CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 25-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1364 |
1.1380 |
0.0016 |
0.1% |
1.1450 |
| High |
1.1385 |
1.1414 |
0.0029 |
0.3% |
1.1480 |
| Low |
1.1325 |
1.1380 |
0.0055 |
0.5% |
1.1315 |
| Close |
1.1369 |
1.1392 |
0.0023 |
0.2% |
1.1431 |
| Range |
0.0060 |
0.0034 |
-0.0026 |
-43.3% |
0.0165 |
| ATR |
0.0099 |
0.0095 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
52 |
100 |
48 |
92.3% |
195 |
|
| Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1497 |
1.1479 |
1.1411 |
|
| R3 |
1.1463 |
1.1445 |
1.1401 |
|
| R2 |
1.1429 |
1.1429 |
1.1398 |
|
| R1 |
1.1411 |
1.1411 |
1.1395 |
1.1420 |
| PP |
1.1395 |
1.1395 |
1.1395 |
1.1400 |
| S1 |
1.1377 |
1.1377 |
1.1389 |
1.1386 |
| S2 |
1.1361 |
1.1361 |
1.1386 |
|
| S3 |
1.1327 |
1.1343 |
1.1383 |
|
| S4 |
1.1293 |
1.1309 |
1.1373 |
|
|
| 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% |
0.0079 |
0.7% |
47% |
False |
False |
59 |
| 10 |
1.1480 |
1.1315 |
0.0165 |
1.4% |
0.0076 |
0.7% |
47% |
False |
False |
56 |
| 20 |
1.1560 |
1.1290 |
0.0270 |
2.4% |
0.0089 |
0.8% |
38% |
False |
False |
91 |
| 40 |
1.2243 |
1.1135 |
0.1108 |
9.7% |
0.0095 |
0.8% |
23% |
False |
False |
92 |
| 60 |
1.2564 |
1.1135 |
0.1429 |
12.5% |
0.0078 |
0.7% |
18% |
False |
False |
64 |
| 80 |
1.2646 |
1.1135 |
0.1511 |
13.3% |
0.0069 |
0.6% |
17% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1559 |
|
2.618 |
1.1503 |
|
1.618 |
1.1469 |
|
1.000 |
1.1448 |
|
0.618 |
1.1435 |
|
HIGH |
1.1414 |
|
0.618 |
1.1401 |
|
0.500 |
1.1397 |
|
0.382 |
1.1393 |
|
LOW |
1.1380 |
|
0.618 |
1.1359 |
|
1.000 |
1.1346 |
|
1.618 |
1.1325 |
|
2.618 |
1.1291 |
|
4.250 |
1.1236 |
|
|
| Fisher Pivots for day following 25-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1397 |
1.1385 |
| PP |
1.1395 |
1.1377 |
| S1 |
1.1394 |
1.1370 |
|