CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 23-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1368 |
1.1382 |
0.0014 |
0.1% |
1.1402 |
| High |
1.1434 |
1.1397 |
-0.0037 |
-0.3% |
1.1454 |
| Low |
1.1281 |
1.1298 |
0.0017 |
0.2% |
1.1281 |
| Close |
1.1399 |
1.1336 |
-0.0063 |
-0.6% |
1.1399 |
| Range |
0.0153 |
0.0099 |
-0.0054 |
-35.3% |
0.0173 |
| ATR |
0.0124 |
0.0122 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
283,074 |
126,937 |
-156,137 |
-55.2% |
819,883 |
|
| Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1641 |
1.1587 |
1.1390 |
|
| R3 |
1.1542 |
1.1488 |
1.1363 |
|
| R2 |
1.1443 |
1.1443 |
1.1354 |
|
| R1 |
1.1389 |
1.1389 |
1.1345 |
1.1367 |
| PP |
1.1344 |
1.1344 |
1.1344 |
1.1332 |
| S1 |
1.1290 |
1.1290 |
1.1327 |
1.1268 |
| S2 |
1.1245 |
1.1245 |
1.1318 |
|
| S3 |
1.1146 |
1.1191 |
1.1309 |
|
| S4 |
1.1047 |
1.1092 |
1.1282 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1897 |
1.1821 |
1.1494 |
|
| R3 |
1.1724 |
1.1648 |
1.1447 |
|
| R2 |
1.1551 |
1.1551 |
1.1431 |
|
| R1 |
1.1475 |
1.1475 |
1.1415 |
1.1427 |
| PP |
1.1378 |
1.1378 |
1.1378 |
1.1354 |
| S1 |
1.1302 |
1.1302 |
1.1383 |
1.1254 |
| S2 |
1.1205 |
1.1205 |
1.1367 |
|
| S3 |
1.1032 |
1.1129 |
1.1351 |
|
| S4 |
1.0859 |
1.0956 |
1.1304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1454 |
1.1281 |
0.0173 |
1.5% |
0.0111 |
1.0% |
32% |
False |
False |
189,364 |
| 10 |
1.1454 |
1.1275 |
0.0179 |
1.6% |
0.0097 |
0.9% |
34% |
False |
False |
175,175 |
| 20 |
1.1539 |
1.1102 |
0.0437 |
3.9% |
0.0125 |
1.1% |
54% |
False |
False |
200,034 |
| 40 |
1.2237 |
1.1102 |
0.1135 |
10.0% |
0.0124 |
1.1% |
21% |
False |
False |
218,306 |
| 60 |
1.2579 |
1.1102 |
0.1477 |
13.0% |
0.0118 |
1.0% |
16% |
False |
False |
184,741 |
| 80 |
1.2781 |
1.1102 |
0.1679 |
14.8% |
0.0115 |
1.0% |
14% |
False |
False |
139,069 |
| 100 |
1.2896 |
1.1102 |
0.1794 |
15.8% |
0.0114 |
1.0% |
13% |
False |
False |
111,439 |
| 120 |
1.3175 |
1.1102 |
0.2073 |
18.3% |
0.0107 |
0.9% |
11% |
False |
False |
92,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1818 |
|
2.618 |
1.1656 |
|
1.618 |
1.1557 |
|
1.000 |
1.1496 |
|
0.618 |
1.1458 |
|
HIGH |
1.1397 |
|
0.618 |
1.1359 |
|
0.500 |
1.1348 |
|
0.382 |
1.1336 |
|
LOW |
1.1298 |
|
0.618 |
1.1237 |
|
1.000 |
1.1199 |
|
1.618 |
1.1138 |
|
2.618 |
1.1039 |
|
4.250 |
1.0877 |
|
|
| Fisher Pivots for day following 23-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1348 |
1.1368 |
| PP |
1.1344 |
1.1357 |
| S1 |
1.1340 |
1.1347 |
|