CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 06-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1376 |
1.1501 |
0.0125 |
1.1% |
1.1350 |
| High |
1.1511 |
1.1503 |
-0.0008 |
-0.1% |
1.1560 |
| Low |
1.1376 |
1.1354 |
-0.0022 |
-0.2% |
1.1338 |
| Close |
1.1508 |
1.1354 |
-0.0154 |
-1.3% |
1.1354 |
| Range |
0.0135 |
0.0149 |
0.0014 |
10.4% |
0.0222 |
| ATR |
0.0116 |
0.0119 |
0.0003 |
2.3% |
0.0000 |
| Volume |
51 |
29 |
-22 |
-43.1% |
514 |
|
| Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1851 |
1.1751 |
1.1436 |
|
| R3 |
1.1702 |
1.1602 |
1.1395 |
|
| R2 |
1.1553 |
1.1553 |
1.1381 |
|
| R1 |
1.1453 |
1.1453 |
1.1368 |
1.1429 |
| PP |
1.1404 |
1.1404 |
1.1404 |
1.1391 |
| S1 |
1.1304 |
1.1304 |
1.1340 |
1.1280 |
| S2 |
1.1255 |
1.1255 |
1.1327 |
|
| S3 |
1.1106 |
1.1155 |
1.1313 |
|
| S4 |
1.0957 |
1.1006 |
1.1272 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2083 |
1.1941 |
1.1476 |
|
| R3 |
1.1861 |
1.1719 |
1.1415 |
|
| R2 |
1.1639 |
1.1639 |
1.1395 |
|
| R1 |
1.1497 |
1.1497 |
1.1374 |
1.1568 |
| PP |
1.1417 |
1.1417 |
1.1417 |
1.1453 |
| S1 |
1.1275 |
1.1275 |
1.1334 |
1.1346 |
| S2 |
1.1195 |
1.1195 |
1.1313 |
|
| S3 |
1.0973 |
1.1053 |
1.1293 |
|
| S4 |
1.0751 |
1.0831 |
1.1232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1560 |
1.1338 |
0.0222 |
2.0% |
0.0129 |
1.1% |
7% |
False |
False |
102 |
| 10 |
1.1560 |
1.1135 |
0.0425 |
3.7% |
0.0123 |
1.1% |
52% |
False |
False |
146 |
| 20 |
1.1900 |
1.1135 |
0.0765 |
6.7% |
0.0122 |
1.1% |
29% |
False |
False |
130 |
| 40 |
1.2564 |
1.1135 |
0.1429 |
12.6% |
0.0088 |
0.8% |
15% |
False |
False |
79 |
| 60 |
1.2610 |
1.1135 |
0.1475 |
13.0% |
0.0070 |
0.6% |
15% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2136 |
|
2.618 |
1.1893 |
|
1.618 |
1.1744 |
|
1.000 |
1.1652 |
|
0.618 |
1.1595 |
|
HIGH |
1.1503 |
|
0.618 |
1.1446 |
|
0.500 |
1.1429 |
|
0.382 |
1.1411 |
|
LOW |
1.1354 |
|
0.618 |
1.1262 |
|
1.000 |
1.1205 |
|
1.618 |
1.1113 |
|
2.618 |
1.0964 |
|
4.250 |
1.0721 |
|
|
| Fisher Pivots for day following 06-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1429 |
1.1437 |
| PP |
1.1404 |
1.1409 |
| S1 |
1.1379 |
1.1382 |
|