CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 15-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1796 |
1.1806 |
0.0010 |
0.1% |
1.1971 |
| High |
1.1864 |
1.1806 |
-0.0058 |
-0.5% |
1.1993 |
| Low |
1.1750 |
1.1592 |
-0.0158 |
-1.3% |
1.1772 |
| Close |
1.1793 |
1.1634 |
-0.0159 |
-1.3% |
1.1860 |
| Range |
0.0114 |
0.0214 |
0.0100 |
87.7% |
0.0221 |
| ATR |
0.0090 |
0.0099 |
0.0009 |
9.8% |
0.0000 |
| Volume |
527 |
485 |
-42 |
-8.0% |
3,923 |
|
| Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2319 |
1.2191 |
1.1752 |
|
| R3 |
1.2105 |
1.1977 |
1.1693 |
|
| R2 |
1.1891 |
1.1891 |
1.1673 |
|
| R1 |
1.1763 |
1.1763 |
1.1654 |
1.1720 |
| PP |
1.1677 |
1.1677 |
1.1677 |
1.1656 |
| S1 |
1.1549 |
1.1549 |
1.1614 |
1.1506 |
| S2 |
1.1463 |
1.1463 |
1.1595 |
|
| S3 |
1.1249 |
1.1335 |
1.1575 |
|
| S4 |
1.1035 |
1.1121 |
1.1516 |
|
|
| 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 |
1.1592 |
0.0296 |
2.5% |
0.0117 |
1.0% |
14% |
False |
True |
686 |
| 10 |
1.2111 |
1.1592 |
0.0519 |
4.5% |
0.0102 |
0.9% |
8% |
False |
True |
654 |
| 20 |
1.2531 |
1.1592 |
0.0939 |
8.1% |
0.0089 |
0.8% |
4% |
False |
True |
510 |
| 40 |
1.2610 |
1.1592 |
0.1018 |
8.8% |
0.0091 |
0.8% |
4% |
False |
True |
345 |
| 60 |
1.2782 |
1.1592 |
0.1190 |
10.2% |
0.0086 |
0.7% |
4% |
False |
True |
250 |
| 80 |
1.2903 |
1.1592 |
0.1311 |
11.3% |
0.0087 |
0.7% |
3% |
False |
True |
201 |
| 100 |
1.3240 |
1.1592 |
0.1648 |
14.2% |
0.0080 |
0.7% |
3% |
False |
True |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2716 |
|
2.618 |
1.2366 |
|
1.618 |
1.2152 |
|
1.000 |
1.2020 |
|
0.618 |
1.1938 |
|
HIGH |
1.1806 |
|
0.618 |
1.1724 |
|
0.500 |
1.1699 |
|
0.382 |
1.1674 |
|
LOW |
1.1592 |
|
0.618 |
1.1460 |
|
1.000 |
1.1378 |
|
1.618 |
1.1246 |
|
2.618 |
1.1032 |
|
4.250 |
1.0683 |
|
|
| Fisher Pivots for day following 15-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1699 |
1.1732 |
| PP |
1.1677 |
1.1699 |
| S1 |
1.1656 |
1.1667 |
|