CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 30-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1280 |
1.1330 |
0.0050 |
0.4% |
1.1152 |
| High |
1.1372 |
1.1368 |
-0.0004 |
0.0% |
1.1428 |
| Low |
1.1266 |
1.1281 |
0.0015 |
0.1% |
1.1102 |
| Close |
1.1317 |
1.1296 |
-0.0021 |
-0.2% |
1.1296 |
| Range |
0.0106 |
0.0087 |
-0.0019 |
-17.9% |
0.0326 |
| ATR |
0.0142 |
0.0138 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
209,566 |
205,388 |
-4,178 |
-2.0% |
1,158,820 |
|
| Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1576 |
1.1523 |
1.1344 |
|
| R3 |
1.1489 |
1.1436 |
1.1320 |
|
| R2 |
1.1402 |
1.1402 |
1.1312 |
|
| R1 |
1.1349 |
1.1349 |
1.1304 |
1.1332 |
| PP |
1.1315 |
1.1315 |
1.1315 |
1.1307 |
| S1 |
1.1262 |
1.1262 |
1.1288 |
1.1245 |
| S2 |
1.1228 |
1.1228 |
1.1280 |
|
| S3 |
1.1141 |
1.1175 |
1.1272 |
|
| S4 |
1.1054 |
1.1088 |
1.1248 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2253 |
1.2101 |
1.1475 |
|
| R3 |
1.1927 |
1.1775 |
1.1386 |
|
| R2 |
1.1601 |
1.1601 |
1.1356 |
|
| R1 |
1.1449 |
1.1449 |
1.1326 |
1.1525 |
| PP |
1.1275 |
1.1275 |
1.1275 |
1.1314 |
| S1 |
1.1123 |
1.1123 |
1.1266 |
1.1199 |
| S2 |
1.0949 |
1.0949 |
1.1236 |
|
| S3 |
1.0623 |
1.0797 |
1.1206 |
|
| S4 |
1.0297 |
1.0471 |
1.1117 |
|
|
| 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% |
0.0139 |
1.2% |
60% |
False |
False |
231,764 |
| 10 |
1.1683 |
1.1102 |
0.0581 |
5.1% |
0.0173 |
1.5% |
33% |
False |
False |
283,203 |
| 20 |
1.2113 |
1.1102 |
0.1011 |
9.0% |
0.0141 |
1.2% |
19% |
False |
False |
276,480 |
| 40 |
1.2579 |
1.1102 |
0.1477 |
13.1% |
0.0120 |
1.1% |
13% |
False |
False |
205,140 |
| 60 |
1.2610 |
1.1102 |
0.1508 |
13.3% |
0.0114 |
1.0% |
13% |
False |
False |
137,925 |
| 80 |
1.2896 |
1.1102 |
0.1794 |
15.9% |
0.0112 |
1.0% |
11% |
False |
False |
103,728 |
| 100 |
1.3010 |
1.1102 |
0.1908 |
16.9% |
0.0106 |
0.9% |
10% |
False |
False |
83,080 |
| 120 |
1.3420 |
1.1102 |
0.2318 |
20.5% |
0.0096 |
0.8% |
8% |
False |
False |
69,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1738 |
|
2.618 |
1.1596 |
|
1.618 |
1.1509 |
|
1.000 |
1.1455 |
|
0.618 |
1.1422 |
|
HIGH |
1.1368 |
|
0.618 |
1.1335 |
|
0.500 |
1.1325 |
|
0.382 |
1.1314 |
|
LOW |
1.1281 |
|
0.618 |
1.1227 |
|
1.000 |
1.1194 |
|
1.618 |
1.1140 |
|
2.618 |
1.1053 |
|
4.250 |
1.0911 |
|
|
| Fisher Pivots for day following 30-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1325 |
1.1327 |
| PP |
1.1315 |
1.1317 |
| S1 |
1.1306 |
1.1306 |
|