CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 24-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1409 |
1.1364 |
-0.0045 |
-0.4% |
1.1450 |
| High |
1.1409 |
1.1385 |
-0.0024 |
-0.2% |
1.1480 |
| Low |
1.1331 |
1.1325 |
-0.0006 |
-0.1% |
1.1315 |
| Close |
1.1368 |
1.1369 |
0.0001 |
0.0% |
1.1431 |
| Range |
0.0078 |
0.0060 |
-0.0018 |
-23.1% |
0.0165 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
86 |
52 |
-34 |
-39.5% |
195 |
|
| Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1540 |
1.1514 |
1.1402 |
|
| R3 |
1.1480 |
1.1454 |
1.1386 |
|
| R2 |
1.1420 |
1.1420 |
1.1380 |
|
| R1 |
1.1394 |
1.1394 |
1.1375 |
1.1407 |
| PP |
1.1360 |
1.1360 |
1.1360 |
1.1366 |
| S1 |
1.1334 |
1.1334 |
1.1364 |
1.1347 |
| S2 |
1.1300 |
1.1300 |
1.1358 |
|
| S3 |
1.1240 |
1.1274 |
1.1353 |
|
| S4 |
1.1180 |
1.1214 |
1.1336 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1904 |
1.1832 |
1.1522 |
|
| R3 |
1.1739 |
1.1667 |
1.1476 |
|
| R2 |
1.1574 |
1.1574 |
1.1461 |
|
| R1 |
1.1502 |
1.1502 |
1.1446 |
1.1456 |
| PP |
1.1409 |
1.1409 |
1.1409 |
1.1385 |
| S1 |
1.1337 |
1.1337 |
1.1416 |
1.1291 |
| S2 |
1.1244 |
1.1244 |
1.1401 |
|
| S3 |
1.1079 |
1.1172 |
1.1386 |
|
| S4 |
1.0914 |
1.1007 |
1.1340 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1480 |
1.1315 |
0.0165 |
1.5% |
0.0084 |
0.7% |
33% |
False |
False |
55 |
| 10 |
1.1480 |
1.1311 |
0.0169 |
1.5% |
0.0078 |
0.7% |
34% |
False |
False |
50 |
| 20 |
1.1560 |
1.1290 |
0.0270 |
2.4% |
0.0094 |
0.8% |
29% |
False |
False |
90 |
| 40 |
1.2251 |
1.1135 |
0.1116 |
9.8% |
0.0096 |
0.8% |
21% |
False |
False |
90 |
| 60 |
1.2564 |
1.1135 |
0.1429 |
12.6% |
0.0077 |
0.7% |
16% |
False |
False |
63 |
| 80 |
1.2800 |
1.1135 |
0.1665 |
14.6% |
0.0070 |
0.6% |
14% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1640 |
|
2.618 |
1.1542 |
|
1.618 |
1.1482 |
|
1.000 |
1.1445 |
|
0.618 |
1.1422 |
|
HIGH |
1.1385 |
|
0.618 |
1.1362 |
|
0.500 |
1.1355 |
|
0.382 |
1.1348 |
|
LOW |
1.1325 |
|
0.618 |
1.1288 |
|
1.000 |
1.1265 |
|
1.618 |
1.1228 |
|
2.618 |
1.1168 |
|
4.250 |
1.1070 |
|
|
| Fisher Pivots for day following 24-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1364 |
1.1383 |
| PP |
1.1360 |
1.1378 |
| S1 |
1.1355 |
1.1374 |
|