CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1571 |
1.1558 |
-0.0013 |
-0.1% |
1.1870 |
| High |
1.1646 |
1.1683 |
0.0037 |
0.3% |
1.1878 |
| Low |
1.1546 |
1.1547 |
0.0001 |
0.0% |
1.1467 |
| Close |
1.1554 |
1.1597 |
0.0043 |
0.4% |
1.1590 |
| Range |
0.0100 |
0.0136 |
0.0036 |
36.0% |
0.0411 |
| ATR |
0.0111 |
0.0113 |
0.0002 |
1.6% |
0.0000 |
| Volume |
277,265 |
267,234 |
-10,031 |
-3.6% |
1,613,843 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2017 |
1.1943 |
1.1672 |
|
| R3 |
1.1881 |
1.1807 |
1.1634 |
|
| R2 |
1.1745 |
1.1745 |
1.1622 |
|
| R1 |
1.1671 |
1.1671 |
1.1609 |
1.1708 |
| PP |
1.1609 |
1.1609 |
1.1609 |
1.1628 |
| S1 |
1.1535 |
1.1535 |
1.1585 |
1.1572 |
| S2 |
1.1473 |
1.1473 |
1.1572 |
|
| S3 |
1.1337 |
1.1399 |
1.1560 |
|
| S4 |
1.1201 |
1.1263 |
1.1522 |
|
|
| 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 |
1.1854 |
1.1467 |
0.0387 |
3.3% |
0.0153 |
1.3% |
34% |
False |
False |
347,880 |
| 10 |
1.1904 |
1.1467 |
0.0437 |
3.8% |
0.0123 |
1.1% |
30% |
False |
False |
295,548 |
| 20 |
1.2281 |
1.1467 |
0.0814 |
7.0% |
0.0099 |
0.9% |
16% |
False |
False |
207,916 |
| 40 |
1.2579 |
1.1467 |
0.1112 |
9.6% |
0.0106 |
0.9% |
12% |
False |
False |
157,857 |
| 60 |
1.2781 |
1.1467 |
0.1314 |
11.3% |
0.0103 |
0.9% |
10% |
False |
False |
105,820 |
| 80 |
1.2896 |
1.1467 |
0.1429 |
12.3% |
0.0105 |
0.9% |
9% |
False |
False |
79,594 |
| 100 |
1.3201 |
1.1467 |
0.1734 |
15.0% |
0.0098 |
0.8% |
7% |
False |
False |
63,736 |
| 120 |
1.3446 |
1.1467 |
0.1979 |
17.1% |
0.0087 |
0.8% |
7% |
False |
False |
53,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2261 |
|
2.618 |
1.2039 |
|
1.618 |
1.1903 |
|
1.000 |
1.1819 |
|
0.618 |
1.1767 |
|
HIGH |
1.1683 |
|
0.618 |
1.1631 |
|
0.500 |
1.1615 |
|
0.382 |
1.1599 |
|
LOW |
1.1547 |
|
0.618 |
1.1463 |
|
1.000 |
1.1411 |
|
1.618 |
1.1327 |
|
2.618 |
1.1191 |
|
4.250 |
1.0969 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1615 |
1.1590 |
| PP |
1.1609 |
1.1582 |
| S1 |
1.1603 |
1.1575 |
|