CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1342 |
1.1365 |
0.0023 |
0.2% |
1.1402 |
| High |
1.1392 |
1.1382 |
-0.0010 |
-0.1% |
1.1454 |
| Low |
1.1338 |
1.1185 |
-0.0153 |
-1.3% |
1.1281 |
| Close |
1.1362 |
1.1199 |
-0.0163 |
-1.4% |
1.1399 |
| Range |
0.0054 |
0.0197 |
0.0143 |
264.8% |
0.0173 |
| ATR |
0.0114 |
0.0120 |
0.0006 |
5.2% |
0.0000 |
| Volume |
113,495 |
238,671 |
125,176 |
110.3% |
819,883 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1846 |
1.1720 |
1.1307 |
|
| R3 |
1.1649 |
1.1523 |
1.1253 |
|
| R2 |
1.1452 |
1.1452 |
1.1235 |
|
| R1 |
1.1326 |
1.1326 |
1.1217 |
1.1291 |
| PP |
1.1255 |
1.1255 |
1.1255 |
1.1238 |
| S1 |
1.1129 |
1.1129 |
1.1181 |
1.1094 |
| S2 |
1.1058 |
1.1058 |
1.1163 |
|
| S3 |
1.0861 |
1.0932 |
1.1145 |
|
| S4 |
1.0664 |
1.0735 |
1.1091 |
|
|
| 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 |
1.1434 |
1.1185 |
0.0249 |
2.2% |
0.0115 |
1.0% |
6% |
False |
True |
187,365 |
| 10 |
1.1454 |
1.1185 |
0.0269 |
2.4% |
0.0106 |
0.9% |
5% |
False |
True |
182,644 |
| 20 |
1.1539 |
1.1185 |
0.0354 |
3.2% |
0.0116 |
1.0% |
4% |
False |
True |
189,181 |
| 40 |
1.2196 |
1.1102 |
0.1094 |
9.8% |
0.0127 |
1.1% |
9% |
False |
False |
227,077 |
| 60 |
1.2579 |
1.1102 |
0.1477 |
13.2% |
0.0118 |
1.1% |
7% |
False |
False |
193,244 |
| 80 |
1.2625 |
1.1102 |
0.1523 |
13.6% |
0.0115 |
1.0% |
6% |
False |
False |
145,629 |
| 100 |
1.2896 |
1.1102 |
0.1794 |
16.0% |
0.0114 |
1.0% |
5% |
False |
False |
116,688 |
| 120 |
1.3010 |
1.1102 |
0.1908 |
17.0% |
0.0107 |
1.0% |
5% |
False |
False |
97,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2219 |
|
2.618 |
1.1898 |
|
1.618 |
1.1701 |
|
1.000 |
1.1579 |
|
0.618 |
1.1504 |
|
HIGH |
1.1382 |
|
0.618 |
1.1307 |
|
0.500 |
1.1284 |
|
0.382 |
1.1260 |
|
LOW |
1.1185 |
|
0.618 |
1.1063 |
|
1.000 |
1.0988 |
|
1.618 |
1.0866 |
|
2.618 |
1.0669 |
|
4.250 |
1.0348 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1284 |
1.1289 |
| PP |
1.1255 |
1.1259 |
| S1 |
1.1227 |
1.1229 |
|