CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 17-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1405 |
1.1402 |
-0.0003 |
0.0% |
1.1319 |
| High |
1.1447 |
1.1452 |
0.0005 |
0.0% |
1.1447 |
| Low |
1.1383 |
1.1325 |
-0.0058 |
-0.5% |
1.1275 |
| Close |
1.1395 |
1.1417 |
0.0022 |
0.2% |
1.1395 |
| Range |
0.0064 |
0.0127 |
0.0063 |
98.4% |
0.0172 |
| ATR |
0.0127 |
0.0127 |
0.0000 |
0.0% |
0.0000 |
| Volume |
138,359 |
225,777 |
87,418 |
63.2% |
804,930 |
|
| Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1779 |
1.1725 |
1.1487 |
|
| R3 |
1.1652 |
1.1598 |
1.1452 |
|
| R2 |
1.1525 |
1.1525 |
1.1440 |
|
| R1 |
1.1471 |
1.1471 |
1.1429 |
1.1498 |
| PP |
1.1398 |
1.1398 |
1.1398 |
1.1412 |
| S1 |
1.1344 |
1.1344 |
1.1405 |
1.1371 |
| S2 |
1.1271 |
1.1271 |
1.1394 |
|
| S3 |
1.1144 |
1.1217 |
1.1382 |
|
| S4 |
1.1017 |
1.1090 |
1.1347 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1888 |
1.1814 |
1.1490 |
|
| R3 |
1.1716 |
1.1642 |
1.1442 |
|
| R2 |
1.1544 |
1.1544 |
1.1427 |
|
| R1 |
1.1470 |
1.1470 |
1.1411 |
1.1507 |
| PP |
1.1372 |
1.1372 |
1.1372 |
1.1391 |
| S1 |
1.1298 |
1.1298 |
1.1379 |
1.1335 |
| S2 |
1.1200 |
1.1200 |
1.1363 |
|
| S3 |
1.1028 |
1.1126 |
1.1348 |
|
| S4 |
1.0856 |
1.0954 |
1.1300 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1452 |
1.1277 |
0.0175 |
1.5% |
0.0091 |
0.8% |
80% |
True |
False |
176,488 |
| 10 |
1.1539 |
1.1275 |
0.0264 |
2.3% |
0.0130 |
1.1% |
54% |
False |
False |
195,078 |
| 20 |
1.1683 |
1.1102 |
0.0581 |
5.1% |
0.0145 |
1.3% |
54% |
False |
False |
230,043 |
| 40 |
1.2362 |
1.1102 |
0.1260 |
11.0% |
0.0121 |
1.1% |
25% |
False |
False |
215,042 |
| 60 |
1.2610 |
1.1102 |
0.1508 |
13.2% |
0.0118 |
1.0% |
21% |
False |
False |
172,921 |
| 80 |
1.2781 |
1.1102 |
0.1679 |
14.7% |
0.0113 |
1.0% |
19% |
False |
False |
130,093 |
| 100 |
1.2896 |
1.1102 |
0.1794 |
15.7% |
0.0112 |
1.0% |
18% |
False |
False |
104,247 |
| 120 |
1.3225 |
1.1102 |
0.2123 |
18.6% |
0.0105 |
0.9% |
15% |
False |
False |
86,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1992 |
|
2.618 |
1.1784 |
|
1.618 |
1.1657 |
|
1.000 |
1.1579 |
|
0.618 |
1.1530 |
|
HIGH |
1.1452 |
|
0.618 |
1.1403 |
|
0.500 |
1.1389 |
|
0.382 |
1.1374 |
|
LOW |
1.1325 |
|
0.618 |
1.1247 |
|
1.000 |
1.1198 |
|
1.618 |
1.1120 |
|
2.618 |
1.0993 |
|
4.250 |
1.0785 |
|
|
| Fisher Pivots for day following 17-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1408 |
1.1405 |
| PP |
1.1398 |
1.1392 |
| S1 |
1.1389 |
1.1380 |
|