CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 25-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1350 |
1.1352 |
0.0002 |
0.0% |
1.1412 |
| High |
1.1369 |
1.1402 |
0.0033 |
0.3% |
1.1466 |
| Low |
1.1304 |
1.1351 |
0.0047 |
0.4% |
1.1295 |
| Close |
1.1351 |
1.1374 |
0.0023 |
0.2% |
1.1413 |
| Range |
0.0065 |
0.0051 |
-0.0014 |
-21.5% |
0.0171 |
| ATR |
0.0114 |
0.0110 |
-0.0005 |
-4.0% |
0.0000 |
| Volume |
2,699 |
2,652 |
-47 |
-1.7% |
5,738 |
|
| Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1529 |
1.1502 |
1.1402 |
|
| R3 |
1.1478 |
1.1451 |
1.1388 |
|
| R2 |
1.1427 |
1.1427 |
1.1383 |
|
| R1 |
1.1400 |
1.1400 |
1.1379 |
1.1414 |
| PP |
1.1376 |
1.1376 |
1.1376 |
1.1382 |
| S1 |
1.1349 |
1.1349 |
1.1369 |
1.1363 |
| S2 |
1.1325 |
1.1325 |
1.1365 |
|
| S3 |
1.1274 |
1.1298 |
1.1360 |
|
| S4 |
1.1223 |
1.1247 |
1.1346 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1904 |
1.1830 |
1.1507 |
|
| R3 |
1.1733 |
1.1659 |
1.1460 |
|
| R2 |
1.1562 |
1.1562 |
1.1444 |
|
| R1 |
1.1488 |
1.1488 |
1.1429 |
1.1525 |
| PP |
1.1391 |
1.1391 |
1.1391 |
1.1410 |
| S1 |
1.1317 |
1.1317 |
1.1397 |
1.1354 |
| S2 |
1.1220 |
1.1220 |
1.1382 |
|
| S3 |
1.1049 |
1.1146 |
1.1366 |
|
| S4 |
1.0878 |
1.0975 |
1.1319 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1466 |
1.1295 |
0.0171 |
1.5% |
0.0090 |
0.8% |
46% |
False |
False |
2,288 |
| 10 |
1.1466 |
1.1295 |
0.0171 |
1.5% |
0.0090 |
0.8% |
46% |
False |
False |
1,811 |
| 20 |
1.1546 |
1.1281 |
0.0265 |
2.3% |
0.0106 |
0.9% |
35% |
False |
False |
1,796 |
| 40 |
1.2234 |
1.1117 |
0.1117 |
9.8% |
0.0118 |
1.0% |
23% |
False |
False |
1,460 |
| 60 |
1.2582 |
1.1117 |
0.1465 |
12.9% |
0.0110 |
1.0% |
18% |
False |
False |
1,064 |
| 80 |
1.2642 |
1.1117 |
0.1525 |
13.4% |
0.0103 |
0.9% |
17% |
False |
False |
824 |
| 100 |
1.2865 |
1.1117 |
0.1748 |
15.4% |
0.0101 |
0.9% |
15% |
False |
False |
667 |
| 120 |
1.3155 |
1.1117 |
0.2038 |
17.9% |
0.0095 |
0.8% |
13% |
False |
False |
561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1619 |
|
2.618 |
1.1536 |
|
1.618 |
1.1485 |
|
1.000 |
1.1453 |
|
0.618 |
1.1434 |
|
HIGH |
1.1402 |
|
0.618 |
1.1383 |
|
0.500 |
1.1377 |
|
0.382 |
1.1370 |
|
LOW |
1.1351 |
|
0.618 |
1.1319 |
|
1.000 |
1.1300 |
|
1.618 |
1.1268 |
|
2.618 |
1.1217 |
|
4.250 |
1.1134 |
|
|
| Fisher Pivots for day following 25-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1377 |
1.1368 |
| PP |
1.1376 |
1.1362 |
| S1 |
1.1375 |
1.1357 |
|