CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 10-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1319 |
1.1328 |
0.0009 |
0.1% |
1.1314 |
| High |
1.1363 |
1.1350 |
-0.0013 |
-0.1% |
1.1539 |
| Low |
1.1275 |
1.1277 |
0.0002 |
0.0% |
1.1296 |
| Close |
1.1341 |
1.1317 |
-0.0024 |
-0.2% |
1.1323 |
| Range |
0.0088 |
0.0073 |
-0.0015 |
-17.0% |
0.0243 |
| ATR |
0.0143 |
0.0138 |
-0.0005 |
-3.5% |
0.0000 |
| Volume |
148,265 |
166,942 |
18,677 |
12.6% |
1,090,110 |
|
| Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1534 |
1.1498 |
1.1357 |
|
| R3 |
1.1461 |
1.1425 |
1.1337 |
|
| R2 |
1.1388 |
1.1388 |
1.1330 |
|
| R1 |
1.1352 |
1.1352 |
1.1324 |
1.1334 |
| PP |
1.1315 |
1.1315 |
1.1315 |
1.1305 |
| S1 |
1.1279 |
1.1279 |
1.1310 |
1.1261 |
| S2 |
1.1242 |
1.1242 |
1.1304 |
|
| S3 |
1.1169 |
1.1206 |
1.1297 |
|
| S4 |
1.1096 |
1.1133 |
1.1277 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2115 |
1.1962 |
1.1457 |
|
| R3 |
1.1872 |
1.1719 |
1.1390 |
|
| R2 |
1.1629 |
1.1629 |
1.1368 |
|
| R1 |
1.1476 |
1.1476 |
1.1345 |
1.1553 |
| PP |
1.1386 |
1.1386 |
1.1386 |
1.1424 |
| S1 |
1.1233 |
1.1233 |
1.1301 |
1.1310 |
| S2 |
1.1143 |
1.1143 |
1.1278 |
|
| S3 |
1.0900 |
1.0990 |
1.1256 |
|
| S4 |
1.0657 |
1.0747 |
1.1189 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1503 |
1.1275 |
0.0228 |
2.0% |
0.0139 |
1.2% |
18% |
False |
False |
188,420 |
| 10 |
1.1539 |
1.1266 |
0.0273 |
2.4% |
0.0129 |
1.1% |
19% |
False |
False |
204,237 |
| 20 |
1.1866 |
1.1102 |
0.0764 |
6.8% |
0.0158 |
1.4% |
28% |
False |
False |
265,703 |
| 40 |
1.2579 |
1.1102 |
0.1477 |
13.1% |
0.0123 |
1.1% |
15% |
False |
False |
224,347 |
| 60 |
1.2610 |
1.1102 |
0.1508 |
13.3% |
0.0119 |
1.0% |
14% |
False |
False |
161,147 |
| 80 |
1.2858 |
1.1102 |
0.1756 |
15.5% |
0.0113 |
1.0% |
12% |
False |
False |
121,213 |
| 100 |
1.2942 |
1.1102 |
0.1840 |
16.3% |
0.0111 |
1.0% |
12% |
False |
False |
97,112 |
| 120 |
1.3310 |
1.1102 |
0.2208 |
19.5% |
0.0102 |
0.9% |
10% |
False |
False |
80,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1660 |
|
2.618 |
1.1541 |
|
1.618 |
1.1468 |
|
1.000 |
1.1423 |
|
0.618 |
1.1395 |
|
HIGH |
1.1350 |
|
0.618 |
1.1322 |
|
0.500 |
1.1314 |
|
0.382 |
1.1305 |
|
LOW |
1.1277 |
|
0.618 |
1.1232 |
|
1.000 |
1.1204 |
|
1.618 |
1.1159 |
|
2.618 |
1.1086 |
|
4.250 |
1.0967 |
|
|
| Fisher Pivots for day following 10-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1316 |
1.1379 |
| PP |
1.1315 |
1.1358 |
| S1 |
1.1314 |
1.1338 |
|