CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 16-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1806 |
1.1656 |
-0.0150 |
-1.3% |
1.1877 |
| High |
1.1806 |
1.1668 |
-0.0138 |
-1.2% |
1.1888 |
| Low |
1.1592 |
1.1491 |
-0.0101 |
-0.9% |
1.1491 |
| Close |
1.1634 |
1.1603 |
-0.0031 |
-0.3% |
1.1603 |
| Range |
0.0214 |
0.0177 |
-0.0037 |
-17.3% |
0.0397 |
| ATR |
0.0099 |
0.0105 |
0.0006 |
5.6% |
0.0000 |
| Volume |
485 |
2,313 |
1,828 |
376.9% |
4,601 |
|
| Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2118 |
1.2038 |
1.1700 |
|
| R3 |
1.1941 |
1.1861 |
1.1652 |
|
| R2 |
1.1764 |
1.1764 |
1.1635 |
|
| R1 |
1.1684 |
1.1684 |
1.1619 |
1.1636 |
| PP |
1.1587 |
1.1587 |
1.1587 |
1.1563 |
| S1 |
1.1507 |
1.1507 |
1.1587 |
1.1459 |
| S2 |
1.1410 |
1.1410 |
1.1571 |
|
| S3 |
1.1233 |
1.1330 |
1.1554 |
|
| S4 |
1.1056 |
1.1153 |
1.1506 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2852 |
1.2624 |
1.1821 |
|
| R3 |
1.2455 |
1.2227 |
1.1712 |
|
| R2 |
1.2058 |
1.2058 |
1.1676 |
|
| R1 |
1.1830 |
1.1830 |
1.1639 |
1.1746 |
| PP |
1.1661 |
1.1661 |
1.1661 |
1.1618 |
| S1 |
1.1433 |
1.1433 |
1.1567 |
1.1349 |
| S2 |
1.1264 |
1.1264 |
1.1530 |
|
| S3 |
1.0867 |
1.1036 |
1.1494 |
|
| S4 |
1.0470 |
1.0639 |
1.1385 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1888 |
1.1491 |
0.0397 |
3.4% |
0.0137 |
1.2% |
28% |
False |
True |
920 |
| 10 |
1.1993 |
1.1491 |
0.0502 |
4.3% |
0.0111 |
1.0% |
22% |
False |
True |
852 |
| 20 |
1.2366 |
1.1491 |
0.0875 |
7.5% |
0.0088 |
0.8% |
13% |
False |
True |
556 |
| 40 |
1.2610 |
1.1491 |
0.1119 |
9.6% |
0.0094 |
0.8% |
10% |
False |
True |
401 |
| 60 |
1.2781 |
1.1491 |
0.1290 |
11.1% |
0.0088 |
0.8% |
9% |
False |
True |
288 |
| 80 |
1.2871 |
1.1491 |
0.1380 |
11.9% |
0.0089 |
0.8% |
8% |
False |
True |
229 |
| 100 |
1.3240 |
1.1491 |
0.1749 |
15.1% |
0.0082 |
0.7% |
6% |
False |
True |
186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2420 |
|
2.618 |
1.2131 |
|
1.618 |
1.1954 |
|
1.000 |
1.1845 |
|
0.618 |
1.1777 |
|
HIGH |
1.1668 |
|
0.618 |
1.1600 |
|
0.500 |
1.1580 |
|
0.382 |
1.1559 |
|
LOW |
1.1491 |
|
0.618 |
1.1382 |
|
1.000 |
1.1314 |
|
1.618 |
1.1205 |
|
2.618 |
1.1028 |
|
4.250 |
1.0739 |
|
|
| Fisher Pivots for day following 16-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1595 |
1.1678 |
| PP |
1.1587 |
1.1653 |
| S1 |
1.1580 |
1.1628 |
|