1.1470 |
1.1470 |
1.1411 |
1.1507 |
| PP |
1.1372 |
1.1372 |
1.1372 |
1.1391 |
| S1 |
1.1298 |
1.1298 |
1.1379 |
1.1335 |
| S2 |
1.1200 |
1.1200 |
1.1363 |
|
| S3 |
1.1028 |
1.1126 |
1.1348 |
|
| S4 |
1.0856 |
1.0954 |
1.1300 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1447 |
1.1275 |
0.0172 |
1.5% |
0.0083 |
0.7% |
70% |
True |
False |
160,986 |
| 10 |
1.1539 |
1.1275 |
0.0264 |
2.3% |
0.0124 |
1.1% |
45% |
False |
False |
189,504 |
| 20 |
1.1683 |
1.1102 |
0.0581 |
5.1% |
0.0148 |
1.3% |
50% |
False |
False |
236,353 |
| 40 |
1.2523 |
1.1102 |
0.1421 |
12.5% |
0.0122 |
1.1% |
21% |
False |
False |
217,137 |
| 60 |
1.2610 |
1.1102 |
0.1508 |
13.2% |
0.0117 |
1.0% |
19% |
False |
False |
169,190 |
| 80 |
1.2851 |
1.1102 |
0.1749 |
15.3% |
0.0113 |
1.0% |
17% |
False |
False |
127,288 |
| 100 |
1.2916 |
1.1102 |
0.1814 |
15.9% |
0.0112 |
1.0% |
16% |
False |
False |
101,993 |
| 120 |
1.3225 |
1.1102 |
0.2123 |
18.6% |
0.0104 |
0.9% |
14% |
False |
False |
85,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1719 |
|
2.618 |
1.1615 |
|
1.618 |
1.1551 |
|
1.000 |
1.1511 |
|
0.618 |
1.1487 |
|
HIGH |
1.1447 |
|
0.618 |
1.1423 |
|
0.500 |
1.1415 |
|
0.382 |
1.1407 |
|
LOW |
1.1383 |
|
0.618 |
1.1343 |
|
1.000 |
1.1319 |
|
1.618 |
1.1279 |
|
2.618 |
1.1215 |
|
4.250 |
1.1111 |
|
|
| Fisher Pivots for day following 13-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1415 |
1.1385 |
| PP |
1.1408 |
1.1375 |
| S1 |
1.1402 |
1.1365 |
|