CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 25-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1338 |
1.1342 |
0.0004 |
0.0% |
1.1402 |
| High |
1.1361 |
1.1392 |
0.0031 |
0.3% |
1.1454 |
| Low |
1.1290 |
1.1338 |
0.0048 |
0.4% |
1.1281 |
| Close |
1.1339 |
1.1362 |
0.0023 |
0.2% |
1.1399 |
| Range |
0.0071 |
0.0054 |
-0.0017 |
-23.9% |
0.0173 |
| ATR |
0.0119 |
0.0114 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
174,651 |
113,495 |
-61,156 |
-35.0% |
819,883 |
|
| Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1526 |
1.1498 |
1.1392 |
|
| R3 |
1.1472 |
1.1444 |
1.1377 |
|
| R2 |
1.1418 |
1.1418 |
1.1372 |
|
| R1 |
1.1390 |
1.1390 |
1.1367 |
1.1404 |
| PP |
1.1364 |
1.1364 |
1.1364 |
1.1371 |
| S1 |
1.1336 |
1.1336 |
1.1357 |
1.1350 |
| S2 |
1.1310 |
1.1310 |
1.1352 |
|
| S3 |
1.1256 |
1.1282 |
1.1347 |
|
| S4 |
1.1202 |
1.1228 |
1.1332 |
|
|
| 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% |
0.0095 |
0.8% |
47% |
False |
False |
169,624 |
| 10 |
1.1454 |
1.1281 |
0.0173 |
1.5% |
0.0094 |
0.8% |
47% |
False |
False |
172,468 |
| 20 |
1.1539 |
1.1266 |
0.0273 |
2.4% |
0.0111 |
1.0% |
35% |
False |
False |
188,353 |
| 40 |
1.2230 |
1.1102 |
0.1128 |
9.9% |
0.0124 |
1.1% |
23% |
False |
False |
223,626 |
| 60 |
1.2579 |
1.1102 |
0.1477 |
13.0% |
0.0117 |
1.0% |
18% |
False |
False |
189,416 |
| 80 |
1.2649 |
1.1102 |
0.1547 |
13.6% |
0.0114 |
1.0% |
17% |
False |
False |
142,653 |
| 100 |
1.2896 |
1.1102 |
0.1794 |
15.8% |
0.0113 |
1.0% |
14% |
False |
False |
114,309 |
| 120 |
1.3170 |
1.1102 |
0.2068 |
18.2% |
0.0108 |
0.9% |
13% |
False |
False |
95,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1622 |
|
2.618 |
1.1533 |
|
1.618 |
1.1479 |
|
1.000 |
1.1446 |
|
0.618 |
1.1425 |
|
HIGH |
1.1392 |
|
0.618 |
1.1371 |
|
0.500 |
1.1365 |
|
0.382 |
1.1359 |
|
LOW |
1.1338 |
|
0.618 |
1.1305 |
|
1.000 |
1.1284 |
|
1.618 |
1.1251 |
|
2.618 |
1.1197 |
|
4.250 |
1.1109 |
|
|
| Fisher Pivots for day following 25-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1365 |
1.1356 |
| PP |
1.1364 |
1.1350 |
| S1 |
1.1363 |
1.1344 |
|