CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 27-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1397 |
1.1237 |
-0.0160 |
-1.4% |
1.1409 |
| High |
1.1407 |
1.1271 |
-0.0136 |
-1.2% |
1.1414 |
| Low |
1.1220 |
1.1212 |
-0.0008 |
-0.1% |
1.1212 |
| Close |
1.1229 |
1.1226 |
-0.0003 |
0.0% |
1.1226 |
| Range |
0.0187 |
0.0059 |
-0.0128 |
-68.4% |
0.0202 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
8 |
264 |
256 |
3,200.0% |
510 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1413 |
1.1379 |
1.1258 |
|
| R3 |
1.1354 |
1.1320 |
1.1242 |
|
| R2 |
1.1295 |
1.1295 |
1.1237 |
|
| R1 |
1.1261 |
1.1261 |
1.1231 |
1.1249 |
| PP |
1.1236 |
1.1236 |
1.1236 |
1.1230 |
| S1 |
1.1202 |
1.1202 |
1.1221 |
1.1190 |
| S2 |
1.1177 |
1.1177 |
1.1215 |
|
| S3 |
1.1118 |
1.1143 |
1.1210 |
|
| S4 |
1.1059 |
1.1084 |
1.1194 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1890 |
1.1760 |
1.1337 |
|
| R3 |
1.1688 |
1.1558 |
1.1282 |
|
| R2 |
1.1486 |
1.1486 |
1.1263 |
|
| R1 |
1.1356 |
1.1356 |
1.1245 |
1.1320 |
| PP |
1.1284 |
1.1284 |
1.1284 |
1.1266 |
| S1 |
1.1154 |
1.1154 |
1.1207 |
1.1118 |
| S2 |
1.1082 |
1.1082 |
1.1189 |
|
| S3 |
1.0880 |
1.0952 |
1.1170 |
|
| S4 |
1.0678 |
1.0750 |
1.1115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1414 |
1.1212 |
0.0202 |
1.8% |
0.0084 |
0.7% |
7% |
False |
True |
102 |
| 10 |
1.1480 |
1.1212 |
0.0268 |
2.4% |
0.0085 |
0.8% |
5% |
False |
True |
73 |
| 20 |
1.1560 |
1.1212 |
0.0348 |
3.1% |
0.0092 |
0.8% |
4% |
False |
True |
81 |
| 40 |
1.2184 |
1.1135 |
0.1049 |
9.3% |
0.0099 |
0.9% |
9% |
False |
False |
98 |
| 60 |
1.2564 |
1.1135 |
0.1429 |
12.7% |
0.0081 |
0.7% |
6% |
False |
False |
69 |
| 80 |
1.2612 |
1.1135 |
0.1477 |
13.2% |
0.0071 |
0.6% |
6% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1522 |
|
2.618 |
1.1425 |
|
1.618 |
1.1366 |
|
1.000 |
1.1330 |
|
0.618 |
1.1307 |
|
HIGH |
1.1271 |
|
0.618 |
1.1248 |
|
0.500 |
1.1242 |
|
0.382 |
1.1235 |
|
LOW |
1.1212 |
|
0.618 |
1.1176 |
|
1.000 |
1.1153 |
|
1.618 |
1.1117 |
|
2.618 |
1.1058 |
|
4.250 |
1.0961 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1242 |
1.1313 |
| PP |
1.1236 |
1.1284 |
| S1 |
1.1231 |
1.1255 |
|