What country do you live in? People will recommend different filaments depending on what country you live in. Please update your profile settings to include it in your "location".
If you install the latest UM2 firmware (comes with latest cura) you can pause a print and change the filament during the pause but I think you have to be careful not to bump the head. Or you can just feed new filament after the old (first disable retraction in the tune menu).
Whenever you start a print, Cura tells you exactly how many meters of filament you will need - always check that you have enough.
Also the UM2 doesn't print as well on the last 1/4 roll of filament as the strong curvature causes extra friction.
the printer wont know it runs out... the printer will finish the gcode movements and then park the hotend.
Next morning you will find a half print.
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