CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 13-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1414 |
1.1474 |
0.0060 |
0.5% |
1.1398 |
| High |
1.1476 |
1.1474 |
-0.0002 |
0.0% |
1.1476 |
| Low |
1.1378 |
1.1452 |
0.0074 |
0.7% |
1.1330 |
| Close |
1.1476 |
1.1452 |
-0.0024 |
-0.2% |
1.1452 |
| Range |
0.0098 |
0.0022 |
-0.0076 |
-77.6% |
0.0146 |
| ATR |
|
|
|
|
|
| Volume |
9 |
125 |
116 |
1,288.9% |
145 |
|
| Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1525 |
1.1511 |
1.1464 |
|
| R3 |
1.1503 |
1.1489 |
1.1458 |
|
| R2 |
1.1481 |
1.1481 |
1.1456 |
|
| R1 |
1.1467 |
1.1467 |
1.1454 |
1.1463 |
| PP |
1.1459 |
1.1459 |
1.1459 |
1.1458 |
| S1 |
1.1445 |
1.1445 |
1.1450 |
1.1441 |
| S2 |
1.1437 |
1.1437 |
1.1448 |
|
| S3 |
1.1415 |
1.1423 |
1.1446 |
|
| S4 |
1.1393 |
1.1401 |
1.1440 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1857 |
1.1801 |
1.1532 |
|
| R3 |
1.1711 |
1.1655 |
1.1492 |
|
| R2 |
1.1565 |
1.1565 |
1.1479 |
|
| R1 |
1.1509 |
1.1509 |
1.1465 |
1.1537 |
| PP |
1.1419 |
1.1419 |
1.1419 |
1.1434 |
| S1 |
1.1363 |
1.1363 |
1.1439 |
1.1391 |
| S2 |
1.1273 |
1.1273 |
1.1425 |
|
| S3 |
1.1127 |
1.1217 |
1.1412 |
|
| S4 |
1.0981 |
1.1071 |
1.1372 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1568 |
|
2.618 |
1.1532 |
|
1.618 |
1.1510 |
|
1.000 |
1.1496 |
|
0.618 |
1.1488 |
|
HIGH |
1.1474 |
|
0.618 |
1.1466 |
|
0.500 |
1.1463 |
|
0.382 |
1.1460 |
|
LOW |
1.1452 |
|
0.618 |
1.1438 |
|
1.000 |
1.1430 |
|
1.618 |
1.1416 |
|
2.618 |
1.1394 |
|
4.250 |
1.1359 |
|
|
| Fisher Pivots for day following 13-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1463 |
1.1436 |
| PP |
1.1459 |
1.1419 |
| S1 |
1.1456 |
1.1403 |
|