CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 18-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1402 |
1.1413 |
0.0011 |
0.1% |
1.1319 |
| High |
1.1452 |
1.1419 |
-0.0033 |
-0.3% |
1.1447 |
| Low |
1.1325 |
1.1337 |
0.0012 |
0.1% |
1.1275 |
| Close |
1.1417 |
1.1384 |
-0.0033 |
-0.3% |
1.1395 |
| Range |
0.0127 |
0.0082 |
-0.0045 |
-35.4% |
0.0172 |
| ATR |
0.0127 |
0.0124 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
225,777 |
161,069 |
-64,708 |
-28.7% |
804,930 |
|
| Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1626 |
1.1587 |
1.1429 |
|
| R3 |
1.1544 |
1.1505 |
1.1407 |
|
| R2 |
1.1462 |
1.1462 |
1.1399 |
|
| R1 |
1.1423 |
1.1423 |
1.1392 |
1.1402 |
| PP |
1.1380 |
1.1380 |
1.1380 |
1.1369 |
| S1 |
1.1341 |
1.1341 |
1.1376 |
1.1320 |
| S2 |
1.1298 |
1.1298 |
1.1369 |
|
| S3 |
1.1216 |
1.1259 |
1.1361 |
|
| S4 |
1.1134 |
1.1177 |
1.1339 |
|
|
| 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 |
1.1283 |
0.0169 |
1.5% |
0.0092 |
0.8% |
60% |
False |
False |
175,313 |
| 10 |
1.1503 |
1.1275 |
0.0228 |
2.0% |
0.0116 |
1.0% |
48% |
False |
False |
181,867 |
| 20 |
1.1683 |
1.1102 |
0.0581 |
5.1% |
0.0144 |
1.3% |
49% |
False |
False |
224,233 |
| 40 |
1.2312 |
1.1102 |
0.1210 |
10.6% |
0.0120 |
1.1% |
23% |
False |
False |
213,596 |
| 60 |
1.2584 |
1.1102 |
0.1482 |
13.0% |
0.0117 |
1.0% |
19% |
False |
False |
175,565 |
| 80 |
1.2781 |
1.1102 |
0.1679 |
14.7% |
0.0112 |
1.0% |
17% |
False |
False |
132,096 |
| 100 |
1.2896 |
1.1102 |
0.1794 |
15.8% |
0.0112 |
1.0% |
16% |
False |
False |
105,855 |
| 120 |
1.3225 |
1.1102 |
0.2123 |
18.6% |
0.0105 |
0.9% |
13% |
False |
False |
88,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1768 |
|
2.618 |
1.1634 |
|
1.618 |
1.1552 |
|
1.000 |
1.1501 |
|
0.618 |
1.1470 |
|
HIGH |
1.1419 |
|
0.618 |
1.1388 |
|
0.500 |
1.1378 |
|
0.382 |
1.1368 |
|
LOW |
1.1337 |
|
0.618 |
1.1286 |
|
1.000 |
1.1255 |
|
1.618 |
1.1204 |
|
2.618 |
1.1122 |
|
4.250 |
1.0989 |
|
|
| Fisher Pivots for day following 18-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1382 |
1.1389 |
| PP |
1.1380 |
1.1387 |
| S1 |
1.1378 |
1.1386 |
|