CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 07-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1962 |
1.1880 |
-0.0082 |
-0.7% |
1.2199 |
| High |
1.1985 |
1.1914 |
-0.0071 |
-0.6% |
1.2234 |
| Low |
1.1905 |
1.1823 |
-0.0082 |
-0.7% |
1.2020 |
| Close |
1.1933 |
1.1869 |
-0.0064 |
-0.5% |
1.2025 |
| Range |
0.0080 |
0.0091 |
0.0011 |
13.8% |
0.0214 |
| ATR |
0.0087 |
0.0088 |
0.0002 |
1.9% |
0.0000 |
| Volume |
818 |
546 |
-272 |
-33.3% |
1,113 |
|
| Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2142 |
1.2096 |
1.1919 |
|
| R3 |
1.2051 |
1.2005 |
1.1894 |
|
| R2 |
1.1960 |
1.1960 |
1.1886 |
|
| R1 |
1.1914 |
1.1914 |
1.1877 |
1.1892 |
| PP |
1.1869 |
1.1869 |
1.1869 |
1.1857 |
| S1 |
1.1823 |
1.1823 |
1.1861 |
1.1801 |
| S2 |
1.1778 |
1.1778 |
1.1852 |
|
| S3 |
1.1687 |
1.1732 |
1.1844 |
|
| S4 |
1.1596 |
1.1641 |
1.1819 |
|
|
| 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 |
1.2185 |
1.1823 |
0.0362 |
3.0% |
0.0083 |
0.7% |
13% |
False |
True |
514 |
| 10 |
1.2256 |
1.1823 |
0.0433 |
3.6% |
0.0070 |
0.6% |
11% |
False |
True |
324 |
| 20 |
1.2582 |
1.1823 |
0.0759 |
6.4% |
0.0086 |
0.7% |
6% |
False |
True |
375 |
| 40 |
1.2610 |
1.1823 |
0.0787 |
6.6% |
0.0088 |
0.7% |
6% |
False |
True |
242 |
| 60 |
1.2865 |
1.1823 |
0.1042 |
8.8% |
0.0084 |
0.7% |
4% |
False |
True |
180 |
| 80 |
1.3029 |
1.1823 |
0.1206 |
10.2% |
0.0083 |
0.7% |
4% |
False |
True |
147 |
| 100 |
1.3421 |
1.1823 |
0.1598 |
13.5% |
0.0074 |
0.6% |
3% |
False |
True |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2301 |
|
2.618 |
1.2152 |
|
1.618 |
1.2061 |
|
1.000 |
1.2005 |
|
0.618 |
1.1970 |
|
HIGH |
1.1914 |
|
0.618 |
1.1879 |
|
0.500 |
1.1869 |
|
0.382 |
1.1858 |
|
LOW |
1.1823 |
|
0.618 |
1.1767 |
|
1.000 |
1.1732 |
|
1.618 |
1.1676 |
|
2.618 |
1.1585 |
|
4.250 |
1.1436 |
|
|
| Fisher Pivots for day following 07-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1869 |
1.1908 |
| PP |
1.1869 |
1.1895 |
| S1 |
1.1869 |
1.1882 |
|