CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1352 |
1.1377 |
0.0025 |
0.2% |
1.1412 |
| High |
1.1402 |
1.1392 |
-0.0010 |
-0.1% |
1.1466 |
| Low |
1.1351 |
1.1198 |
-0.0153 |
-1.3% |
1.1295 |
| Close |
1.1374 |
1.1211 |
-0.0163 |
-1.4% |
1.1413 |
| Range |
0.0051 |
0.0194 |
0.0143 |
280.4% |
0.0171 |
| ATR |
0.0110 |
0.0116 |
0.0006 |
5.5% |
0.0000 |
| Volume |
2,652 |
1,649 |
-1,003 |
-37.8% |
5,738 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1849 |
1.1724 |
1.1318 |
|
| R3 |
1.1655 |
1.1530 |
1.1264 |
|
| R2 |
1.1461 |
1.1461 |
1.1247 |
|
| R1 |
1.1336 |
1.1336 |
1.1229 |
1.1302 |
| PP |
1.1267 |
1.1267 |
1.1267 |
1.1250 |
| S1 |
1.1142 |
1.1142 |
1.1193 |
1.1108 |
| S2 |
1.1073 |
1.1073 |
1.1175 |
|
| S3 |
1.0879 |
1.0948 |
1.1158 |
|
| S4 |
1.0685 |
1.0754 |
1.1104 |
|
|
| 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 |
1.1440 |
1.1198 |
0.0242 |
2.2% |
0.0110 |
1.0% |
5% |
False |
True |
2,267 |
| 10 |
1.1466 |
1.1198 |
0.0268 |
2.4% |
0.0103 |
0.9% |
5% |
False |
True |
1,867 |
| 20 |
1.1546 |
1.1198 |
0.0348 |
3.1% |
0.0111 |
1.0% |
4% |
False |
True |
1,729 |
| 40 |
1.2203 |
1.1117 |
0.1086 |
9.7% |
0.0122 |
1.1% |
9% |
False |
False |
1,500 |
| 60 |
1.2582 |
1.1117 |
0.1465 |
13.1% |
0.0112 |
1.0% |
6% |
False |
False |
1,090 |
| 80 |
1.2626 |
1.1117 |
0.1509 |
13.5% |
0.0105 |
0.9% |
6% |
False |
False |
843 |
| 100 |
1.2865 |
1.1117 |
0.1748 |
15.6% |
0.0102 |
0.9% |
5% |
False |
False |
683 |
| 120 |
1.3029 |
1.1117 |
0.1912 |
17.1% |
0.0095 |
0.8% |
5% |
False |
False |
575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2217 |
|
2.618 |
1.1900 |
|
1.618 |
1.1706 |
|
1.000 |
1.1586 |
|
0.618 |
1.1512 |
|
HIGH |
1.1392 |
|
0.618 |
1.1318 |
|
0.500 |
1.1295 |
|
0.382 |
1.1272 |
|
LOW |
1.1198 |
|
0.618 |
1.1078 |
|
1.000 |
1.1004 |
|
1.618 |
1.0884 |
|
2.618 |
1.0690 |
|
4.250 |
1.0374 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1295 |
1.1300 |
| PP |
1.1267 |
1.1270 |
| S1 |
1.1239 |
1.1241 |
|