CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 14-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1846 |
1.1796 |
-0.0050 |
-0.4% |
1.1971 |
| High |
1.1872 |
1.1864 |
-0.0008 |
-0.1% |
1.1993 |
| Low |
1.1776 |
1.1750 |
-0.0026 |
-0.2% |
1.1772 |
| Close |
1.1782 |
1.1793 |
0.0011 |
0.1% |
1.1860 |
| Range |
0.0096 |
0.0114 |
0.0018 |
18.8% |
0.0221 |
| ATR |
0.0088 |
0.0090 |
0.0002 |
2.1% |
0.0000 |
| Volume |
272 |
527 |
255 |
93.8% |
3,923 |
|
| Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2144 |
1.2083 |
1.1856 |
|
| R3 |
1.2030 |
1.1969 |
1.1824 |
|
| R2 |
1.1916 |
1.1916 |
1.1814 |
|
| R1 |
1.1855 |
1.1855 |
1.1803 |
1.1829 |
| PP |
1.1802 |
1.1802 |
1.1802 |
1.1789 |
| S1 |
1.1741 |
1.1741 |
1.1783 |
1.1715 |
| S2 |
1.1688 |
1.1688 |
1.1772 |
|
| S3 |
1.1574 |
1.1627 |
1.1762 |
|
| S4 |
1.1460 |
1.1513 |
1.1730 |
|
|
| 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 |
1.1888 |
1.1750 |
0.0138 |
1.2% |
0.0092 |
0.8% |
31% |
False |
True |
789 |
| 10 |
1.2185 |
1.1750 |
0.0435 |
3.7% |
0.0087 |
0.7% |
10% |
False |
True |
651 |
| 20 |
1.2582 |
1.1750 |
0.0832 |
7.1% |
0.0085 |
0.7% |
5% |
False |
True |
497 |
| 40 |
1.2610 |
1.1750 |
0.0860 |
7.3% |
0.0089 |
0.8% |
5% |
False |
True |
334 |
| 60 |
1.2831 |
1.1750 |
0.1081 |
9.2% |
0.0083 |
0.7% |
4% |
False |
True |
242 |
| 80 |
1.2903 |
1.1750 |
0.1153 |
9.8% |
0.0085 |
0.7% |
4% |
False |
True |
195 |
| 100 |
1.3299 |
1.1750 |
0.1549 |
13.1% |
0.0078 |
0.7% |
3% |
False |
True |
158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2349 |
|
2.618 |
1.2162 |
|
1.618 |
1.2048 |
|
1.000 |
1.1978 |
|
0.618 |
1.1934 |
|
HIGH |
1.1864 |
|
0.618 |
1.1820 |
|
0.500 |
1.1807 |
|
0.382 |
1.1794 |
|
LOW |
1.1750 |
|
0.618 |
1.1680 |
|
1.000 |
1.1636 |
|
1.618 |
1.1566 |
|
2.618 |
1.1452 |
|
4.250 |
1.1266 |
|
|
| Fisher Pivots for day following 14-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1807 |
1.1819 |
| PP |
1.1802 |
1.1810 |
| S1 |
1.1798 |
1.1802 |
|