CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 09-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1842 |
1.1798 |
-0.0044 |
-0.4% |
1.1960 |
| High |
1.1854 |
1.1854 |
0.0000 |
0.0% |
1.1985 |
| Low |
1.1761 |
1.1769 |
0.0008 |
0.1% |
1.1761 |
| Close |
1.1790 |
1.1848 |
0.0058 |
0.5% |
1.1848 |
| Range |
0.0093 |
0.0085 |
-0.0008 |
-8.6% |
0.0224 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
240,002 |
288,184 |
48,182 |
20.1% |
1,275,603 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2079 |
1.2048 |
1.1895 |
|
| R3 |
1.1994 |
1.1963 |
1.1871 |
|
| R2 |
1.1909 |
1.1909 |
1.1864 |
|
| R1 |
1.1878 |
1.1878 |
1.1856 |
1.1894 |
| PP |
1.1824 |
1.1824 |
1.1824 |
1.1831 |
| S1 |
1.1793 |
1.1793 |
1.1840 |
1.1809 |
| S2 |
1.1739 |
1.1739 |
1.1832 |
|
| S3 |
1.1654 |
1.1708 |
1.1825 |
|
| S4 |
1.1569 |
1.1623 |
1.1801 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2537 |
1.2416 |
1.1971 |
|
| R3 |
1.2313 |
1.2192 |
1.1910 |
|
| R2 |
1.2089 |
1.2089 |
1.1889 |
|
| R1 |
1.1968 |
1.1968 |
1.1869 |
1.1917 |
| PP |
1.1865 |
1.1865 |
1.1865 |
1.1839 |
| S1 |
1.1744 |
1.1744 |
1.1827 |
1.1693 |
| S2 |
1.1641 |
1.1641 |
1.1807 |
|
| S3 |
1.1417 |
1.1520 |
1.1786 |
|
| S4 |
1.1193 |
1.1296 |
1.1725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1985 |
1.1761 |
0.0224 |
1.9% |
0.0090 |
0.8% |
39% |
False |
False |
255,120 |
| 10 |
1.2237 |
1.1761 |
0.0476 |
4.0% |
0.0083 |
0.7% |
18% |
False |
False |
175,347 |
| 20 |
1.2579 |
1.1761 |
0.0818 |
6.9% |
0.0091 |
0.8% |
11% |
False |
False |
184,352 |
| 40 |
1.2610 |
1.1761 |
0.0849 |
7.2% |
0.0099 |
0.8% |
10% |
False |
False |
104,267 |
| 60 |
1.2896 |
1.1761 |
0.1135 |
9.6% |
0.0101 |
0.9% |
8% |
False |
False |
69,975 |
| 80 |
1.2985 |
1.1761 |
0.1224 |
10.3% |
0.0100 |
0.8% |
7% |
False |
False |
52,663 |
| 100 |
1.3365 |
1.1761 |
0.1604 |
13.5% |
0.0091 |
0.8% |
5% |
False |
False |
42,155 |
| 120 |
1.3479 |
1.1761 |
0.1718 |
14.5% |
0.0080 |
0.7% |
5% |
False |
False |
35,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2215 |
|
2.618 |
1.2077 |
|
1.618 |
1.1992 |
|
1.000 |
1.1939 |
|
0.618 |
1.1907 |
|
HIGH |
1.1854 |
|
0.618 |
1.1822 |
|
0.500 |
1.1812 |
|
0.382 |
1.1801 |
|
LOW |
1.1769 |
|
0.618 |
1.1716 |
|
1.000 |
1.1684 |
|
1.618 |
1.1631 |
|
2.618 |
1.1546 |
|
4.250 |
1.1408 |
|
|
| Fisher Pivots for day following 09-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1836 |
1.1843 |
| PP |
1.1824 |
1.1838 |
| S1 |
1.1812 |
1.1833 |
|