CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 20-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1418 |
1.1380 |
-0.0038 |
-0.3% |
1.1412 |
| High |
1.1466 |
1.1440 |
-0.0026 |
-0.2% |
1.1466 |
| Low |
1.1373 |
1.1295 |
-0.0078 |
-0.7% |
1.1295 |
| Close |
1.1381 |
1.1413 |
0.0032 |
0.3% |
1.1413 |
| Range |
0.0093 |
0.0145 |
0.0052 |
55.9% |
0.0171 |
| ATR |
0.0117 |
0.0119 |
0.0002 |
1.7% |
0.0000 |
| Volume |
1,753 |
1,202 |
-551 |
-31.4% |
5,738 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1818 |
1.1760 |
1.1493 |
|
| R3 |
1.1673 |
1.1615 |
1.1453 |
|
| R2 |
1.1528 |
1.1528 |
1.1440 |
|
| R1 |
1.1470 |
1.1470 |
1.1426 |
1.1499 |
| PP |
1.1383 |
1.1383 |
1.1383 |
1.1397 |
| S1 |
1.1325 |
1.1325 |
1.1400 |
1.1354 |
| S2 |
1.1238 |
1.1238 |
1.1386 |
|
| S3 |
1.1093 |
1.1180 |
1.1373 |
|
| S4 |
1.0948 |
1.1035 |
1.1333 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1904 |
1.1830 |
1.1507 |
|
| R3 |
1.1733 |
1.1659 |
1.1460 |
|
| R2 |
1.1562 |
1.1562 |
1.1444 |
|
| R1 |
1.1488 |
1.1488 |
1.1429 |
1.1525 |
| PP |
1.1391 |
1.1391 |
1.1391 |
1.1410 |
| S1 |
1.1317 |
1.1317 |
1.1397 |
1.1354 |
| S2 |
1.1220 |
1.1220 |
1.1382 |
|
| S3 |
1.1049 |
1.1146 |
1.1366 |
|
| S4 |
1.0878 |
1.0975 |
1.1319 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1466 |
1.1295 |
0.0171 |
1.5% |
0.0100 |
0.9% |
69% |
False |
True |
1,434 |
| 10 |
1.1493 |
1.1288 |
0.0205 |
1.8% |
0.0100 |
0.9% |
61% |
False |
False |
1,481 |
| 20 |
1.1546 |
1.1117 |
0.0429 |
3.8% |
0.0128 |
1.1% |
69% |
False |
False |
1,774 |
| 40 |
1.2256 |
1.1117 |
0.1139 |
10.0% |
0.0117 |
1.0% |
26% |
False |
False |
1,256 |
| 60 |
1.2582 |
1.1117 |
0.1465 |
12.8% |
0.0110 |
1.0% |
20% |
False |
False |
936 |
| 80 |
1.2781 |
1.1117 |
0.1664 |
14.6% |
0.0104 |
0.9% |
18% |
False |
False |
719 |
| 100 |
1.2865 |
1.1117 |
0.1748 |
15.3% |
0.0100 |
0.9% |
17% |
False |
False |
585 |
| 120 |
1.3220 |
1.1117 |
0.2103 |
18.4% |
0.0094 |
0.8% |
14% |
False |
False |
490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2056 |
|
2.618 |
1.1820 |
|
1.618 |
1.1675 |
|
1.000 |
1.1585 |
|
0.618 |
1.1530 |
|
HIGH |
1.1440 |
|
0.618 |
1.1385 |
|
0.500 |
1.1368 |
|
0.382 |
1.1350 |
|
LOW |
1.1295 |
|
0.618 |
1.1205 |
|
1.000 |
1.1150 |
|
1.618 |
1.1060 |
|
2.618 |
1.0915 |
|
4.250 |
1.0679 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1398 |
1.1402 |
| PP |
1.1383 |
1.1391 |
| S1 |
1.1368 |
1.1381 |
|