CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 20-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1450 |
1.1397 |
-0.0053 |
-0.5% |
1.1450 |
| High |
1.1480 |
1.1450 |
-0.0030 |
-0.3% |
1.1480 |
| Low |
1.1394 |
1.1315 |
-0.0079 |
-0.7% |
1.1315 |
| Close |
1.1400 |
1.1431 |
0.0031 |
0.3% |
1.1431 |
| Range |
0.0086 |
0.0135 |
0.0049 |
57.0% |
0.0165 |
| ATR |
0.0099 |
0.0102 |
0.0003 |
2.6% |
0.0000 |
| Volume |
11 |
47 |
36 |
327.3% |
195 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1804 |
1.1752 |
1.1505 |
|
| R3 |
1.1669 |
1.1617 |
1.1468 |
|
| R2 |
1.1534 |
1.1534 |
1.1456 |
|
| R1 |
1.1482 |
1.1482 |
1.1443 |
1.1508 |
| PP |
1.1399 |
1.1399 |
1.1399 |
1.1412 |
| S1 |
1.1347 |
1.1347 |
1.1419 |
1.1373 |
| S2 |
1.1264 |
1.1264 |
1.1406 |
|
| S3 |
1.1129 |
1.1212 |
1.1394 |
|
| S4 |
1.0994 |
1.1077 |
1.1357 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1904 |
1.1832 |
1.1522 |
|
| R3 |
1.1739 |
1.1667 |
1.1476 |
|
| R2 |
1.1574 |
1.1574 |
1.1461 |
|
| R1 |
1.1502 |
1.1502 |
1.1446 |
1.1456 |
| PP |
1.1409 |
1.1409 |
1.1409 |
1.1385 |
| S1 |
1.1337 |
1.1337 |
1.1416 |
1.1291 |
| S2 |
1.1244 |
1.1244 |
1.1401 |
|
| S3 |
1.1079 |
1.1172 |
1.1386 |
|
| S4 |
1.0914 |
1.1007 |
1.1340 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1480 |
1.1315 |
0.0165 |
1.4% |
0.0086 |
0.8% |
70% |
False |
True |
44 |
| 10 |
1.1503 |
1.1310 |
0.0193 |
1.7% |
0.0086 |
0.7% |
63% |
False |
False |
47 |
| 20 |
1.1560 |
1.1135 |
0.0425 |
3.7% |
0.0110 |
1.0% |
70% |
False |
False |
101 |
| 40 |
1.2251 |
1.1135 |
0.1116 |
9.8% |
0.0093 |
0.8% |
27% |
False |
False |
87 |
| 60 |
1.2564 |
1.1135 |
0.1429 |
12.5% |
0.0076 |
0.7% |
21% |
False |
False |
61 |
| 80 |
1.2800 |
1.1135 |
0.1665 |
14.6% |
0.0068 |
0.6% |
18% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2024 |
|
2.618 |
1.1803 |
|
1.618 |
1.1668 |
|
1.000 |
1.1585 |
|
0.618 |
1.1533 |
|
HIGH |
1.1450 |
|
0.618 |
1.1398 |
|
0.500 |
1.1383 |
|
0.382 |
1.1367 |
|
LOW |
1.1315 |
|
0.618 |
1.1232 |
|
1.000 |
1.1180 |
|
1.618 |
1.1097 |
|
2.618 |
1.0962 |
|
4.250 |
1.0741 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1415 |
1.1420 |
| PP |
1.1399 |
1.1409 |
| S1 |
1.1383 |
1.1398 |
|