CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 09-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1853 |
1.1811 |
-0.0042 |
-0.4% |
1.1971 |
| High |
1.1861 |
1.1861 |
0.0000 |
0.0% |
1.1993 |
| Low |
1.1772 |
1.1783 |
0.0011 |
0.1% |
1.1772 |
| Close |
1.1801 |
1.1860 |
0.0059 |
0.5% |
1.1860 |
| Range |
0.0089 |
0.0078 |
-0.0011 |
-12.4% |
0.0221 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
999 |
1,143 |
144 |
14.4% |
3,923 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2069 |
1.2042 |
1.1903 |
|
| R3 |
1.1991 |
1.1964 |
1.1881 |
|
| R2 |
1.1913 |
1.1913 |
1.1874 |
|
| R1 |
1.1886 |
1.1886 |
1.1867 |
1.1900 |
| PP |
1.1835 |
1.1835 |
1.1835 |
1.1841 |
| S1 |
1.1808 |
1.1808 |
1.1853 |
1.1822 |
| S2 |
1.1757 |
1.1757 |
1.1846 |
|
| S3 |
1.1679 |
1.1730 |
1.1839 |
|
| S4 |
1.1601 |
1.1652 |
1.1817 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2538 |
1.2420 |
1.1982 |
|
| R3 |
1.2317 |
1.2199 |
1.1921 |
|
| R2 |
1.2096 |
1.2096 |
1.1901 |
|
| R1 |
1.1978 |
1.1978 |
1.1880 |
1.1927 |
| PP |
1.1875 |
1.1875 |
1.1875 |
1.1849 |
| S1 |
1.1757 |
1.1757 |
1.1840 |
1.1706 |
| S2 |
1.1654 |
1.1654 |
1.1819 |
|
| S3 |
1.1433 |
1.1536 |
1.1799 |
|
| S4 |
1.1212 |
1.1315 |
1.1738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1993 |
1.1772 |
0.0221 |
1.9% |
0.0084 |
0.7% |
40% |
False |
False |
784 |
| 10 |
1.2234 |
1.1772 |
0.0462 |
3.9% |
0.0075 |
0.6% |
19% |
False |
False |
510 |
| 20 |
1.2582 |
1.1772 |
0.0810 |
6.8% |
0.0083 |
0.7% |
11% |
False |
False |
447 |
| 40 |
1.2610 |
1.1772 |
0.0838 |
7.1% |
0.0088 |
0.7% |
11% |
False |
False |
292 |
| 60 |
1.2865 |
1.1772 |
0.1093 |
9.2% |
0.0084 |
0.7% |
8% |
False |
False |
214 |
| 80 |
1.3010 |
1.1772 |
0.1238 |
10.4% |
0.0084 |
0.7% |
7% |
False |
False |
173 |
| 100 |
1.3350 |
1.1772 |
0.1578 |
13.3% |
0.0076 |
0.6% |
6% |
False |
False |
141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2193 |
|
2.618 |
1.2065 |
|
1.618 |
1.1987 |
|
1.000 |
1.1939 |
|
0.618 |
1.1909 |
|
HIGH |
1.1861 |
|
0.618 |
1.1831 |
|
0.500 |
1.1822 |
|
0.382 |
1.1813 |
|
LOW |
1.1783 |
|
0.618 |
1.1735 |
|
1.000 |
1.1705 |
|
1.618 |
1.1657 |
|
2.618 |
1.1579 |
|
4.250 |
1.1452 |
|
|
| Fisher Pivots for day following 09-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1847 |
1.1854 |
| PP |
1.1835 |
1.1849 |
| S1 |
1.1822 |
1.1843 |
|