CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 13-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1350 |
1.1433 |
0.0083 |
0.7% |
1.1380 |
| High |
1.1449 |
1.1470 |
0.0021 |
0.2% |
1.1470 |
| Low |
1.1340 |
1.1420 |
0.0080 |
0.7% |
1.1310 |
| Close |
1.1449 |
1.1425 |
-0.0024 |
-0.2% |
1.1425 |
| Range |
0.0109 |
0.0050 |
-0.0059 |
-54.1% |
0.0160 |
| ATR |
0.0107 |
0.0103 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
51 |
29 |
-22 |
-43.1% |
248 |
|
| Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1588 |
1.1557 |
1.1453 |
|
| R3 |
1.1538 |
1.1507 |
1.1439 |
|
| R2 |
1.1488 |
1.1488 |
1.1434 |
|
| R1 |
1.1457 |
1.1457 |
1.1430 |
1.1448 |
| PP |
1.1438 |
1.1438 |
1.1438 |
1.1434 |
| S1 |
1.1407 |
1.1407 |
1.1420 |
1.1398 |
| S2 |
1.1388 |
1.1388 |
1.1416 |
|
| S3 |
1.1338 |
1.1357 |
1.1411 |
|
| S4 |
1.1288 |
1.1307 |
1.1398 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1882 |
1.1813 |
1.1513 |
|
| R3 |
1.1722 |
1.1653 |
1.1469 |
|
| R2 |
1.1562 |
1.1562 |
1.1454 |
|
| R1 |
1.1493 |
1.1493 |
1.1440 |
1.1528 |
| PP |
1.1402 |
1.1402 |
1.1402 |
1.1419 |
| S1 |
1.1333 |
1.1333 |
1.1410 |
1.1368 |
| S2 |
1.1242 |
1.1242 |
1.1396 |
|
| S3 |
1.1082 |
1.1173 |
1.1381 |
|
| S4 |
1.0922 |
1.1013 |
1.1337 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1470 |
1.1310 |
0.0160 |
1.4% |
0.0066 |
0.6% |
72% |
True |
False |
49 |
| 10 |
1.1560 |
1.1310 |
0.0250 |
2.2% |
0.0097 |
0.9% |
46% |
False |
False |
76 |
| 20 |
1.1677 |
1.1135 |
0.0542 |
4.7% |
0.0116 |
1.0% |
54% |
False |
False |
121 |
| 40 |
1.2501 |
1.1135 |
0.1366 |
12.0% |
0.0090 |
0.8% |
21% |
False |
False |
85 |
| 60 |
1.2610 |
1.1135 |
0.1475 |
12.9% |
0.0072 |
0.6% |
20% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1683 |
|
2.618 |
1.1601 |
|
1.618 |
1.1551 |
|
1.000 |
1.1520 |
|
0.618 |
1.1501 |
|
HIGH |
1.1470 |
|
0.618 |
1.1451 |
|
0.500 |
1.1445 |
|
0.382 |
1.1439 |
|
LOW |
1.1420 |
|
0.618 |
1.1389 |
|
1.000 |
1.1370 |
|
1.618 |
1.1339 |
|
2.618 |
1.1289 |
|
4.250 |
1.1208 |
|
|
| Fisher Pivots for day following 13-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1445 |
1.1414 |
| PP |
1.1438 |
1.1403 |
| S1 |
1.1432 |
1.1393 |
|