CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1371 |
1.1152 |
-0.0219 |
-1.9% |
1.1571 |
| High |
1.1379 |
1.1300 |
-0.0079 |
-0.7% |
1.1683 |
| Low |
1.1119 |
1.1102 |
-0.0017 |
-0.2% |
1.1119 |
| Close |
1.1251 |
1.1272 |
0.0021 |
0.2% |
1.1251 |
| Range |
0.0260 |
0.0198 |
-0.0062 |
-23.8% |
0.0564 |
| ATR |
0.0139 |
0.0143 |
0.0004 |
3.0% |
0.0000 |
| Volume |
394,723 |
219,755 |
-174,968 |
-44.3% |
1,321,232 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1819 |
1.1743 |
1.1381 |
|
| R3 |
1.1621 |
1.1545 |
1.1326 |
|
| R2 |
1.1423 |
1.1423 |
1.1308 |
|
| R1 |
1.1347 |
1.1347 |
1.1290 |
1.1385 |
| PP |
1.1225 |
1.1225 |
1.1225 |
1.1244 |
| S1 |
1.1149 |
1.1149 |
1.1254 |
1.1187 |
| S2 |
1.1027 |
1.1027 |
1.1236 |
|
| S3 |
1.0829 |
1.0951 |
1.1218 |
|
| S4 |
1.0631 |
1.0753 |
1.1163 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3043 |
1.2711 |
1.1561 |
|
| R3 |
1.2479 |
1.2147 |
1.1406 |
|
| R2 |
1.1915 |
1.1915 |
1.1354 |
|
| R1 |
1.1583 |
1.1583 |
1.1303 |
1.1467 |
| PP |
1.1351 |
1.1351 |
1.1351 |
1.1293 |
| S1 |
1.1019 |
1.1019 |
1.1199 |
1.0903 |
| S2 |
1.0787 |
1.0787 |
1.1148 |
|
| S3 |
1.0223 |
1.0455 |
1.1096 |
|
| S4 |
0.9659 |
0.9891 |
1.0941 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1683 |
1.1102 |
0.0581 |
5.2% |
0.0208 |
1.8% |
29% |
False |
True |
308,197 |
| 10 |
1.1878 |
1.1102 |
0.0776 |
6.9% |
0.0177 |
1.6% |
22% |
False |
True |
315,483 |
| 20 |
1.2237 |
1.1102 |
0.1135 |
10.1% |
0.0130 |
1.2% |
15% |
False |
True |
245,415 |
| 40 |
1.2579 |
1.1102 |
0.1477 |
13.1% |
0.0117 |
1.0% |
12% |
False |
True |
182,510 |
| 60 |
1.2781 |
1.1102 |
0.1679 |
14.9% |
0.0113 |
1.0% |
10% |
False |
True |
122,396 |
| 80 |
1.2896 |
1.1102 |
0.1794 |
15.9% |
0.0112 |
1.0% |
9% |
False |
True |
92,030 |
| 100 |
1.3175 |
1.1102 |
0.2073 |
18.4% |
0.0105 |
0.9% |
8% |
False |
True |
73,699 |
| 120 |
1.3436 |
1.1102 |
0.2334 |
20.7% |
0.0093 |
0.8% |
7% |
False |
True |
61,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2142 |
|
2.618 |
1.1818 |
|
1.618 |
1.1620 |
|
1.000 |
1.1498 |
|
0.618 |
1.1422 |
|
HIGH |
1.1300 |
|
0.618 |
1.1224 |
|
0.500 |
1.1201 |
|
0.382 |
1.1178 |
|
LOW |
1.1102 |
|
0.618 |
1.0980 |
|
1.000 |
1.0904 |
|
1.618 |
1.0782 |
|
2.618 |
1.0584 |
|
4.250 |
1.0261 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1248 |
1.1385 |
| PP |
1.1225 |
1.1347 |
| S1 |
1.1201 |
1.1310 |
|