CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 11-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1357 |
1.1361 |
0.0004 |
0.0% |
1.1350 |
| High |
1.1360 |
1.1365 |
0.0005 |
0.0% |
1.1560 |
| Low |
1.1311 |
1.1315 |
0.0004 |
0.0% |
1.1338 |
| Close |
1.1349 |
1.1339 |
-0.0010 |
-0.1% |
1.1354 |
| Range |
0.0049 |
0.0050 |
0.0001 |
2.0% |
0.0222 |
| ATR |
0.0112 |
0.0107 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
43 |
53 |
10 |
23.3% |
514 |
|
| Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1490 |
1.1464 |
1.1367 |
|
| R3 |
1.1440 |
1.1414 |
1.1353 |
|
| R2 |
1.1390 |
1.1390 |
1.1348 |
|
| R1 |
1.1364 |
1.1364 |
1.1344 |
1.1352 |
| PP |
1.1340 |
1.1340 |
1.1340 |
1.1334 |
| S1 |
1.1314 |
1.1314 |
1.1334 |
1.1302 |
| S2 |
1.1290 |
1.1290 |
1.1330 |
|
| S3 |
1.1240 |
1.1264 |
1.1325 |
|
| S4 |
1.1190 |
1.1214 |
1.1312 |
|
|
| 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 |
1.1511 |
1.1310 |
0.0201 |
1.8% |
0.0091 |
0.8% |
14% |
False |
False |
49 |
| 10 |
1.1560 |
1.1290 |
0.0270 |
2.4% |
0.0098 |
0.9% |
18% |
False |
False |
107 |
| 20 |
1.1877 |
1.1135 |
0.0742 |
6.5% |
0.0121 |
1.1% |
27% |
False |
False |
123 |
| 40 |
1.2564 |
1.1135 |
0.1429 |
12.6% |
0.0089 |
0.8% |
14% |
False |
False |
83 |
| 60 |
1.2610 |
1.1135 |
0.1475 |
13.0% |
0.0071 |
0.6% |
14% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1578 |
|
2.618 |
1.1496 |
|
1.618 |
1.1446 |
|
1.000 |
1.1415 |
|
0.618 |
1.1396 |
|
HIGH |
1.1365 |
|
0.618 |
1.1346 |
|
0.500 |
1.1340 |
|
0.382 |
1.1334 |
|
LOW |
1.1315 |
|
0.618 |
1.1284 |
|
1.000 |
1.1265 |
|
1.618 |
1.1234 |
|
2.618 |
1.1184 |
|
4.250 |
1.1103 |
|
|
| Fisher Pivots for day following 11-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1340 |
1.1345 |
| PP |
1.1340 |
1.1343 |
| S1 |
1.1339 |
1.1341 |
|