CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 19-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1413 |
1.1403 |
-0.0010 |
-0.1% |
1.1319 |
| High |
1.1419 |
1.1454 |
0.0035 |
0.3% |
1.1447 |
| Low |
1.1337 |
1.1358 |
0.0021 |
0.2% |
1.1275 |
| Close |
1.1384 |
1.1368 |
-0.0016 |
-0.1% |
1.1395 |
| Range |
0.0082 |
0.0096 |
0.0014 |
17.1% |
0.0172 |
| ATR |
0.0124 |
0.0122 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
161,069 |
149,963 |
-11,106 |
-6.9% |
804,930 |
|
| Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1681 |
1.1621 |
1.1421 |
|
| R3 |
1.1585 |
1.1525 |
1.1394 |
|
| R2 |
1.1489 |
1.1489 |
1.1386 |
|
| R1 |
1.1429 |
1.1429 |
1.1377 |
1.1411 |
| PP |
1.1393 |
1.1393 |
1.1393 |
1.1385 |
| S1 |
1.1333 |
1.1333 |
1.1359 |
1.1315 |
| S2 |
1.1297 |
1.1297 |
1.1350 |
|
| S3 |
1.1201 |
1.1237 |
1.1342 |
|
| S4 |
1.1105 |
1.1141 |
1.1315 |
|
|
| 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 |
1.1454 |
1.1307 |
0.0147 |
1.3% |
0.0098 |
0.9% |
41% |
True |
False |
177,924 |
| 10 |
1.1503 |
1.1275 |
0.0228 |
2.0% |
0.0108 |
1.0% |
41% |
False |
False |
176,295 |
| 20 |
1.1668 |
1.1102 |
0.0566 |
5.0% |
0.0142 |
1.3% |
47% |
False |
False |
218,370 |
| 40 |
1.2281 |
1.1102 |
0.1179 |
10.4% |
0.0121 |
1.1% |
23% |
False |
False |
213,143 |
| 60 |
1.2579 |
1.1102 |
0.1477 |
13.0% |
0.0118 |
1.0% |
18% |
False |
False |
178,028 |
| 80 |
1.2781 |
1.1102 |
0.1679 |
14.8% |
0.0113 |
1.0% |
16% |
False |
False |
133,957 |
| 100 |
1.2896 |
1.1102 |
0.1794 |
15.8% |
0.0113 |
1.0% |
15% |
False |
False |
107,349 |
| 120 |
1.3201 |
1.1102 |
0.2099 |
18.5% |
0.0105 |
0.9% |
13% |
False |
False |
89,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1862 |
|
2.618 |
1.1705 |
|
1.618 |
1.1609 |
|
1.000 |
1.1550 |
|
0.618 |
1.1513 |
|
HIGH |
1.1454 |
|
0.618 |
1.1417 |
|
0.500 |
1.1406 |
|
0.382 |
1.1395 |
|
LOW |
1.1358 |
|
0.618 |
1.1299 |
|
1.000 |
1.1262 |
|
1.618 |
1.1203 |
|
2.618 |
1.1107 |
|
4.250 |
1.0950 |
|
|
| Fisher Pivots for day following 19-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1406 |
1.1390 |
| PP |
1.1393 |
1.1382 |
| S1 |
1.1381 |
1.1375 |
|