CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1209 |
1.1197 |
-0.0012 |
-0.1% |
1.1394 |
| High |
1.1260 |
1.1254 |
-0.0006 |
-0.1% |
1.1409 |
| Low |
1.1190 |
1.1172 |
-0.0018 |
-0.2% |
1.1190 |
| Close |
1.1208 |
1.1201 |
-0.0007 |
-0.1% |
1.1208 |
| Range |
0.0070 |
0.0082 |
0.0012 |
17.1% |
0.0219 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
8,267 |
9,385 |
1,118 |
13.5% |
18,403 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1455 |
1.1410 |
1.1246 |
|
| R3 |
1.1373 |
1.1328 |
1.1224 |
|
| R2 |
1.1291 |
1.1291 |
1.1216 |
|
| R1 |
1.1246 |
1.1246 |
1.1209 |
1.1269 |
| PP |
1.1209 |
1.1209 |
1.1209 |
1.1220 |
| S1 |
1.1164 |
1.1164 |
1.1193 |
1.1187 |
| S2 |
1.1127 |
1.1127 |
1.1186 |
|
| S3 |
1.1045 |
1.1082 |
1.1178 |
|
| S4 |
1.0963 |
1.1000 |
1.1156 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1926 |
1.1786 |
1.1328 |
|
| R3 |
1.1707 |
1.1567 |
1.1268 |
|
| R2 |
1.1488 |
1.1488 |
1.1248 |
|
| R1 |
1.1348 |
1.1348 |
1.1228 |
1.1309 |
| PP |
1.1269 |
1.1269 |
1.1269 |
1.1249 |
| S1 |
1.1129 |
1.1129 |
1.1188 |
1.1090 |
| S2 |
1.1050 |
1.1050 |
1.1168 |
|
| S3 |
1.0831 |
1.0910 |
1.1148 |
|
| S4 |
1.0612 |
1.0691 |
1.1088 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1402 |
1.1172 |
0.0230 |
2.1% |
0.0092 |
0.8% |
13% |
False |
True |
4,930 |
| 10 |
1.1466 |
1.1172 |
0.0294 |
2.6% |
0.0100 |
0.9% |
10% |
False |
True |
3,352 |
| 20 |
1.1546 |
1.1172 |
0.0374 |
3.3% |
0.0110 |
1.0% |
8% |
False |
True |
2,475 |
| 40 |
1.2111 |
1.1117 |
0.0994 |
8.9% |
0.0122 |
1.1% |
8% |
False |
False |
1,923 |
| 60 |
1.2582 |
1.1117 |
0.1465 |
13.1% |
0.0112 |
1.0% |
6% |
False |
False |
1,383 |
| 80 |
1.2610 |
1.1117 |
0.1493 |
13.3% |
0.0105 |
0.9% |
6% |
False |
False |
1,059 |
| 100 |
1.2865 |
1.1117 |
0.1748 |
15.6% |
0.0100 |
0.9% |
5% |
False |
False |
858 |
| 120 |
1.3029 |
1.1117 |
0.1912 |
17.1% |
0.0095 |
0.8% |
4% |
False |
False |
722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1603 |
|
2.618 |
1.1469 |
|
1.618 |
1.1387 |
|
1.000 |
1.1336 |
|
0.618 |
1.1305 |
|
HIGH |
1.1254 |
|
0.618 |
1.1223 |
|
0.500 |
1.1213 |
|
0.382 |
1.1203 |
|
LOW |
1.1172 |
|
0.618 |
1.1121 |
|
1.000 |
1.1090 |
|
1.618 |
1.1039 |
|
2.618 |
1.0957 |
|
4.250 |
1.0824 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1213 |
1.1282 |
| PP |
1.1209 |
1.1255 |
| S1 |
1.1205 |
1.1228 |
|