CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 20-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1637 |
1.1571 |
-0.0066 |
-0.6% |
1.1870 |
| High |
1.1656 |
1.1646 |
-0.0010 |
-0.1% |
1.1878 |
| Low |
1.1467 |
1.1546 |
0.0079 |
0.7% |
1.1467 |
| Close |
1.1590 |
1.1554 |
-0.0036 |
-0.3% |
1.1590 |
| Range |
0.0189 |
0.0100 |
-0.0089 |
-47.1% |
0.0411 |
| ATR |
0.0112 |
0.0111 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
351,981 |
277,265 |
-74,716 |
-21.2% |
1,613,843 |
|
| Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1882 |
1.1818 |
1.1609 |
|
| R3 |
1.1782 |
1.1718 |
1.1582 |
|
| R2 |
1.1682 |
1.1682 |
1.1572 |
|
| R1 |
1.1618 |
1.1618 |
1.1563 |
1.1600 |
| PP |
1.1582 |
1.1582 |
1.1582 |
1.1573 |
| S1 |
1.1518 |
1.1518 |
1.1545 |
1.1500 |
| S2 |
1.1482 |
1.1482 |
1.1536 |
|
| S3 |
1.1382 |
1.1418 |
1.1527 |
|
| S4 |
1.1282 |
1.1318 |
1.1499 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2878 |
1.2645 |
1.1816 |
|
| R3 |
1.2467 |
1.2234 |
1.1703 |
|
| R2 |
1.2056 |
1.2056 |
1.1665 |
|
| R1 |
1.1823 |
1.1823 |
1.1628 |
1.1734 |
| PP |
1.1645 |
1.1645 |
1.1645 |
1.1601 |
| S1 |
1.1412 |
1.1412 |
1.1552 |
1.1323 |
| S2 |
1.1234 |
1.1234 |
1.1515 |
|
| S3 |
1.0823 |
1.1001 |
1.1477 |
|
| S4 |
1.0412 |
1.0590 |
1.1364 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1866 |
1.1467 |
0.0399 |
3.5% |
0.0148 |
1.3% |
22% |
False |
False |
341,191 |
| 10 |
1.1977 |
1.1467 |
0.0510 |
4.4% |
0.0118 |
1.0% |
17% |
False |
False |
292,956 |
| 20 |
1.2312 |
1.1467 |
0.0845 |
7.3% |
0.0096 |
0.8% |
10% |
False |
False |
202,959 |
| 40 |
1.2584 |
1.1467 |
0.1117 |
9.7% |
0.0104 |
0.9% |
8% |
False |
False |
151,231 |
| 60 |
1.2781 |
1.1467 |
0.1314 |
11.4% |
0.0102 |
0.9% |
7% |
False |
False |
101,384 |
| 80 |
1.2896 |
1.1467 |
0.1429 |
12.4% |
0.0104 |
0.9% |
6% |
False |
False |
76,260 |
| 100 |
1.3225 |
1.1467 |
0.1758 |
15.2% |
0.0097 |
0.8% |
5% |
False |
False |
61,064 |
| 120 |
1.3446 |
1.1467 |
0.1979 |
17.1% |
0.0086 |
0.7% |
4% |
False |
False |
50,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2071 |
|
2.618 |
1.1908 |
|
1.618 |
1.1808 |
|
1.000 |
1.1746 |
|
0.618 |
1.1708 |
|
HIGH |
1.1646 |
|
0.618 |
1.1608 |
|
0.500 |
1.1596 |
|
0.382 |
1.1584 |
|
LOW |
1.1546 |
|
0.618 |
1.1484 |
|
1.000 |
1.1446 |
|
1.618 |
1.1384 |
|
2.618 |
1.1284 |
|
4.250 |
1.1121 |
|
|
| Fisher Pivots for day following 20-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1596 |
1.1632 |
| PP |
1.1582 |
1.1606 |
| S1 |
1.1568 |
1.1580 |
|