CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1581 |
1.1575 |
-0.0006 |
-0.1% |
1.1877 |
| High |
1.1658 |
1.1695 |
0.0037 |
0.3% |
1.1888 |
| Low |
1.1560 |
1.1563 |
0.0003 |
0.0% |
1.1491 |
| Close |
1.1567 |
1.1609 |
0.0042 |
0.4% |
1.1603 |
| Range |
0.0098 |
0.0132 |
0.0034 |
34.7% |
0.0397 |
| ATR |
0.0104 |
0.0106 |
0.0002 |
1.9% |
0.0000 |
| Volume |
2,074 |
1,450 |
-624 |
-30.1% |
4,601 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2018 |
1.1946 |
1.1682 |
|
| R3 |
1.1886 |
1.1814 |
1.1645 |
|
| R2 |
1.1754 |
1.1754 |
1.1633 |
|
| R1 |
1.1682 |
1.1682 |
1.1621 |
1.1718 |
| PP |
1.1622 |
1.1622 |
1.1622 |
1.1641 |
| S1 |
1.1550 |
1.1550 |
1.1597 |
1.1586 |
| S2 |
1.1490 |
1.1490 |
1.1585 |
|
| S3 |
1.1358 |
1.1418 |
1.1573 |
|
| S4 |
1.1226 |
1.1286 |
1.1536 |
|
|
| 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 |
1.1864 |
1.1491 |
0.0373 |
3.2% |
0.0147 |
1.3% |
32% |
False |
False |
1,369 |
| 10 |
1.1914 |
1.1491 |
0.0423 |
3.6% |
0.0117 |
1.0% |
28% |
False |
False |
1,081 |
| 20 |
1.2290 |
1.1491 |
0.0799 |
6.9% |
0.0092 |
0.8% |
15% |
False |
False |
701 |
| 40 |
1.2582 |
1.1491 |
0.1091 |
9.4% |
0.0097 |
0.8% |
11% |
False |
False |
487 |
| 60 |
1.2781 |
1.1491 |
0.1290 |
11.1% |
0.0090 |
0.8% |
9% |
False |
False |
346 |
| 80 |
1.2865 |
1.1491 |
0.1374 |
11.8% |
0.0090 |
0.8% |
9% |
False |
False |
272 |
| 100 |
1.3240 |
1.1491 |
0.1749 |
15.1% |
0.0084 |
0.7% |
7% |
False |
False |
221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2256 |
|
2.618 |
1.2041 |
|
1.618 |
1.1909 |
|
1.000 |
1.1827 |
|
0.618 |
1.1777 |
|
HIGH |
1.1695 |
|
0.618 |
1.1645 |
|
0.500 |
1.1629 |
|
0.382 |
1.1613 |
|
LOW |
1.1563 |
|
0.618 |
1.1481 |
|
1.000 |
1.1431 |
|
1.618 |
1.1349 |
|
2.618 |
1.1217 |
|
4.250 |
1.1002 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1629 |
1.1604 |
| PP |
1.1622 |
1.1598 |
| S1 |
1.1616 |
1.1593 |
|