CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 20-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1403 |
1.1368 |
-0.0035 |
-0.3% |
1.1402 |
| High |
1.1454 |
1.1434 |
-0.0020 |
-0.2% |
1.1454 |
| Low |
1.1358 |
1.1281 |
-0.0077 |
-0.7% |
1.1281 |
| Close |
1.1368 |
1.1399 |
0.0031 |
0.3% |
1.1399 |
| Range |
0.0096 |
0.0153 |
0.0057 |
59.4% |
0.0173 |
| ATR |
0.0122 |
0.0124 |
0.0002 |
1.8% |
0.0000 |
| Volume |
149,963 |
283,074 |
133,111 |
88.8% |
819,883 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1830 |
1.1768 |
1.1483 |
|
| R3 |
1.1677 |
1.1615 |
1.1441 |
|
| R2 |
1.1524 |
1.1524 |
1.1427 |
|
| R1 |
1.1462 |
1.1462 |
1.1413 |
1.1493 |
| PP |
1.1371 |
1.1371 |
1.1371 |
1.1387 |
| S1 |
1.1309 |
1.1309 |
1.1385 |
1.1340 |
| S2 |
1.1218 |
1.1218 |
1.1371 |
|
| S3 |
1.1065 |
1.1156 |
1.1357 |
|
| S4 |
1.0912 |
1.1003 |
1.1315 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1897 |
1.1821 |
1.1494 |
|
| R3 |
1.1724 |
1.1648 |
1.1447 |
|
| R2 |
1.1551 |
1.1551 |
1.1431 |
|
| R1 |
1.1475 |
1.1475 |
1.1415 |
1.1427 |
| PP |
1.1378 |
1.1378 |
1.1378 |
1.1354 |
| S1 |
1.1302 |
1.1302 |
1.1383 |
1.1254 |
| S2 |
1.1205 |
1.1205 |
1.1367 |
|
| S3 |
1.1032 |
1.1129 |
1.1351 |
|
| S4 |
1.0859 |
1.0956 |
1.1304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1454 |
1.1281 |
0.0173 |
1.5% |
0.0104 |
0.9% |
68% |
False |
True |
191,648 |
| 10 |
1.1483 |
1.1275 |
0.0208 |
1.8% |
0.0104 |
0.9% |
60% |
False |
False |
184,168 |
| 20 |
1.1539 |
1.1102 |
0.0437 |
3.8% |
0.0133 |
1.2% |
68% |
False |
False |
213,423 |
| 40 |
1.2254 |
1.1102 |
0.1152 |
10.1% |
0.0123 |
1.1% |
26% |
False |
False |
217,804 |
| 60 |
1.2579 |
1.1102 |
0.1477 |
13.0% |
0.0117 |
1.0% |
20% |
False |
False |
182,704 |
| 80 |
1.2781 |
1.1102 |
0.1679 |
14.7% |
0.0114 |
1.0% |
18% |
False |
False |
137,490 |
| 100 |
1.2896 |
1.1102 |
0.1794 |
15.7% |
0.0113 |
1.0% |
17% |
False |
False |
110,175 |
| 120 |
1.3194 |
1.1102 |
0.2092 |
18.4% |
0.0106 |
0.9% |
14% |
False |
False |
91,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2084 |
|
2.618 |
1.1835 |
|
1.618 |
1.1682 |
|
1.000 |
1.1587 |
|
0.618 |
1.1529 |
|
HIGH |
1.1434 |
|
0.618 |
1.1376 |
|
0.500 |
1.1358 |
|
0.382 |
1.1339 |
|
LOW |
1.1281 |
|
0.618 |
1.1186 |
|
1.000 |
1.1128 |
|
1.618 |
1.1033 |
|
2.618 |
1.0880 |
|
4.250 |
1.0631 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1385 |
1.1389 |
| PP |
1.1371 |
1.1378 |
| S1 |
1.1358 |
1.1368 |
|