CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 17-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1421 |
1.1412 |
-0.0009 |
-0.1% |
1.1327 |
| High |
1.1458 |
1.1465 |
0.0007 |
0.1% |
1.1458 |
| Low |
1.1399 |
1.1340 |
-0.0059 |
-0.5% |
1.1288 |
| Close |
1.1408 |
1.1430 |
0.0022 |
0.2% |
1.1408 |
| Range |
0.0059 |
0.0125 |
0.0066 |
111.9% |
0.0170 |
| ATR |
0.0122 |
0.0122 |
0.0000 |
0.2% |
0.0000 |
| Volume |
1,433 |
944 |
-489 |
-34.1% |
7,314 |
|
| Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1787 |
1.1733 |
1.1499 |
|
| R3 |
1.1662 |
1.1608 |
1.1464 |
|
| R2 |
1.1537 |
1.1537 |
1.1453 |
|
| R1 |
1.1483 |
1.1483 |
1.1441 |
1.1510 |
| PP |
1.1412 |
1.1412 |
1.1412 |
1.1425 |
| S1 |
1.1358 |
1.1358 |
1.1419 |
1.1385 |
| S2 |
1.1287 |
1.1287 |
1.1407 |
|
| S3 |
1.1162 |
1.1233 |
1.1396 |
|
| S4 |
1.1037 |
1.1108 |
1.1361 |
|
|
| 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 |
1.1465 |
1.1293 |
0.0172 |
1.5% |
0.0087 |
0.8% |
80% |
True |
False |
1,220 |
| 10 |
1.1546 |
1.1288 |
0.0258 |
2.3% |
0.0125 |
1.1% |
55% |
False |
False |
1,620 |
| 20 |
1.1695 |
1.1117 |
0.0578 |
5.1% |
0.0141 |
1.2% |
54% |
False |
False |
1,774 |
| 40 |
1.2366 |
1.1117 |
0.1249 |
10.9% |
0.0114 |
1.0% |
25% |
False |
False |
1,165 |
| 60 |
1.2610 |
1.1117 |
0.1493 |
13.1% |
0.0110 |
1.0% |
21% |
False |
False |
859 |
| 80 |
1.2781 |
1.1117 |
0.1664 |
14.6% |
0.0101 |
0.9% |
19% |
False |
False |
659 |
| 100 |
1.2871 |
1.1117 |
0.1754 |
15.3% |
0.0099 |
0.9% |
18% |
False |
False |
538 |
| 120 |
1.3240 |
1.1117 |
0.2123 |
18.6% |
0.0092 |
0.8% |
15% |
False |
False |
451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1996 |
|
2.618 |
1.1792 |
|
1.618 |
1.1667 |
|
1.000 |
1.1590 |
|
0.618 |
1.1542 |
|
HIGH |
1.1465 |
|
0.618 |
1.1417 |
|
0.500 |
1.1403 |
|
0.382 |
1.1388 |
|
LOW |
1.1340 |
|
0.618 |
1.1263 |
|
1.000 |
1.1215 |
|
1.618 |
1.1138 |
|
2.618 |
1.1013 |
|
4.250 |
1.0809 |
|
|
| Fisher Pivots for day following 17-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1421 |
1.1418 |
| PP |
1.1412 |
1.1405 |
| S1 |
1.1403 |
1.1393 |
|