CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 27-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1365 |
1.1200 |
-0.0165 |
-1.5% |
1.1382 |
| High |
1.1382 |
1.1249 |
-0.0133 |
-1.2% |
1.1397 |
| Low |
1.1185 |
1.1177 |
-0.0008 |
-0.1% |
1.1177 |
| Close |
1.1199 |
1.1195 |
-0.0004 |
0.0% |
1.1195 |
| Range |
0.0197 |
0.0072 |
-0.0125 |
-63.5% |
0.0220 |
| ATR |
0.0120 |
0.0117 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
238,671 |
220,392 |
-18,279 |
-7.7% |
874,146 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1423 |
1.1381 |
1.1235 |
|
| R3 |
1.1351 |
1.1309 |
1.1215 |
|
| R2 |
1.1279 |
1.1279 |
1.1208 |
|
| R1 |
1.1237 |
1.1237 |
1.1202 |
1.1222 |
| PP |
1.1207 |
1.1207 |
1.1207 |
1.1200 |
| S1 |
1.1165 |
1.1165 |
1.1188 |
1.1150 |
| S2 |
1.1135 |
1.1135 |
1.1182 |
|
| S3 |
1.1063 |
1.1093 |
1.1175 |
|
| S4 |
1.0991 |
1.1021 |
1.1155 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1916 |
1.1776 |
1.1316 |
|
| R3 |
1.1696 |
1.1556 |
1.1256 |
|
| R2 |
1.1476 |
1.1476 |
1.1235 |
|
| R1 |
1.1336 |
1.1336 |
1.1215 |
1.1296 |
| PP |
1.1256 |
1.1256 |
1.1256 |
1.1237 |
| S1 |
1.1116 |
1.1116 |
1.1175 |
1.1076 |
| S2 |
1.1036 |
1.1036 |
1.1155 |
|
| S3 |
1.0816 |
1.0896 |
1.1135 |
|
| S4 |
1.0596 |
1.0676 |
1.1074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1397 |
1.1177 |
0.0220 |
2.0% |
0.0099 |
0.9% |
8% |
False |
True |
174,829 |
| 10 |
1.1454 |
1.1177 |
0.0277 |
2.5% |
0.0102 |
0.9% |
6% |
False |
True |
183,238 |
| 20 |
1.1539 |
1.1177 |
0.0362 |
3.2% |
0.0114 |
1.0% |
5% |
False |
True |
189,722 |
| 40 |
1.2178 |
1.1102 |
0.1076 |
9.6% |
0.0127 |
1.1% |
9% |
False |
False |
229,792 |
| 60 |
1.2579 |
1.1102 |
0.1477 |
13.2% |
0.0118 |
1.1% |
6% |
False |
False |
196,793 |
| 80 |
1.2610 |
1.1102 |
0.1508 |
13.5% |
0.0114 |
1.0% |
6% |
False |
False |
148,358 |
| 100 |
1.2896 |
1.1102 |
0.1794 |
16.0% |
0.0113 |
1.0% |
5% |
False |
False |
118,881 |
| 120 |
1.3010 |
1.1102 |
0.1908 |
17.0% |
0.0107 |
1.0% |
5% |
False |
False |
99,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1555 |
|
2.618 |
1.1437 |
|
1.618 |
1.1365 |
|
1.000 |
1.1321 |
|
0.618 |
1.1293 |
|
HIGH |
1.1249 |
|
0.618 |
1.1221 |
|
0.500 |
1.1213 |
|
0.382 |
1.1205 |
|
LOW |
1.1177 |
|
0.618 |
1.1133 |
|
1.000 |
1.1105 |
|
1.618 |
1.1061 |
|
2.618 |
1.0989 |
|
4.250 |
1.0871 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1213 |
1.1285 |
| PP |
1.1207 |
1.1255 |
| S1 |
1.1201 |
1.1225 |
|