CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 20-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1656 |
1.1581 |
-0.0075 |
-0.6% |
1.1877 |
| High |
1.1668 |
1.1658 |
-0.0010 |
-0.1% |
1.1888 |
| Low |
1.1491 |
1.1560 |
0.0069 |
0.6% |
1.1491 |
| Close |
1.1603 |
1.1567 |
-0.0036 |
-0.3% |
1.1603 |
| Range |
0.0177 |
0.0098 |
-0.0079 |
-44.6% |
0.0397 |
| ATR |
0.0105 |
0.0104 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
2,313 |
2,074 |
-239 |
-10.3% |
4,601 |
|
| Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1889 |
1.1826 |
1.1621 |
|
| R3 |
1.1791 |
1.1728 |
1.1594 |
|
| R2 |
1.1693 |
1.1693 |
1.1585 |
|
| R1 |
1.1630 |
1.1630 |
1.1576 |
1.1613 |
| PP |
1.1595 |
1.1595 |
1.1595 |
1.1586 |
| S1 |
1.1532 |
1.1532 |
1.1558 |
1.1515 |
| S2 |
1.1497 |
1.1497 |
1.1549 |
|
| S3 |
1.1399 |
1.1434 |
1.1540 |
|
| S4 |
1.1301 |
1.1336 |
1.1513 |
|
|
| 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 |
1.1872 |
1.1491 |
0.0381 |
3.3% |
0.0140 |
1.2% |
20% |
False |
False |
1,134 |
| 10 |
1.1985 |
1.1491 |
0.0494 |
4.3% |
0.0112 |
1.0% |
15% |
False |
False |
1,018 |
| 20 |
1.2322 |
1.1491 |
0.0831 |
7.2% |
0.0089 |
0.8% |
9% |
False |
False |
640 |
| 40 |
1.2582 |
1.1491 |
0.1091 |
9.4% |
0.0095 |
0.8% |
7% |
False |
False |
452 |
| 60 |
1.2781 |
1.1491 |
0.1290 |
11.2% |
0.0088 |
0.8% |
6% |
False |
False |
322 |
| 80 |
1.2865 |
1.1491 |
0.1374 |
11.9% |
0.0089 |
0.8% |
6% |
False |
False |
255 |
| 100 |
1.3240 |
1.1491 |
0.1749 |
15.1% |
0.0083 |
0.7% |
4% |
False |
False |
207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2075 |
|
2.618 |
1.1915 |
|
1.618 |
1.1817 |
|
1.000 |
1.1756 |
|
0.618 |
1.1719 |
|
HIGH |
1.1658 |
|
0.618 |
1.1621 |
|
0.500 |
1.1609 |
|
0.382 |
1.1597 |
|
LOW |
1.1560 |
|
0.618 |
1.1499 |
|
1.000 |
1.1462 |
|
1.618 |
1.1401 |
|
2.618 |
1.1303 |
|
4.250 |
1.1144 |
|
|
| Fisher Pivots for day following 20-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1609 |
1.1649 |
| PP |
1.1595 |
1.1621 |
| S1 |
1.1581 |
1.1594 |
|