CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1402 |
1.1388 |
-0.0014 |
-0.1% |
1.1467 |
| High |
1.1417 |
1.1388 |
-0.0029 |
-0.3% |
1.1477 |
| Low |
1.1402 |
1.1254 |
-0.0148 |
-1.3% |
1.1380 |
| Close |
1.1417 |
1.1254 |
-0.0163 |
-1.4% |
1.1458 |
| Range |
0.0015 |
0.0134 |
0.0119 |
793.3% |
0.0097 |
| ATR |
0.0062 |
0.0070 |
0.0007 |
11.5% |
0.0000 |
| Volume |
10 |
4 |
-6 |
-60.0% |
17 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1701 |
1.1611 |
1.1328 |
|
| R3 |
1.1567 |
1.1477 |
1.1291 |
|
| R2 |
1.1433 |
1.1433 |
1.1279 |
|
| R1 |
1.1343 |
1.1343 |
1.1266 |
1.1321 |
| PP |
1.1299 |
1.1299 |
1.1299 |
1.1288 |
| S1 |
1.1209 |
1.1209 |
1.1242 |
1.1187 |
| S2 |
1.1165 |
1.1165 |
1.1229 |
|
| S3 |
1.1031 |
1.1075 |
1.1217 |
|
| S4 |
1.0897 |
1.0941 |
1.1180 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1729 |
1.1691 |
1.1511 |
|
| R3 |
1.1632 |
1.1594 |
1.1485 |
|
| R2 |
1.1535 |
1.1535 |
1.1476 |
|
| R1 |
1.1497 |
1.1497 |
1.1467 |
1.1468 |
| PP |
1.1438 |
1.1438 |
1.1438 |
1.1424 |
| S1 |
1.1400 |
1.1400 |
1.1449 |
1.1371 |
| S2 |
1.1341 |
1.1341 |
1.1440 |
|
| S3 |
1.1244 |
1.1303 |
1.1431 |
|
| S4 |
1.1147 |
1.1206 |
1.1405 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1958 |
|
2.618 |
1.1739 |
|
1.618 |
1.1605 |
|
1.000 |
1.1522 |
|
0.618 |
1.1471 |
|
HIGH |
1.1388 |
|
0.618 |
1.1337 |
|
0.500 |
1.1321 |
|
0.382 |
1.1305 |
|
LOW |
1.1254 |
|
0.618 |
1.1171 |
|
1.000 |
1.1120 |
|
1.618 |
1.1037 |
|
2.618 |
1.0903 |
|
4.250 |
1.0685 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1321 |
1.1336 |
| PP |
1.1299 |
1.1308 |
| S1 |
1.1276 |
1.1281 |
|