CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 24-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1394 |
1.1350 |
-0.0044 |
-0.4% |
1.1412 |
| High |
1.1409 |
1.1369 |
-0.0040 |
-0.4% |
1.1466 |
| Low |
1.1312 |
1.1304 |
-0.0008 |
-0.1% |
1.1295 |
| Close |
1.1349 |
1.1351 |
0.0002 |
0.0% |
1.1413 |
| Range |
0.0097 |
0.0065 |
-0.0032 |
-33.0% |
0.0171 |
| ATR |
0.0118 |
0.0114 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
3,136 |
2,699 |
-437 |
-13.9% |
5,738 |
|
| Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1536 |
1.1509 |
1.1387 |
|
| R3 |
1.1471 |
1.1444 |
1.1369 |
|
| R2 |
1.1406 |
1.1406 |
1.1363 |
|
| R1 |
1.1379 |
1.1379 |
1.1357 |
1.1393 |
| PP |
1.1341 |
1.1341 |
1.1341 |
1.1348 |
| S1 |
1.1314 |
1.1314 |
1.1345 |
1.1328 |
| S2 |
1.1276 |
1.1276 |
1.1339 |
|
| S3 |
1.1211 |
1.1249 |
1.1333 |
|
| S4 |
1.1146 |
1.1184 |
1.1315 |
|
|
| 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% |
0.0096 |
0.8% |
33% |
False |
False |
2,125 |
| 10 |
1.1466 |
1.1293 |
0.0173 |
1.5% |
0.0091 |
0.8% |
34% |
False |
False |
1,673 |
| 20 |
1.1546 |
1.1240 |
0.0306 |
2.7% |
0.0114 |
1.0% |
36% |
False |
False |
1,790 |
| 40 |
1.2234 |
1.1117 |
0.1117 |
9.8% |
0.0118 |
1.0% |
21% |
False |
False |
1,395 |
| 60 |
1.2582 |
1.1117 |
0.1465 |
12.9% |
0.0110 |
1.0% |
16% |
False |
False |
1,023 |
| 80 |
1.2778 |
1.1117 |
0.1661 |
14.6% |
0.0104 |
0.9% |
14% |
False |
False |
792 |
| 100 |
1.2865 |
1.1117 |
0.1748 |
15.4% |
0.0101 |
0.9% |
13% |
False |
False |
642 |
| 120 |
1.3189 |
1.1117 |
0.2072 |
18.3% |
0.0094 |
0.8% |
11% |
False |
False |
539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1645 |
|
2.618 |
1.1539 |
|
1.618 |
1.1474 |
|
1.000 |
1.1434 |
|
0.618 |
1.1409 |
|
HIGH |
1.1369 |
|
0.618 |
1.1344 |
|
0.500 |
1.1337 |
|
0.382 |
1.1329 |
|
LOW |
1.1304 |
|
0.618 |
1.1264 |
|
1.000 |
1.1239 |
|
1.618 |
1.1199 |
|
2.618 |
1.1134 |
|
4.250 |
1.1028 |
|
|
| Fisher Pivots for day following 24-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1346 |
1.1368 |
| PP |
1.1341 |
1.1362 |
| S1 |
1.1337 |
1.1357 |
|