CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 23-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1397 |
1.1409 |
0.0012 |
0.1% |
1.1450 |
| High |
1.1450 |
1.1409 |
-0.0041 |
-0.4% |
1.1480 |
| Low |
1.1315 |
1.1331 |
0.0016 |
0.1% |
1.1315 |
| Close |
1.1431 |
1.1368 |
-0.0063 |
-0.6% |
1.1431 |
| Range |
0.0135 |
0.0078 |
-0.0057 |
-42.2% |
0.0165 |
| ATR |
0.0102 |
0.0102 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
47 |
86 |
39 |
83.0% |
195 |
|
| Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1603 |
1.1564 |
1.1411 |
|
| R3 |
1.1525 |
1.1486 |
1.1389 |
|
| R2 |
1.1447 |
1.1447 |
1.1382 |
|
| R1 |
1.1408 |
1.1408 |
1.1375 |
1.1389 |
| PP |
1.1369 |
1.1369 |
1.1369 |
1.1360 |
| S1 |
1.1330 |
1.1330 |
1.1361 |
1.1311 |
| S2 |
1.1291 |
1.1291 |
1.1354 |
|
| S3 |
1.1213 |
1.1252 |
1.1347 |
|
| S4 |
1.1135 |
1.1174 |
1.1325 |
|
|
| 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 |
1.5% |
0.0091 |
0.8% |
32% |
False |
False |
56 |
| 10 |
1.1480 |
1.1310 |
0.0170 |
1.5% |
0.0079 |
0.7% |
34% |
False |
False |
52 |
| 20 |
1.1560 |
1.1135 |
0.0425 |
3.7% |
0.0101 |
0.9% |
55% |
False |
False |
99 |
| 40 |
1.2251 |
1.1135 |
0.1116 |
9.8% |
0.0095 |
0.8% |
21% |
False |
False |
89 |
| 60 |
1.2564 |
1.1135 |
0.1429 |
12.6% |
0.0077 |
0.7% |
16% |
False |
False |
62 |
| 80 |
1.2800 |
1.1135 |
0.1665 |
14.6% |
0.0069 |
0.6% |
14% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1741 |
|
2.618 |
1.1613 |
|
1.618 |
1.1535 |
|
1.000 |
1.1487 |
|
0.618 |
1.1457 |
|
HIGH |
1.1409 |
|
0.618 |
1.1379 |
|
0.500 |
1.1370 |
|
0.382 |
1.1361 |
|
LOW |
1.1331 |
|
0.618 |
1.1283 |
|
1.000 |
1.1253 |
|
1.618 |
1.1205 |
|
2.618 |
1.1127 |
|
4.250 |
1.1000 |
|
|
| Fisher Pivots for day following 23-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1370 |
1.1398 |
| PP |
1.1369 |
1.1388 |
| S1 |
1.1369 |
1.1378 |
|