CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 12-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1369 |
1.1414 |
0.0045 |
0.4% |
1.1382 |
| High |
1.1369 |
1.1476 |
0.0107 |
0.9% |
1.1542 |
| Low |
1.1330 |
1.1378 |
0.0048 |
0.4% |
1.1355 |
| Close |
1.1365 |
1.1476 |
0.0111 |
1.0% |
1.1379 |
| Range |
0.0039 |
0.0098 |
0.0059 |
151.3% |
0.0187 |
| ATR |
|
|
|
|
|
| Volume |
6 |
9 |
3 |
50.0% |
48 |
|
| Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1737 |
1.1705 |
1.1530 |
|
| R3 |
1.1639 |
1.1607 |
1.1503 |
|
| R2 |
1.1541 |
1.1541 |
1.1494 |
|
| R1 |
1.1509 |
1.1509 |
1.1485 |
1.1525 |
| PP |
1.1443 |
1.1443 |
1.1443 |
1.1452 |
| S1 |
1.1411 |
1.1411 |
1.1467 |
1.1427 |
| S2 |
1.1345 |
1.1345 |
1.1458 |
|
| S3 |
1.1247 |
1.1313 |
1.1449 |
|
| S4 |
1.1149 |
1.1215 |
1.1422 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1986 |
1.1870 |
1.1482 |
|
| R3 |
1.1799 |
1.1683 |
1.1430 |
|
| R2 |
1.1612 |
1.1612 |
1.1413 |
|
| R1 |
1.1496 |
1.1496 |
1.1396 |
1.1461 |
| PP |
1.1425 |
1.1425 |
1.1425 |
1.1408 |
| S1 |
1.1309 |
1.1309 |
1.1362 |
1.1274 |
| S2 |
1.1238 |
1.1238 |
1.1345 |
|
| S3 |
1.1051 |
1.1122 |
1.1328 |
|
| S4 |
1.0864 |
1.0935 |
1.1276 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1893 |
|
2.618 |
1.1733 |
|
1.618 |
1.1635 |
|
1.000 |
1.1574 |
|
0.618 |
1.1537 |
|
HIGH |
1.1476 |
|
0.618 |
1.1439 |
|
0.500 |
1.1427 |
|
0.382 |
1.1415 |
|
LOW |
1.1378 |
|
0.618 |
1.1317 |
|
1.000 |
1.1280 |
|
1.618 |
1.1219 |
|
2.618 |
1.1121 |
|
4.250 |
1.0962 |
|
|
| Fisher Pivots for day following 12-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1460 |
1.1452 |
| PP |
1.1443 |
1.1427 |
| S1 |
1.1427 |
1.1403 |
|