CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1380 |
1.1397 |
0.0017 |
0.1% |
1.1450 |
| High |
1.1414 |
1.1407 |
-0.0007 |
-0.1% |
1.1480 |
| Low |
1.1380 |
1.1220 |
-0.0160 |
-1.4% |
1.1315 |
| Close |
1.1392 |
1.1229 |
-0.0163 |
-1.4% |
1.1431 |
| Range |
0.0034 |
0.0187 |
0.0153 |
450.0% |
0.0165 |
| ATR |
0.0095 |
0.0102 |
0.0007 |
6.9% |
0.0000 |
| Volume |
100 |
8 |
-92 |
-92.0% |
195 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1846 |
1.1725 |
1.1332 |
|
| R3 |
1.1659 |
1.1538 |
1.1280 |
|
| R2 |
1.1472 |
1.1472 |
1.1263 |
|
| R1 |
1.1351 |
1.1351 |
1.1246 |
1.1318 |
| PP |
1.1285 |
1.1285 |
1.1285 |
1.1269 |
| S1 |
1.1164 |
1.1164 |
1.1212 |
1.1131 |
| S2 |
1.1098 |
1.1098 |
1.1195 |
|
| S3 |
1.0911 |
1.0977 |
1.1178 |
|
| S4 |
1.0724 |
1.0790 |
1.1126 |
|
|
| 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 |
1.1450 |
1.1220 |
0.0230 |
2.0% |
0.0099 |
0.9% |
4% |
False |
True |
58 |
| 10 |
1.1480 |
1.1220 |
0.0260 |
2.3% |
0.0090 |
0.8% |
3% |
False |
True |
52 |
| 20 |
1.1560 |
1.1220 |
0.0340 |
3.0% |
0.0094 |
0.8% |
3% |
False |
True |
79 |
| 40 |
1.2217 |
1.1135 |
0.1082 |
9.6% |
0.0099 |
0.9% |
9% |
False |
False |
92 |
| 60 |
1.2564 |
1.1135 |
0.1429 |
12.7% |
0.0081 |
0.7% |
7% |
False |
False |
65 |
| 80 |
1.2612 |
1.1135 |
0.1477 |
13.2% |
0.0071 |
0.6% |
6% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2202 |
|
2.618 |
1.1897 |
|
1.618 |
1.1710 |
|
1.000 |
1.1594 |
|
0.618 |
1.1523 |
|
HIGH |
1.1407 |
|
0.618 |
1.1336 |
|
0.500 |
1.1314 |
|
0.382 |
1.1291 |
|
LOW |
1.1220 |
|
0.618 |
1.1104 |
|
1.000 |
1.1033 |
|
1.618 |
1.0917 |
|
2.618 |
1.0730 |
|
4.250 |
1.0425 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1314 |
1.1317 |
| PP |
1.1285 |
1.1288 |
| S1 |
1.1257 |
1.1258 |
|