CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1971 |
1.1962 |
-0.0009 |
-0.1% |
1.2199 |
| High |
1.1993 |
1.1985 |
-0.0008 |
-0.1% |
1.2234 |
| Low |
1.1910 |
1.1905 |
-0.0005 |
0.0% |
1.2020 |
| Close |
1.1958 |
1.1933 |
-0.0025 |
-0.2% |
1.2025 |
| Range |
0.0083 |
0.0080 |
-0.0003 |
-3.6% |
0.0214 |
| ATR |
0.0087 |
0.0087 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
417 |
818 |
401 |
96.2% |
1,113 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2181 |
1.2137 |
1.1977 |
|
| R3 |
1.2101 |
1.2057 |
1.1955 |
|
| R2 |
1.2021 |
1.2021 |
1.1948 |
|
| R1 |
1.1977 |
1.1977 |
1.1940 |
1.1959 |
| PP |
1.1941 |
1.1941 |
1.1941 |
1.1932 |
| S1 |
1.1897 |
1.1897 |
1.1926 |
1.1879 |
| S2 |
1.1861 |
1.1861 |
1.1918 |
|
| S3 |
1.1781 |
1.1817 |
1.1911 |
|
| S4 |
1.1701 |
1.1737 |
1.1889 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2735 |
1.2594 |
1.2143 |
|
| R3 |
1.2521 |
1.2380 |
1.2084 |
|
| R2 |
1.2307 |
1.2307 |
1.2064 |
|
| R1 |
1.2166 |
1.2166 |
1.2045 |
1.2130 |
| PP |
1.2093 |
1.2093 |
1.2093 |
1.2075 |
| S1 |
1.1952 |
1.1952 |
1.2005 |
1.1916 |
| S2 |
1.1879 |
1.1879 |
1.1986 |
|
| S3 |
1.1665 |
1.1738 |
1.1966 |
|
| S4 |
1.1451 |
1.1524 |
1.1907 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2203 |
1.1905 |
0.0298 |
2.5% |
0.0076 |
0.6% |
9% |
False |
True |
460 |
| 10 |
1.2290 |
1.1905 |
0.0385 |
3.2% |
0.0066 |
0.6% |
7% |
False |
True |
321 |
| 20 |
1.2582 |
1.1905 |
0.0677 |
5.7% |
0.0086 |
0.7% |
4% |
False |
True |
360 |
| 40 |
1.2610 |
1.1905 |
0.0705 |
5.9% |
0.0088 |
0.7% |
4% |
False |
True |
232 |
| 60 |
1.2865 |
1.1905 |
0.0960 |
8.0% |
0.0084 |
0.7% |
3% |
False |
True |
171 |
| 80 |
1.3029 |
1.1905 |
0.1124 |
9.4% |
0.0083 |
0.7% |
2% |
False |
True |
140 |
| 100 |
1.3421 |
1.1905 |
0.1516 |
12.7% |
0.0073 |
0.6% |
2% |
False |
True |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2325 |
|
2.618 |
1.2194 |
|
1.618 |
1.2114 |
|
1.000 |
1.2065 |
|
0.618 |
1.2034 |
|
HIGH |
1.1985 |
|
0.618 |
1.1954 |
|
0.500 |
1.1945 |
|
0.382 |
1.1936 |
|
LOW |
1.1905 |
|
0.618 |
1.1856 |
|
1.000 |
1.1825 |
|
1.618 |
1.1776 |
|
2.618 |
1.1696 |
|
4.250 |
1.1565 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1945 |
1.2008 |
| PP |
1.1941 |
1.1983 |
| S1 |
1.1937 |
1.1958 |
|