CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 19-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1439 |
1.1450 |
0.0011 |
0.1% |
1.1380 |
| High |
1.1441 |
1.1480 |
0.0039 |
0.3% |
1.1470 |
| Low |
1.1380 |
1.1394 |
0.0014 |
0.1% |
1.1310 |
| Close |
1.1417 |
1.1400 |
-0.0017 |
-0.1% |
1.1425 |
| Range |
0.0061 |
0.0086 |
0.0025 |
41.0% |
0.0160 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
79 |
11 |
-68 |
-86.1% |
248 |
|
| Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1683 |
1.1627 |
1.1447 |
|
| R3 |
1.1597 |
1.1541 |
1.1424 |
|
| R2 |
1.1511 |
1.1511 |
1.1416 |
|
| R1 |
1.1455 |
1.1455 |
1.1408 |
1.1440 |
| PP |
1.1425 |
1.1425 |
1.1425 |
1.1417 |
| S1 |
1.1369 |
1.1369 |
1.1392 |
1.1354 |
| S2 |
1.1339 |
1.1339 |
1.1384 |
|
| S3 |
1.1253 |
1.1283 |
1.1376 |
|
| S4 |
1.1167 |
1.1197 |
1.1353 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1882 |
1.1813 |
1.1513 |
|
| R3 |
1.1722 |
1.1653 |
1.1469 |
|
| R2 |
1.1562 |
1.1562 |
1.1454 |
|
| R1 |
1.1493 |
1.1493 |
1.1440 |
1.1528 |
| PP |
1.1402 |
1.1402 |
1.1402 |
1.1419 |
| S1 |
1.1333 |
1.1333 |
1.1410 |
1.1368 |
| S2 |
1.1242 |
1.1242 |
1.1396 |
|
| S3 |
1.1082 |
1.1173 |
1.1381 |
|
| S4 |
1.0922 |
1.1013 |
1.1337 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1480 |
1.1340 |
0.0140 |
1.2% |
0.0081 |
0.7% |
43% |
True |
False |
45 |
| 10 |
1.1511 |
1.1310 |
0.0201 |
1.8% |
0.0086 |
0.8% |
45% |
False |
False |
47 |
| 20 |
1.1580 |
1.1135 |
0.0445 |
3.9% |
0.0113 |
1.0% |
60% |
False |
False |
100 |
| 40 |
1.2293 |
1.1135 |
0.1158 |
10.2% |
0.0090 |
0.8% |
23% |
False |
False |
86 |
| 60 |
1.2564 |
1.1135 |
0.1429 |
12.5% |
0.0075 |
0.7% |
19% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1846 |
|
2.618 |
1.1705 |
|
1.618 |
1.1619 |
|
1.000 |
1.1566 |
|
0.618 |
1.1533 |
|
HIGH |
1.1480 |
|
0.618 |
1.1447 |
|
0.500 |
1.1437 |
|
0.382 |
1.1427 |
|
LOW |
1.1394 |
|
0.618 |
1.1341 |
|
1.000 |
1.1308 |
|
1.618 |
1.1255 |
|
2.618 |
1.1169 |
|
4.250 |
1.1029 |
|
|
| Fisher Pivots for day following 19-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1437 |
1.1424 |
| PP |
1.1425 |
1.1416 |
| S1 |
1.1412 |
1.1408 |
|