CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 13-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1342 |
1.1421 |
0.0079 |
0.7% |
1.1327 |
| High |
1.1439 |
1.1458 |
0.0019 |
0.2% |
1.1458 |
| Low |
1.1320 |
1.1399 |
0.0079 |
0.7% |
1.1288 |
| Close |
1.1431 |
1.1408 |
-0.0023 |
-0.2% |
1.1408 |
| Range |
0.0119 |
0.0059 |
-0.0060 |
-50.4% |
0.0170 |
| ATR |
0.0127 |
0.0122 |
-0.0005 |
-3.8% |
0.0000 |
| Volume |
1,366 |
1,433 |
67 |
4.9% |
7,314 |
|
| Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1599 |
1.1562 |
1.1440 |
|
| R3 |
1.1540 |
1.1503 |
1.1424 |
|
| R2 |
1.1481 |
1.1481 |
1.1419 |
|
| R1 |
1.1444 |
1.1444 |
1.1413 |
1.1433 |
| PP |
1.1422 |
1.1422 |
1.1422 |
1.1416 |
| S1 |
1.1385 |
1.1385 |
1.1403 |
1.1374 |
| S2 |
1.1363 |
1.1363 |
1.1397 |
|
| S3 |
1.1304 |
1.1326 |
1.1392 |
|
| S4 |
1.1245 |
1.1267 |
1.1376 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1895 |
1.1821 |
1.1502 |
|
| R3 |
1.1725 |
1.1651 |
1.1455 |
|
| R2 |
1.1555 |
1.1555 |
1.1439 |
|
| R1 |
1.1481 |
1.1481 |
1.1424 |
1.1518 |
| PP |
1.1385 |
1.1385 |
1.1385 |
1.1403 |
| S1 |
1.1311 |
1.1311 |
1.1392 |
1.1348 |
| S2 |
1.1215 |
1.1215 |
1.1377 |
|
| S3 |
1.1045 |
1.1141 |
1.1361 |
|
| S4 |
1.0875 |
1.0971 |
1.1315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1458 |
1.1288 |
0.0170 |
1.5% |
0.0079 |
0.7% |
71% |
True |
False |
1,462 |
| 10 |
1.1546 |
1.1288 |
0.0258 |
2.3% |
0.0119 |
1.0% |
47% |
False |
False |
1,597 |
| 20 |
1.1695 |
1.1117 |
0.0578 |
5.1% |
0.0143 |
1.3% |
50% |
False |
False |
1,842 |
| 40 |
1.2531 |
1.1117 |
0.1414 |
12.4% |
0.0116 |
1.0% |
21% |
False |
False |
1,176 |
| 60 |
1.2610 |
1.1117 |
0.1493 |
13.1% |
0.0109 |
1.0% |
19% |
False |
False |
844 |
| 80 |
1.2782 |
1.1117 |
0.1665 |
14.6% |
0.0100 |
0.9% |
17% |
False |
False |
648 |
| 100 |
1.2903 |
1.1117 |
0.1786 |
15.7% |
0.0098 |
0.9% |
16% |
False |
False |
529 |
| 120 |
1.3240 |
1.1117 |
0.2123 |
18.6% |
0.0091 |
0.8% |
14% |
False |
False |
443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1709 |
|
2.618 |
1.1612 |
|
1.618 |
1.1553 |
|
1.000 |
1.1517 |
|
0.618 |
1.1494 |
|
HIGH |
1.1458 |
|
0.618 |
1.1435 |
|
0.500 |
1.1429 |
|
0.382 |
1.1422 |
|
LOW |
1.1399 |
|
0.618 |
1.1363 |
|
1.000 |
1.1340 |
|
1.618 |
1.1304 |
|
2.618 |
1.1245 |
|
4.250 |
1.1148 |
|
|
| Fisher Pivots for day following 13-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1429 |
1.1398 |
| PP |
1.1422 |
1.1388 |
| S1 |
1.1415 |
1.1378 |
|