CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 17-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1433 |
1.1450 |
0.0017 |
0.1% |
1.1380 |
| High |
1.1470 |
1.1464 |
-0.0006 |
-0.1% |
1.1470 |
| Low |
1.1420 |
1.1367 |
-0.0053 |
-0.5% |
1.1310 |
| Close |
1.1425 |
1.1449 |
0.0024 |
0.2% |
1.1425 |
| Range |
0.0050 |
0.0097 |
0.0047 |
94.0% |
0.0160 |
| ATR |
0.0103 |
0.0103 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
29 |
58 |
29 |
100.0% |
248 |
|
| Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1718 |
1.1680 |
1.1502 |
|
| R3 |
1.1621 |
1.1583 |
1.1476 |
|
| R2 |
1.1524 |
1.1524 |
1.1467 |
|
| R1 |
1.1486 |
1.1486 |
1.1458 |
1.1457 |
| PP |
1.1427 |
1.1427 |
1.1427 |
1.1412 |
| S1 |
1.1389 |
1.1389 |
1.1440 |
1.1360 |
| S2 |
1.1330 |
1.1330 |
1.1431 |
|
| S3 |
1.1233 |
1.1292 |
1.1422 |
|
| S4 |
1.1136 |
1.1195 |
1.1396 |
|
|
| 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 |
1.1311 |
0.0159 |
1.4% |
0.0071 |
0.6% |
87% |
False |
False |
46 |
| 10 |
1.1560 |
1.1310 |
0.0250 |
2.2% |
0.0103 |
0.9% |
56% |
False |
False |
72 |
| 20 |
1.1672 |
1.1135 |
0.0537 |
4.7% |
0.0112 |
1.0% |
58% |
False |
False |
116 |
| 40 |
1.2360 |
1.1135 |
0.1225 |
10.7% |
0.0089 |
0.8% |
26% |
False |
False |
85 |
| 60 |
1.2610 |
1.1135 |
0.1475 |
12.9% |
0.0073 |
0.6% |
21% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1876 |
|
2.618 |
1.1718 |
|
1.618 |
1.1621 |
|
1.000 |
1.1561 |
|
0.618 |
1.1524 |
|
HIGH |
1.1464 |
|
0.618 |
1.1427 |
|
0.500 |
1.1416 |
|
0.382 |
1.1404 |
|
LOW |
1.1367 |
|
0.618 |
1.1307 |
|
1.000 |
1.1270 |
|
1.618 |
1.1210 |
|
2.618 |
1.1113 |
|
4.250 |
1.0955 |
|
|
| Fisher Pivots for day following 17-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1438 |
1.1434 |
| PP |
1.1427 |
1.1420 |
| S1 |
1.1416 |
1.1405 |
|