CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 12-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1361 |
1.1350 |
-0.0011 |
-0.1% |
1.1350 |
| High |
1.1365 |
1.1449 |
0.0084 |
0.7% |
1.1560 |
| Low |
1.1315 |
1.1340 |
0.0025 |
0.2% |
1.1338 |
| Close |
1.1339 |
1.1449 |
0.0110 |
1.0% |
1.1354 |
| Range |
0.0050 |
0.0109 |
0.0059 |
118.0% |
0.0222 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
0.2% |
0.0000 |
| Volume |
53 |
51 |
-2 |
-3.8% |
514 |
|
| Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1740 |
1.1703 |
1.1509 |
|
| R3 |
1.1631 |
1.1594 |
1.1479 |
|
| R2 |
1.1522 |
1.1522 |
1.1469 |
|
| R1 |
1.1485 |
1.1485 |
1.1459 |
1.1504 |
| PP |
1.1413 |
1.1413 |
1.1413 |
1.1422 |
| S1 |
1.1376 |
1.1376 |
1.1439 |
1.1395 |
| S2 |
1.1304 |
1.1304 |
1.1429 |
|
| S3 |
1.1195 |
1.1267 |
1.1419 |
|
| S4 |
1.1086 |
1.1158 |
1.1389 |
|
|
| 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 |
1.1503 |
1.1310 |
0.0193 |
1.7% |
0.0085 |
0.7% |
72% |
False |
False |
49 |
| 10 |
1.1560 |
1.1310 |
0.0250 |
2.2% |
0.0099 |
0.9% |
56% |
False |
False |
90 |
| 20 |
1.1777 |
1.1135 |
0.0642 |
5.6% |
0.0121 |
1.1% |
49% |
False |
False |
122 |
| 40 |
1.2564 |
1.1135 |
0.1429 |
12.5% |
0.0090 |
0.8% |
22% |
False |
False |
84 |
| 60 |
1.2610 |
1.1135 |
0.1475 |
12.9% |
0.0072 |
0.6% |
21% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1912 |
|
2.618 |
1.1734 |
|
1.618 |
1.1625 |
|
1.000 |
1.1558 |
|
0.618 |
1.1516 |
|
HIGH |
1.1449 |
|
0.618 |
1.1407 |
|
0.500 |
1.1395 |
|
0.382 |
1.1382 |
|
LOW |
1.1340 |
|
0.618 |
1.1273 |
|
1.000 |
1.1231 |
|
1.618 |
1.1164 |
|
2.618 |
1.1055 |
|
4.250 |
1.0877 |
|
|
| Fisher Pivots for day following 12-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1431 |
1.1426 |
| PP |
1.1413 |
1.1403 |
| S1 |
1.1395 |
1.1380 |
|