CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 12-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1343 |
1.1342 |
-0.0001 |
0.0% |
1.1318 |
| High |
1.1362 |
1.1439 |
0.0077 |
0.7% |
1.1546 |
| Low |
1.1298 |
1.1320 |
0.0022 |
0.2% |
1.1311 |
| Close |
1.1320 |
1.1431 |
0.0111 |
1.0% |
1.1335 |
| Range |
0.0064 |
0.0119 |
0.0055 |
85.9% |
0.0235 |
| ATR |
0.0128 |
0.0127 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
1,091 |
1,366 |
275 |
25.2% |
8,664 |
|
| Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1754 |
1.1711 |
1.1496 |
|
| R3 |
1.1635 |
1.1592 |
1.1464 |
|
| R2 |
1.1516 |
1.1516 |
1.1453 |
|
| R1 |
1.1473 |
1.1473 |
1.1442 |
1.1495 |
| PP |
1.1397 |
1.1397 |
1.1397 |
1.1407 |
| S1 |
1.1354 |
1.1354 |
1.1420 |
1.1376 |
| S2 |
1.1278 |
1.1278 |
1.1409 |
|
| S3 |
1.1159 |
1.1235 |
1.1398 |
|
| S4 |
1.1040 |
1.1116 |
1.1366 |
|
|
| 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 |
1.1493 |
1.1288 |
0.0205 |
1.8% |
0.0100 |
0.9% |
70% |
False |
False |
1,529 |
| 10 |
1.1546 |
1.1288 |
0.0258 |
2.3% |
0.0122 |
1.1% |
55% |
False |
False |
1,578 |
| 20 |
1.1806 |
1.1117 |
0.0689 |
6.0% |
0.0151 |
1.3% |
46% |
False |
False |
1,795 |
| 40 |
1.2582 |
1.1117 |
0.1465 |
12.8% |
0.0118 |
1.0% |
21% |
False |
False |
1,146 |
| 60 |
1.2610 |
1.1117 |
0.1493 |
13.1% |
0.0110 |
1.0% |
21% |
False |
False |
821 |
| 80 |
1.2831 |
1.1117 |
0.1714 |
15.0% |
0.0100 |
0.9% |
18% |
False |
False |
630 |
| 100 |
1.2903 |
1.1117 |
0.1786 |
15.6% |
0.0098 |
0.9% |
18% |
False |
False |
515 |
| 120 |
1.3299 |
1.1117 |
0.2182 |
19.1% |
0.0091 |
0.8% |
14% |
False |
False |
431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1945 |
|
2.618 |
1.1751 |
|
1.618 |
1.1632 |
|
1.000 |
1.1558 |
|
0.618 |
1.1513 |
|
HIGH |
1.1439 |
|
0.618 |
1.1394 |
|
0.500 |
1.1380 |
|
0.382 |
1.1365 |
|
LOW |
1.1320 |
|
0.618 |
1.1246 |
|
1.000 |
1.1201 |
|
1.618 |
1.1127 |
|
2.618 |
1.1008 |
|
4.250 |
1.0814 |
|
|
| Fisher Pivots for day following 12-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1414 |
1.1409 |
| PP |
1.1397 |
1.1388 |
| S1 |
1.1380 |
1.1366 |
|