CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 11-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1344 |
1.1343 |
-0.0001 |
0.0% |
1.1318 |
| High |
1.1361 |
1.1362 |
0.0001 |
0.0% |
1.1546 |
| Low |
1.1293 |
1.1298 |
0.0005 |
0.0% |
1.1311 |
| Close |
1.1330 |
1.1320 |
-0.0010 |
-0.1% |
1.1335 |
| Range |
0.0068 |
0.0064 |
-0.0004 |
-5.9% |
0.0235 |
| ATR |
0.0133 |
0.0128 |
-0.0005 |
-3.7% |
0.0000 |
| Volume |
1,269 |
1,091 |
-178 |
-14.0% |
8,664 |
|
| Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1519 |
1.1483 |
1.1355 |
|
| R3 |
1.1455 |
1.1419 |
1.1338 |
|
| R2 |
1.1391 |
1.1391 |
1.1332 |
|
| R1 |
1.1355 |
1.1355 |
1.1326 |
1.1341 |
| PP |
1.1327 |
1.1327 |
1.1327 |
1.1320 |
| S1 |
1.1291 |
1.1291 |
1.1314 |
1.1277 |
| S2 |
1.1263 |
1.1263 |
1.1308 |
|
| S3 |
1.1199 |
1.1227 |
1.1302 |
|
| S4 |
1.1135 |
1.1163 |
1.1285 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2102 |
1.1954 |
1.1464 |
|
| R3 |
1.1867 |
1.1719 |
1.1400 |
|
| R2 |
1.1632 |
1.1632 |
1.1378 |
|
| R1 |
1.1484 |
1.1484 |
1.1357 |
1.1558 |
| PP |
1.1397 |
1.1397 |
1.1397 |
1.1435 |
| S1 |
1.1249 |
1.1249 |
1.1313 |
1.1323 |
| S2 |
1.1162 |
1.1162 |
1.1292 |
|
| S3 |
1.0927 |
1.1014 |
1.1270 |
|
| S4 |
1.0692 |
1.0779 |
1.1206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1513 |
1.1288 |
0.0225 |
2.0% |
0.0115 |
1.0% |
14% |
False |
False |
1,792 |
| 10 |
1.1546 |
1.1281 |
0.0265 |
2.3% |
0.0120 |
1.1% |
15% |
False |
False |
1,592 |
| 20 |
1.1864 |
1.1117 |
0.0747 |
6.6% |
0.0151 |
1.3% |
27% |
False |
False |
1,753 |
| 40 |
1.2582 |
1.1117 |
0.1465 |
12.9% |
0.0116 |
1.0% |
14% |
False |
False |
1,121 |
| 60 |
1.2610 |
1.1117 |
0.1493 |
13.2% |
0.0110 |
1.0% |
14% |
False |
False |
799 |
| 80 |
1.2831 |
1.1117 |
0.1714 |
15.1% |
0.0099 |
0.9% |
12% |
False |
False |
613 |
| 100 |
1.2944 |
1.1117 |
0.1827 |
16.1% |
0.0098 |
0.9% |
11% |
False |
False |
501 |
| 120 |
1.3306 |
1.1117 |
0.2189 |
19.3% |
0.0090 |
0.8% |
9% |
False |
False |
420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1634 |
|
2.618 |
1.1530 |
|
1.618 |
1.1466 |
|
1.000 |
1.1426 |
|
0.618 |
1.1402 |
|
HIGH |
1.1362 |
|
0.618 |
1.1338 |
|
0.500 |
1.1330 |
|
0.382 |
1.1322 |
|
LOW |
1.1298 |
|
0.618 |
1.1258 |
|
1.000 |
1.1234 |
|
1.618 |
1.1194 |
|
2.618 |
1.1130 |
|
4.250 |
1.1026 |
|
|
| Fisher Pivots for day following 11-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1330 |
1.1330 |
| PP |
1.1327 |
1.1327 |
| S1 |
1.1323 |
1.1323 |
|