CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 27-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1377 |
1.1209 |
-0.0168 |
-1.5% |
1.1394 |
| High |
1.1392 |
1.1260 |
-0.0132 |
-1.2% |
1.1409 |
| Low |
1.1198 |
1.1190 |
-0.0008 |
-0.1% |
1.1190 |
| Close |
1.1211 |
1.1208 |
-0.0003 |
0.0% |
1.1208 |
| Range |
0.0194 |
0.0070 |
-0.0124 |
-63.9% |
0.0219 |
| ATR |
0.0116 |
0.0112 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
1,649 |
8,267 |
6,618 |
401.3% |
18,403 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1429 |
1.1389 |
1.1247 |
|
| R3 |
1.1359 |
1.1319 |
1.1227 |
|
| R2 |
1.1289 |
1.1289 |
1.1221 |
|
| R1 |
1.1249 |
1.1249 |
1.1214 |
1.1234 |
| PP |
1.1219 |
1.1219 |
1.1219 |
1.1212 |
| S1 |
1.1179 |
1.1179 |
1.1202 |
1.1164 |
| S2 |
1.1149 |
1.1149 |
1.1195 |
|
| S3 |
1.1079 |
1.1109 |
1.1189 |
|
| S4 |
1.1009 |
1.1039 |
1.1170 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1926 |
1.1786 |
1.1328 |
|
| R3 |
1.1707 |
1.1567 |
1.1268 |
|
| R2 |
1.1488 |
1.1488 |
1.1248 |
|
| R1 |
1.1348 |
1.1348 |
1.1228 |
1.1309 |
| PP |
1.1269 |
1.1269 |
1.1269 |
1.1249 |
| S1 |
1.1129 |
1.1129 |
1.1188 |
1.1090 |
| S2 |
1.1050 |
1.1050 |
1.1168 |
|
| S3 |
1.0831 |
1.0910 |
1.1148 |
|
| S4 |
1.0612 |
1.0691 |
1.1088 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1409 |
1.1190 |
0.0219 |
2.0% |
0.0095 |
0.9% |
8% |
False |
True |
3,680 |
| 10 |
1.1466 |
1.1190 |
0.0276 |
2.5% |
0.0098 |
0.9% |
7% |
False |
True |
2,557 |
| 20 |
1.1546 |
1.1190 |
0.0356 |
3.2% |
0.0110 |
1.0% |
5% |
False |
True |
2,068 |
| 40 |
1.2185 |
1.1117 |
0.1068 |
9.5% |
0.0122 |
1.1% |
9% |
False |
False |
1,700 |
| 60 |
1.2582 |
1.1117 |
0.1465 |
13.1% |
0.0112 |
1.0% |
6% |
False |
False |
1,228 |
| 80 |
1.2610 |
1.1117 |
0.1493 |
13.3% |
0.0105 |
0.9% |
6% |
False |
False |
944 |
| 100 |
1.2865 |
1.1117 |
0.1748 |
15.6% |
0.0101 |
0.9% |
5% |
False |
False |
765 |
| 120 |
1.3029 |
1.1117 |
0.1912 |
17.1% |
0.0095 |
0.8% |
5% |
False |
False |
644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1558 |
|
2.618 |
1.1443 |
|
1.618 |
1.1373 |
|
1.000 |
1.1330 |
|
0.618 |
1.1303 |
|
HIGH |
1.1260 |
|
0.618 |
1.1233 |
|
0.500 |
1.1225 |
|
0.382 |
1.1217 |
|
LOW |
1.1190 |
|
0.618 |
1.1147 |
|
1.000 |
1.1120 |
|
1.618 |
1.1077 |
|
2.618 |
1.1007 |
|
4.250 |
1.0893 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1225 |
1.1296 |
| PP |
1.1219 |
1.1267 |
| S1 |
1.1214 |
1.1237 |
|