CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 02-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.2164 |
1.2110 |
-0.0054 |
-0.4% |
1.2189 |
| High |
1.2178 |
1.2113 |
-0.0065 |
-0.5% |
1.2230 |
| Low |
1.2104 |
1.2007 |
-0.0097 |
-0.8% |
1.2007 |
| Close |
1.2107 |
1.2013 |
-0.0094 |
-0.8% |
1.2013 |
| Range |
0.0074 |
0.0106 |
0.0032 |
43.2% |
0.0223 |
| ATR |
0.0093 |
0.0093 |
0.0001 |
1.0% |
0.0000 |
| Volume |
73,033 |
160,116 |
87,083 |
119.2% |
445,558 |
|
| Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2362 |
1.2294 |
1.2071 |
|
| R3 |
1.2256 |
1.2188 |
1.2042 |
|
| R2 |
1.2150 |
1.2150 |
1.2032 |
|
| R1 |
1.2082 |
1.2082 |
1.2023 |
1.2063 |
| PP |
1.2044 |
1.2044 |
1.2044 |
1.2035 |
| S1 |
1.1976 |
1.1976 |
1.2003 |
1.1957 |
| S2 |
1.1938 |
1.1938 |
1.1994 |
|
| S3 |
1.1832 |
1.1870 |
1.1984 |
|
| S4 |
1.1726 |
1.1764 |
1.1955 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2752 |
1.2606 |
1.2136 |
|
| R3 |
1.2529 |
1.2383 |
1.2074 |
|
| R2 |
1.2306 |
1.2306 |
1.2054 |
|
| R1 |
1.2160 |
1.2160 |
1.2033 |
1.2122 |
| PP |
1.2083 |
1.2083 |
1.2083 |
1.2064 |
| S1 |
1.1937 |
1.1937 |
1.1993 |
1.1899 |
| S2 |
1.1860 |
1.1860 |
1.1972 |
|
| S3 |
1.1637 |
1.1714 |
1.1952 |
|
| S4 |
1.1414 |
1.1491 |
1.1890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2237 |
1.2007 |
0.0230 |
1.9% |
0.0077 |
0.6% |
3% |
False |
True |
95,575 |
| 10 |
1.2362 |
1.2007 |
0.0355 |
3.0% |
0.0074 |
0.6% |
2% |
False |
True |
111,139 |
| 20 |
1.2579 |
1.2007 |
0.0572 |
4.8% |
0.0100 |
0.8% |
1% |
False |
True |
141,044 |
| 40 |
1.2610 |
1.2007 |
0.0603 |
5.0% |
0.0102 |
0.8% |
1% |
False |
True |
72,613 |
| 60 |
1.2896 |
1.2007 |
0.0889 |
7.4% |
0.0103 |
0.9% |
1% |
False |
True |
48,796 |
| 80 |
1.3010 |
1.2007 |
0.1003 |
8.3% |
0.0098 |
0.8% |
1% |
False |
True |
36,728 |
| 100 |
1.3420 |
1.2007 |
0.1413 |
11.8% |
0.0088 |
0.7% |
0% |
False |
True |
29,412 |
| 120 |
1.3606 |
1.2007 |
0.1599 |
13.3% |
0.0077 |
0.6% |
0% |
False |
True |
24,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2564 |
|
2.618 |
1.2391 |
|
1.618 |
1.2285 |
|
1.000 |
1.2219 |
|
0.618 |
1.2179 |
|
HIGH |
1.2113 |
|
0.618 |
1.2073 |
|
0.500 |
1.2060 |
|
0.382 |
1.2047 |
|
LOW |
1.2007 |
|
0.618 |
1.1941 |
|
1.000 |
1.1901 |
|
1.618 |
1.1835 |
|
2.618 |
1.1729 |
|
4.250 |
1.1557 |
|
|
| Fisher Pivots for day following 02-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.2060 |
1.2102 |
| PP |
1.2044 |
1.2072 |
| S1 |
1.2029 |
1.2043 |
|