CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 18-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1412 |
1.1419 |
0.0007 |
0.1% |
1.1327 |
| High |
1.1465 |
1.1431 |
-0.0034 |
-0.3% |
1.1458 |
| Low |
1.1340 |
1.1352 |
0.0012 |
0.1% |
1.1288 |
| Close |
1.1430 |
1.1398 |
-0.0032 |
-0.3% |
1.1408 |
| Range |
0.0125 |
0.0079 |
-0.0046 |
-36.8% |
0.0170 |
| ATR |
0.0122 |
0.0119 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
944 |
1,839 |
895 |
94.8% |
7,314 |
|
| Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1631 |
1.1593 |
1.1441 |
|
| R3 |
1.1552 |
1.1514 |
1.1420 |
|
| R2 |
1.1473 |
1.1473 |
1.1412 |
|
| R1 |
1.1435 |
1.1435 |
1.1405 |
1.1415 |
| PP |
1.1394 |
1.1394 |
1.1394 |
1.1383 |
| S1 |
1.1356 |
1.1356 |
1.1391 |
1.1336 |
| S2 |
1.1315 |
1.1315 |
1.1384 |
|
| S3 |
1.1236 |
1.1277 |
1.1376 |
|
| S4 |
1.1157 |
1.1198 |
1.1355 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1895 |
1.1821 |
1.1502 |
|
| R3 |
1.1725 |
1.1651 |
1.1455 |
|
| R2 |
1.1555 |
1.1555 |
1.1439 |
|
| R1 |
1.1481 |
1.1481 |
1.1424 |
1.1518 |
| PP |
1.1385 |
1.1385 |
1.1385 |
1.1403 |
| S1 |
1.1311 |
1.1311 |
1.1392 |
1.1348 |
| S2 |
1.1215 |
1.1215 |
1.1377 |
|
| S3 |
1.1045 |
1.1141 |
1.1361 |
|
| S4 |
1.0875 |
1.0971 |
1.1315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1465 |
1.1298 |
0.0167 |
1.5% |
0.0089 |
0.8% |
60% |
False |
False |
1,334 |
| 10 |
1.1513 |
1.1288 |
0.0225 |
2.0% |
0.0112 |
1.0% |
49% |
False |
False |
1,744 |
| 20 |
1.1695 |
1.1117 |
0.0578 |
5.1% |
0.0140 |
1.2% |
49% |
False |
False |
1,762 |
| 40 |
1.2322 |
1.1117 |
0.1205 |
10.6% |
0.0114 |
1.0% |
23% |
False |
False |
1,201 |
| 60 |
1.2582 |
1.1117 |
0.1465 |
12.9% |
0.0110 |
1.0% |
19% |
False |
False |
889 |
| 80 |
1.2781 |
1.1117 |
0.1664 |
14.6% |
0.0101 |
0.9% |
17% |
False |
False |
682 |
| 100 |
1.2865 |
1.1117 |
0.1748 |
15.3% |
0.0099 |
0.9% |
16% |
False |
False |
557 |
| 120 |
1.3240 |
1.1117 |
0.2123 |
18.6% |
0.0092 |
0.8% |
13% |
False |
False |
466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1767 |
|
2.618 |
1.1638 |
|
1.618 |
1.1559 |
|
1.000 |
1.1510 |
|
0.618 |
1.1480 |
|
HIGH |
1.1431 |
|
0.618 |
1.1401 |
|
0.500 |
1.1392 |
|
0.382 |
1.1382 |
|
LOW |
1.1352 |
|
0.618 |
1.1303 |
|
1.000 |
1.1273 |
|
1.618 |
1.1224 |
|
2.618 |
1.1145 |
|
4.250 |
1.1016 |
|
|
| Fisher Pivots for day following 18-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1396 |
1.1403 |
| PP |
1.1394 |
1.1401 |
| S1 |
1.1392 |
1.1400 |
|