CME Euro FX (E) Future December 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 |
1.1371 |
1.1369 |
-0.0002 |
0.0% |
1.1382 |
| High |
1.1375 |
1.1369 |
-0.0006 |
-0.1% |
1.1542 |
| Low |
1.1344 |
1.1330 |
-0.0014 |
-0.1% |
1.1355 |
| Close |
1.1375 |
1.1365 |
-0.0010 |
-0.1% |
1.1379 |
| Range |
0.0031 |
0.0039 |
0.0008 |
25.8% |
0.0187 |
| ATR |
|
|
|
|
|
| Volume |
2 |
6 |
4 |
200.0% |
48 |
|
| Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1472 |
1.1457 |
1.1386 |
|
| R3 |
1.1433 |
1.1418 |
1.1376 |
|
| R2 |
1.1394 |
1.1394 |
1.1372 |
|
| R1 |
1.1379 |
1.1379 |
1.1369 |
1.1367 |
| PP |
1.1355 |
1.1355 |
1.1355 |
1.1349 |
| S1 |
1.1340 |
1.1340 |
1.1361 |
1.1328 |
| S2 |
1.1316 |
1.1316 |
1.1358 |
|
| S3 |
1.1277 |
1.1301 |
1.1354 |
|
| S4 |
1.1238 |
1.1262 |
1.1344 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1986 |
1.1870 |
1.1482 |
|
| R3 |
1.1799 |
1.1683 |
1.1430 |
|
| R2 |
1.1612 |
1.1612 |
1.1413 |
|
| R1 |
1.1496 |
1.1496 |
1.1396 |
1.1461 |
| PP |
1.1425 |
1.1425 |
1.1425 |
1.1408 |
| S1 |
1.1309 |
1.1309 |
1.1362 |
1.1274 |
| S2 |
1.1238 |
1.1238 |
1.1345 |
|
| S3 |
1.1051 |
1.1122 |
1.1328 |
|
| S4 |
1.0864 |
1.0935 |
1.1276 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1535 |
|
2.618 |
1.1471 |
|
1.618 |
1.1432 |
|
1.000 |
1.1408 |
|
0.618 |
1.1393 |
|
HIGH |
1.1369 |
|
0.618 |
1.1354 |
|
0.500 |
1.1350 |
|
0.382 |
1.1345 |
|
LOW |
1.1330 |
|
0.618 |
1.1306 |
|
1.000 |
1.1291 |
|
1.618 |
1.1267 |
|
2.618 |
1.1228 |
|
4.250 |
1.1164 |
|
|
| Fisher Pivots for day following 11-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1360 |
1.1365 |
| PP |
1.1355 |
1.1364 |
| S1 |
1.1350 |
1.1364 |
|