CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 10-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1327 |
1.1344 |
0.0017 |
0.2% |
1.1318 |
| High |
1.1372 |
1.1361 |
-0.0011 |
-0.1% |
1.1546 |
| Low |
1.1288 |
1.1293 |
0.0005 |
0.0% |
1.1311 |
| Close |
1.1354 |
1.1330 |
-0.0024 |
-0.2% |
1.1335 |
| Range |
0.0084 |
0.0068 |
-0.0016 |
-19.0% |
0.0235 |
| ATR |
0.0137 |
0.0133 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
2,155 |
1,269 |
-886 |
-41.1% |
8,664 |
|
| Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1532 |
1.1499 |
1.1367 |
|
| R3 |
1.1464 |
1.1431 |
1.1349 |
|
| R2 |
1.1396 |
1.1396 |
1.1342 |
|
| R1 |
1.1363 |
1.1363 |
1.1336 |
1.1346 |
| PP |
1.1328 |
1.1328 |
1.1328 |
1.1319 |
| S1 |
1.1295 |
1.1295 |
1.1324 |
1.1278 |
| S2 |
1.1260 |
1.1260 |
1.1318 |
|
| S3 |
1.1192 |
1.1227 |
1.1311 |
|
| S4 |
1.1124 |
1.1159 |
1.1293 |
|
|
| 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 |
1.1513 |
1.1288 |
0.0225 |
2.0% |
0.0135 |
1.2% |
19% |
False |
False |
2,153 |
| 10 |
1.1546 |
1.1281 |
0.0265 |
2.3% |
0.0123 |
1.1% |
18% |
False |
False |
1,781 |
| 20 |
1.1872 |
1.1117 |
0.0755 |
6.7% |
0.0152 |
1.3% |
28% |
False |
False |
1,712 |
| 40 |
1.2582 |
1.1117 |
0.1465 |
12.9% |
0.0117 |
1.0% |
15% |
False |
False |
1,100 |
| 60 |
1.2610 |
1.1117 |
0.1493 |
13.2% |
0.0110 |
1.0% |
14% |
False |
False |
781 |
| 80 |
1.2850 |
1.1117 |
0.1733 |
15.3% |
0.0100 |
0.9% |
12% |
False |
False |
601 |
| 100 |
1.2952 |
1.1117 |
0.1835 |
16.2% |
0.0098 |
0.9% |
12% |
False |
False |
491 |
| 120 |
1.3306 |
1.1117 |
0.2189 |
19.3% |
0.0089 |
0.8% |
10% |
False |
False |
411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1650 |
|
2.618 |
1.1539 |
|
1.618 |
1.1471 |
|
1.000 |
1.1429 |
|
0.618 |
1.1403 |
|
HIGH |
1.1361 |
|
0.618 |
1.1335 |
|
0.500 |
1.1327 |
|
0.382 |
1.1319 |
|
LOW |
1.1293 |
|
0.618 |
1.1251 |
|
1.000 |
1.1225 |
|
1.618 |
1.1183 |
|
2.618 |
1.1115 |
|
4.250 |
1.1004 |
|
|
| Fisher Pivots for day following 10-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1329 |
1.1391 |
| PP |
1.1328 |
1.1370 |
| S1 |
1.1327 |
1.1350 |
|