CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 24-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1382 |
1.1338 |
-0.0044 |
-0.4% |
1.1402 |
| High |
1.1397 |
1.1361 |
-0.0036 |
-0.3% |
1.1454 |
| Low |
1.1298 |
1.1290 |
-0.0008 |
-0.1% |
1.1281 |
| Close |
1.1336 |
1.1339 |
0.0003 |
0.0% |
1.1399 |
| Range |
0.0099 |
0.0071 |
-0.0028 |
-28.3% |
0.0173 |
| ATR |
0.0122 |
0.0119 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
126,937 |
174,651 |
47,714 |
37.6% |
819,883 |
|
| Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1543 |
1.1512 |
1.1378 |
|
| R3 |
1.1472 |
1.1441 |
1.1359 |
|
| R2 |
1.1401 |
1.1401 |
1.1352 |
|
| R1 |
1.1370 |
1.1370 |
1.1346 |
1.1386 |
| PP |
1.1330 |
1.1330 |
1.1330 |
1.1338 |
| S1 |
1.1299 |
1.1299 |
1.1332 |
1.1315 |
| S2 |
1.1259 |
1.1259 |
1.1326 |
|
| S3 |
1.1188 |
1.1228 |
1.1319 |
|
| S4 |
1.1117 |
1.1157 |
1.1300 |
|
|
| 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% |
0.0100 |
0.9% |
34% |
False |
False |
179,138 |
| 10 |
1.1454 |
1.1277 |
0.0177 |
1.6% |
0.0095 |
0.8% |
35% |
False |
False |
177,813 |
| 20 |
1.1539 |
1.1229 |
0.0310 |
2.7% |
0.0118 |
1.0% |
35% |
False |
False |
197,778 |
| 40 |
1.2237 |
1.1102 |
0.1135 |
10.0% |
0.0124 |
1.1% |
21% |
False |
False |
221,597 |
| 60 |
1.2579 |
1.1102 |
0.1477 |
13.0% |
0.0117 |
1.0% |
16% |
False |
False |
187,599 |
| 80 |
1.2781 |
1.1102 |
0.1679 |
14.8% |
0.0115 |
1.0% |
14% |
False |
False |
141,242 |
| 100 |
1.2896 |
1.1102 |
0.1794 |
15.8% |
0.0113 |
1.0% |
13% |
False |
False |
113,180 |
| 120 |
1.3175 |
1.1102 |
0.2073 |
18.3% |
0.0107 |
0.9% |
11% |
False |
False |
94,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1663 |
|
2.618 |
1.1547 |
|
1.618 |
1.1476 |
|
1.000 |
1.1432 |
|
0.618 |
1.1405 |
|
HIGH |
1.1361 |
|
0.618 |
1.1334 |
|
0.500 |
1.1326 |
|
0.382 |
1.1317 |
|
LOW |
1.1290 |
|
0.618 |
1.1246 |
|
1.000 |
1.1219 |
|
1.618 |
1.1175 |
|
2.618 |
1.1104 |
|
4.250 |
1.0988 |
|
|
| Fisher Pivots for day following 24-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1335 |
1.1358 |
| PP |
1.1330 |
1.1351 |
| S1 |
1.1326 |
1.1345 |
|