CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 09-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1501 |
1.1380 |
-0.0121 |
-1.1% |
1.1350 |
| High |
1.1503 |
1.1380 |
-0.0123 |
-1.1% |
1.1560 |
| Low |
1.1354 |
1.1310 |
-0.0044 |
-0.4% |
1.1338 |
| Close |
1.1354 |
1.1372 |
0.0018 |
0.2% |
1.1354 |
| Range |
0.0149 |
0.0070 |
-0.0079 |
-53.0% |
0.0222 |
| ATR |
0.0119 |
0.0116 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
29 |
72 |
43 |
148.3% |
514 |
|
| Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1564 |
1.1538 |
1.1411 |
|
| R3 |
1.1494 |
1.1468 |
1.1391 |
|
| R2 |
1.1424 |
1.1424 |
1.1385 |
|
| R1 |
1.1398 |
1.1398 |
1.1378 |
1.1376 |
| PP |
1.1354 |
1.1354 |
1.1354 |
1.1343 |
| S1 |
1.1328 |
1.1328 |
1.1366 |
1.1306 |
| S2 |
1.1284 |
1.1284 |
1.1359 |
|
| S3 |
1.1214 |
1.1258 |
1.1353 |
|
| S4 |
1.1144 |
1.1188 |
1.1334 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2083 |
1.1941 |
1.1476 |
|
| R3 |
1.1861 |
1.1719 |
1.1415 |
|
| R2 |
1.1639 |
1.1639 |
1.1395 |
|
| R1 |
1.1497 |
1.1497 |
1.1374 |
1.1568 |
| PP |
1.1417 |
1.1417 |
1.1417 |
1.1453 |
| S1 |
1.1275 |
1.1275 |
1.1334 |
1.1346 |
| S2 |
1.1195 |
1.1195 |
1.1313 |
|
| S3 |
1.0973 |
1.1053 |
1.1293 |
|
| S4 |
1.0751 |
1.0831 |
1.1232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1560 |
1.1310 |
0.0250 |
2.2% |
0.0135 |
1.2% |
25% |
False |
True |
97 |
| 10 |
1.1560 |
1.1290 |
0.0270 |
2.4% |
0.0111 |
1.0% |
30% |
False |
False |
129 |
| 20 |
1.1900 |
1.1135 |
0.0765 |
6.7% |
0.0122 |
1.1% |
31% |
False |
False |
127 |
| 40 |
1.2564 |
1.1135 |
0.1429 |
12.6% |
0.0088 |
0.8% |
17% |
False |
False |
81 |
| 60 |
1.2610 |
1.1135 |
0.1475 |
13.0% |
0.0071 |
0.6% |
16% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1678 |
|
2.618 |
1.1563 |
|
1.618 |
1.1493 |
|
1.000 |
1.1450 |
|
0.618 |
1.1423 |
|
HIGH |
1.1380 |
|
0.618 |
1.1353 |
|
0.500 |
1.1345 |
|
0.382 |
1.1337 |
|
LOW |
1.1310 |
|
0.618 |
1.1267 |
|
1.000 |
1.1240 |
|
1.618 |
1.1197 |
|
2.618 |
1.1127 |
|
4.250 |
1.1013 |
|
|
| Fisher Pivots for day following 09-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1363 |
1.1411 |
| PP |
1.1354 |
1.1398 |
| S1 |
1.1345 |
1.1385 |
|