CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 29-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1376 |
1.1280 |
-0.0096 |
-0.8% |
1.1571 |
| High |
1.1388 |
1.1372 |
-0.0016 |
-0.1% |
1.1683 |
| Low |
1.1281 |
1.1266 |
-0.0015 |
-0.1% |
1.1119 |
| Close |
1.1314 |
1.1317 |
0.0003 |
0.0% |
1.1251 |
| Range |
0.0107 |
0.0106 |
-0.0001 |
-0.9% |
0.0564 |
| ATR |
0.0144 |
0.0142 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
222,102 |
209,566 |
-12,536 |
-5.6% |
1,321,232 |
|
| Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1636 |
1.1583 |
1.1375 |
|
| R3 |
1.1530 |
1.1477 |
1.1346 |
|
| R2 |
1.1424 |
1.1424 |
1.1336 |
|
| R1 |
1.1371 |
1.1371 |
1.1327 |
1.1398 |
| PP |
1.1318 |
1.1318 |
1.1318 |
1.1332 |
| S1 |
1.1265 |
1.1265 |
1.1307 |
1.1292 |
| S2 |
1.1212 |
1.1212 |
1.1298 |
|
| S3 |
1.1106 |
1.1159 |
1.1288 |
|
| S4 |
1.1000 |
1.1053 |
1.1259 |
|
|
| 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 |
1.1428 |
1.1102 |
0.0326 |
2.9% |
0.0174 |
1.5% |
66% |
False |
False |
269,631 |
| 10 |
1.1797 |
1.1102 |
0.0695 |
6.1% |
0.0186 |
1.6% |
31% |
False |
False |
315,442 |
| 20 |
1.2178 |
1.1102 |
0.1076 |
9.5% |
0.0140 |
1.2% |
20% |
False |
False |
269,862 |
| 40 |
1.2579 |
1.1102 |
0.1477 |
13.1% |
0.0120 |
1.1% |
15% |
False |
False |
200,329 |
| 60 |
1.2610 |
1.1102 |
0.1508 |
13.3% |
0.0114 |
1.0% |
14% |
False |
False |
134,570 |
| 80 |
1.2896 |
1.1102 |
0.1794 |
15.9% |
0.0113 |
1.0% |
12% |
False |
False |
101,171 |
| 100 |
1.3010 |
1.1102 |
0.1908 |
16.9% |
0.0106 |
0.9% |
11% |
False |
False |
81,030 |
| 120 |
1.3436 |
1.1102 |
0.2334 |
20.6% |
0.0096 |
0.8% |
9% |
False |
False |
67,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1823 |
|
2.618 |
1.1650 |
|
1.618 |
1.1544 |
|
1.000 |
1.1478 |
|
0.618 |
1.1438 |
|
HIGH |
1.1372 |
|
0.618 |
1.1332 |
|
0.500 |
1.1319 |
|
0.382 |
1.1306 |
|
LOW |
1.1266 |
|
0.618 |
1.1200 |
|
1.000 |
1.1160 |
|
1.618 |
1.1094 |
|
2.618 |
1.0988 |
|
4.250 |
1.0816 |
|
|
| Fisher Pivots for day following 29-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1319 |
1.1329 |
| PP |
1.1318 |
1.1325 |
| S1 |
1.1318 |
1.1321 |
|