CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1237 |
1.1202 |
-0.0035 |
-0.3% |
1.1409 |
| High |
1.1271 |
1.1269 |
-0.0002 |
0.0% |
1.1414 |
| Low |
1.1212 |
1.1202 |
-0.0010 |
-0.1% |
1.1212 |
| Close |
1.1226 |
1.1219 |
-0.0007 |
-0.1% |
1.1226 |
| Range |
0.0059 |
0.0067 |
0.0008 |
13.6% |
0.0202 |
| ATR |
0.0099 |
0.0096 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
264 |
178 |
-86 |
-32.6% |
510 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1431 |
1.1392 |
1.1256 |
|
| R3 |
1.1364 |
1.1325 |
1.1237 |
|
| R2 |
1.1297 |
1.1297 |
1.1231 |
|
| R1 |
1.1258 |
1.1258 |
1.1225 |
1.1278 |
| PP |
1.1230 |
1.1230 |
1.1230 |
1.1240 |
| S1 |
1.1191 |
1.1191 |
1.1213 |
1.1211 |
| S2 |
1.1163 |
1.1163 |
1.1207 |
|
| S3 |
1.1096 |
1.1124 |
1.1201 |
|
| S4 |
1.1029 |
1.1057 |
1.1182 |
|
|
| 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 |
1.1202 |
0.0212 |
1.9% |
0.0081 |
0.7% |
8% |
False |
True |
120 |
| 10 |
1.1480 |
1.1202 |
0.0278 |
2.5% |
0.0086 |
0.8% |
6% |
False |
True |
88 |
| 20 |
1.1560 |
1.1202 |
0.0358 |
3.2% |
0.0092 |
0.8% |
5% |
False |
True |
82 |
| 40 |
1.2099 |
1.1135 |
0.0964 |
8.6% |
0.0100 |
0.9% |
9% |
False |
False |
101 |
| 60 |
1.2564 |
1.1135 |
0.1429 |
12.7% |
0.0082 |
0.7% |
6% |
False |
False |
72 |
| 80 |
1.2612 |
1.1135 |
0.1477 |
13.2% |
0.0072 |
0.6% |
6% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1554 |
|
2.618 |
1.1444 |
|
1.618 |
1.1377 |
|
1.000 |
1.1336 |
|
0.618 |
1.1310 |
|
HIGH |
1.1269 |
|
0.618 |
1.1243 |
|
0.500 |
1.1236 |
|
0.382 |
1.1228 |
|
LOW |
1.1202 |
|
0.618 |
1.1161 |
|
1.000 |
1.1135 |
|
1.618 |
1.1094 |
|
2.618 |
1.1027 |
|
4.250 |
1.0917 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1236 |
1.1305 |
| PP |
1.1230 |
1.1276 |
| S1 |
1.1225 |
1.1248 |
|