CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 28-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1244 |
1.1376 |
0.0132 |
1.2% |
1.1571 |
| High |
1.1428 |
1.1388 |
-0.0040 |
-0.4% |
1.1683 |
| Low |
1.1229 |
1.1281 |
0.0052 |
0.5% |
1.1119 |
| Close |
1.1380 |
1.1314 |
-0.0066 |
-0.6% |
1.1251 |
| Range |
0.0199 |
0.0107 |
-0.0092 |
-46.2% |
0.0564 |
| ATR |
0.0147 |
0.0144 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
302,009 |
222,102 |
-79,907 |
-26.5% |
1,321,232 |
|
| Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1649 |
1.1588 |
1.1373 |
|
| R3 |
1.1542 |
1.1481 |
1.1343 |
|
| R2 |
1.1435 |
1.1435 |
1.1334 |
|
| R1 |
1.1374 |
1.1374 |
1.1324 |
1.1351 |
| PP |
1.1328 |
1.1328 |
1.1328 |
1.1316 |
| S1 |
1.1267 |
1.1267 |
1.1304 |
1.1244 |
| S2 |
1.1221 |
1.1221 |
1.1294 |
|
| S3 |
1.1114 |
1.1160 |
1.1285 |
|
| S4 |
1.1007 |
1.1053 |
1.1255 |
|
|
| 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 |
1.1668 |
1.1102 |
0.0566 |
5.0% |
0.0222 |
2.0% |
37% |
False |
False |
304,119 |
| 10 |
1.1854 |
1.1102 |
0.0752 |
6.6% |
0.0188 |
1.7% |
28% |
False |
False |
326,000 |
| 20 |
1.2196 |
1.1102 |
0.1094 |
9.7% |
0.0138 |
1.2% |
19% |
False |
False |
264,974 |
| 40 |
1.2579 |
1.1102 |
0.1477 |
13.1% |
0.0120 |
1.1% |
14% |
False |
False |
195,275 |
| 60 |
1.2625 |
1.1102 |
0.1523 |
13.5% |
0.0115 |
1.0% |
14% |
False |
False |
131,112 |
| 80 |
1.2896 |
1.1102 |
0.1794 |
15.9% |
0.0114 |
1.0% |
12% |
False |
False |
98,565 |
| 100 |
1.3010 |
1.1102 |
0.1908 |
16.9% |
0.0106 |
0.9% |
11% |
False |
False |
78,939 |
| 120 |
1.3436 |
1.1102 |
0.2334 |
20.6% |
0.0095 |
0.8% |
9% |
False |
False |
65,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1843 |
|
2.618 |
1.1668 |
|
1.618 |
1.1561 |
|
1.000 |
1.1495 |
|
0.618 |
1.1454 |
|
HIGH |
1.1388 |
|
0.618 |
1.1347 |
|
0.500 |
1.1335 |
|
0.382 |
1.1322 |
|
LOW |
1.1281 |
|
0.618 |
1.1215 |
|
1.000 |
1.1174 |
|
1.618 |
1.1108 |
|
2.618 |
1.1001 |
|
4.250 |
1.0826 |
|
|
| Fisher Pivots for day following 28-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1335 |
1.1298 |
| PP |
1.1328 |
1.1281 |
| S1 |
1.1321 |
1.1265 |
|