CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 09-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1493 |
1.1327 |
-0.0166 |
-1.4% |
1.1318 |
| High |
1.1493 |
1.1372 |
-0.0121 |
-1.1% |
1.1546 |
| Low |
1.1328 |
1.1288 |
-0.0040 |
-0.4% |
1.1311 |
| Close |
1.1335 |
1.1354 |
0.0019 |
0.2% |
1.1335 |
| Range |
0.0165 |
0.0084 |
-0.0081 |
-49.1% |
0.0235 |
| ATR |
0.0142 |
0.0137 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
1,765 |
2,155 |
390 |
22.1% |
8,664 |
|
| Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1590 |
1.1556 |
1.1400 |
|
| R3 |
1.1506 |
1.1472 |
1.1377 |
|
| R2 |
1.1422 |
1.1422 |
1.1369 |
|
| R1 |
1.1388 |
1.1388 |
1.1362 |
1.1405 |
| PP |
1.1338 |
1.1338 |
1.1338 |
1.1347 |
| S1 |
1.1304 |
1.1304 |
1.1346 |
1.1321 |
| S2 |
1.1254 |
1.1254 |
1.1339 |
|
| S3 |
1.1170 |
1.1220 |
1.1331 |
|
| S4 |
1.1086 |
1.1136 |
1.1308 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2102 |
1.1954 |
1.1464 |
|
| R3 |
1.1867 |
1.1719 |
1.1400 |
|
| R2 |
1.1632 |
1.1632 |
1.1378 |
|
| R1 |
1.1484 |
1.1484 |
1.1357 |
1.1558 |
| PP |
1.1397 |
1.1397 |
1.1397 |
1.1435 |
| S1 |
1.1249 |
1.1249 |
1.1313 |
1.1323 |
| S2 |
1.1162 |
1.1162 |
1.1292 |
|
| S3 |
1.0927 |
1.1014 |
1.1270 |
|
| S4 |
1.0692 |
1.0779 |
1.1206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1546 |
1.1288 |
0.0258 |
2.3% |
0.0163 |
1.4% |
26% |
False |
True |
2,020 |
| 10 |
1.1546 |
1.1240 |
0.0306 |
2.7% |
0.0136 |
1.2% |
37% |
False |
False |
1,908 |
| 20 |
1.1888 |
1.1117 |
0.0771 |
6.8% |
0.0153 |
1.3% |
31% |
False |
False |
1,699 |
| 40 |
1.2582 |
1.1117 |
0.1465 |
12.9% |
0.0118 |
1.0% |
16% |
False |
False |
1,073 |
| 60 |
1.2610 |
1.1117 |
0.1493 |
13.1% |
0.0110 |
1.0% |
16% |
False |
False |
761 |
| 80 |
1.2865 |
1.1117 |
0.1748 |
15.4% |
0.0101 |
0.9% |
14% |
False |
False |
586 |
| 100 |
1.3010 |
1.1117 |
0.1893 |
16.7% |
0.0098 |
0.9% |
13% |
False |
False |
478 |
| 120 |
1.3350 |
1.1117 |
0.2233 |
19.7% |
0.0089 |
0.8% |
11% |
False |
False |
400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1729 |
|
2.618 |
1.1592 |
|
1.618 |
1.1508 |
|
1.000 |
1.1456 |
|
0.618 |
1.1424 |
|
HIGH |
1.1372 |
|
0.618 |
1.1340 |
|
0.500 |
1.1330 |
|
0.382 |
1.1320 |
|
LOW |
1.1288 |
|
0.618 |
1.1236 |
|
1.000 |
1.1204 |
|
1.618 |
1.1152 |
|
2.618 |
1.1068 |
|
4.250 |
1.0931 |
|
|
| Fisher Pivots for day following 09-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1346 |
1.1401 |
| PP |
1.1338 |
1.1385 |
| S1 |
1.1330 |
1.1370 |
|