CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 23-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1380 |
1.1394 |
0.0014 |
0.1% |
1.1412 |
| High |
1.1440 |
1.1409 |
-0.0031 |
-0.3% |
1.1466 |
| Low |
1.1295 |
1.1312 |
0.0017 |
0.2% |
1.1295 |
| Close |
1.1413 |
1.1349 |
-0.0064 |
-0.6% |
1.1413 |
| Range |
0.0145 |
0.0097 |
-0.0048 |
-33.1% |
0.0171 |
| ATR |
0.0119 |
0.0118 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
1,202 |
3,136 |
1,934 |
160.9% |
5,738 |
|
| Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1648 |
1.1595 |
1.1402 |
|
| R3 |
1.1551 |
1.1498 |
1.1376 |
|
| R2 |
1.1454 |
1.1454 |
1.1367 |
|
| R1 |
1.1401 |
1.1401 |
1.1358 |
1.1379 |
| PP |
1.1357 |
1.1357 |
1.1357 |
1.1346 |
| S1 |
1.1304 |
1.1304 |
1.1340 |
1.1282 |
| S2 |
1.1260 |
1.1260 |
1.1331 |
|
| S3 |
1.1163 |
1.1207 |
1.1322 |
|
| S4 |
1.1066 |
1.1110 |
1.1296 |
|
|
| 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% |
0.0108 |
0.9% |
32% |
False |
False |
1,774 |
| 10 |
1.1466 |
1.1288 |
0.0178 |
1.6% |
0.0093 |
0.8% |
34% |
False |
False |
1,618 |
| 20 |
1.1546 |
1.1117 |
0.0429 |
3.8% |
0.0120 |
1.1% |
54% |
False |
False |
1,842 |
| 40 |
1.2236 |
1.1117 |
0.1119 |
9.9% |
0.0118 |
1.0% |
21% |
False |
False |
1,332 |
| 60 |
1.2582 |
1.1117 |
0.1465 |
12.9% |
0.0111 |
1.0% |
16% |
False |
False |
979 |
| 80 |
1.2781 |
1.1117 |
0.1664 |
14.7% |
0.0104 |
0.9% |
14% |
False |
False |
758 |
| 100 |
1.2865 |
1.1117 |
0.1748 |
15.4% |
0.0101 |
0.9% |
13% |
False |
False |
615 |
| 120 |
1.3189 |
1.1117 |
0.2072 |
18.3% |
0.0094 |
0.8% |
11% |
False |
False |
517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1821 |
|
2.618 |
1.1663 |
|
1.618 |
1.1566 |
|
1.000 |
1.1506 |
|
0.618 |
1.1469 |
|
HIGH |
1.1409 |
|
0.618 |
1.1372 |
|
0.500 |
1.1361 |
|
0.382 |
1.1349 |
|
LOW |
1.1312 |
|
0.618 |
1.1252 |
|
1.000 |
1.1215 |
|
1.618 |
1.1155 |
|
2.618 |
1.1058 |
|
4.250 |
1.0900 |
|
|
| Fisher Pivots for day following 23-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1361 |
1.1381 |
| PP |
1.1357 |
1.1370 |
| S1 |
1.1353 |
1.1360 |
|