CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 19-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1419 |
1.1418 |
-0.0001 |
0.0% |
1.1327 |
| High |
1.1431 |
1.1466 |
0.0035 |
0.3% |
1.1458 |
| Low |
1.1352 |
1.1373 |
0.0021 |
0.2% |
1.1288 |
| Close |
1.1398 |
1.1381 |
-0.0017 |
-0.1% |
1.1408 |
| Range |
0.0079 |
0.0093 |
0.0014 |
17.7% |
0.0170 |
| ATR |
0.0119 |
0.0117 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
1,839 |
1,753 |
-86 |
-4.7% |
7,314 |
|
| Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1686 |
1.1626 |
1.1432 |
|
| R3 |
1.1593 |
1.1533 |
1.1407 |
|
| R2 |
1.1500 |
1.1500 |
1.1398 |
|
| R1 |
1.1440 |
1.1440 |
1.1390 |
1.1424 |
| PP |
1.1407 |
1.1407 |
1.1407 |
1.1398 |
| S1 |
1.1347 |
1.1347 |
1.1372 |
1.1331 |
| S2 |
1.1314 |
1.1314 |
1.1364 |
|
| S3 |
1.1221 |
1.1254 |
1.1355 |
|
| S4 |
1.1128 |
1.1161 |
1.1330 |
|
|
| 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 |
1.1466 |
1.1320 |
0.0146 |
1.3% |
0.0095 |
0.8% |
42% |
True |
False |
1,467 |
| 10 |
1.1513 |
1.1288 |
0.0225 |
2.0% |
0.0105 |
0.9% |
41% |
False |
False |
1,629 |
| 20 |
1.1671 |
1.1117 |
0.0554 |
4.9% |
0.0138 |
1.2% |
48% |
False |
False |
1,777 |
| 40 |
1.2290 |
1.1117 |
0.1173 |
10.3% |
0.0115 |
1.0% |
23% |
False |
False |
1,239 |
| 60 |
1.2582 |
1.1117 |
0.1465 |
12.9% |
0.0110 |
1.0% |
18% |
False |
False |
917 |
| 80 |
1.2781 |
1.1117 |
0.1664 |
14.6% |
0.0102 |
0.9% |
16% |
False |
False |
704 |
| 100 |
1.2865 |
1.1117 |
0.1748 |
15.4% |
0.0100 |
0.9% |
15% |
False |
False |
573 |
| 120 |
1.3240 |
1.1117 |
0.2123 |
18.7% |
0.0093 |
0.8% |
12% |
False |
False |
481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1861 |
|
2.618 |
1.1709 |
|
1.618 |
1.1616 |
|
1.000 |
1.1559 |
|
0.618 |
1.1523 |
|
HIGH |
1.1466 |
|
0.618 |
1.1430 |
|
0.500 |
1.1420 |
|
0.382 |
1.1409 |
|
LOW |
1.1373 |
|
0.618 |
1.1316 |
|
1.000 |
1.1280 |
|
1.618 |
1.1223 |
|
2.618 |
1.1130 |
|
4.250 |
1.0978 |
|
|
| Fisher Pivots for day following 19-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1420 |
1.1403 |
| PP |
1.1407 |
1.1396 |
| S1 |
1.1394 |
1.1388 |
|