CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1374 |
1.1162 |
-0.0212 |
-1.9% |
1.1581 |
| High |
1.1388 |
1.1311 |
-0.0077 |
-0.7% |
1.1695 |
| Low |
1.1132 |
1.1117 |
-0.0015 |
-0.1% |
1.1132 |
| Close |
1.1262 |
1.1283 |
0.0021 |
0.2% |
1.1262 |
| Range |
0.0256 |
0.0194 |
-0.0062 |
-24.2% |
0.0563 |
| ATR |
0.0133 |
0.0137 |
0.0004 |
3.3% |
0.0000 |
| Volume |
1,764 |
3,734 |
1,970 |
111.7% |
6,566 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1819 |
1.1745 |
1.1390 |
|
| R3 |
1.1625 |
1.1551 |
1.1336 |
|
| R2 |
1.1431 |
1.1431 |
1.1319 |
|
| R1 |
1.1357 |
1.1357 |
1.1301 |
1.1394 |
| PP |
1.1237 |
1.1237 |
1.1237 |
1.1256 |
| S1 |
1.1163 |
1.1163 |
1.1265 |
1.1200 |
| S2 |
1.1043 |
1.1043 |
1.1247 |
|
| S3 |
1.0849 |
1.0969 |
1.1230 |
|
| S4 |
1.0655 |
1.0775 |
1.1176 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3052 |
1.2720 |
1.1572 |
|
| R3 |
1.2489 |
1.2157 |
1.1417 |
|
| R2 |
1.1926 |
1.1926 |
1.1365 |
|
| R1 |
1.1594 |
1.1594 |
1.1314 |
1.1479 |
| PP |
1.1363 |
1.1363 |
1.1363 |
1.1305 |
| S1 |
1.1031 |
1.1031 |
1.1210 |
1.0916 |
| S2 |
1.0800 |
1.0800 |
1.1159 |
|
| S3 |
1.0237 |
1.0468 |
1.1107 |
|
| S4 |
0.9674 |
0.9905 |
1.0952 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1695 |
1.1117 |
0.0578 |
5.1% |
0.0204 |
1.8% |
29% |
False |
True |
2,060 |
| 10 |
1.1888 |
1.1117 |
0.0771 |
6.8% |
0.0170 |
1.5% |
22% |
False |
True |
1,490 |
| 20 |
1.2234 |
1.1117 |
0.1117 |
9.9% |
0.0123 |
1.1% |
15% |
False |
True |
1,000 |
| 40 |
1.2582 |
1.1117 |
0.1465 |
13.0% |
0.0109 |
1.0% |
11% |
False |
True |
640 |
| 60 |
1.2778 |
1.1117 |
0.1661 |
14.7% |
0.0101 |
0.9% |
10% |
False |
True |
459 |
| 80 |
1.2865 |
1.1117 |
0.1748 |
15.5% |
0.0097 |
0.9% |
9% |
False |
True |
355 |
| 100 |
1.3189 |
1.1117 |
0.2072 |
18.4% |
0.0090 |
0.8% |
8% |
False |
True |
289 |
| 120 |
1.3434 |
1.1117 |
0.2317 |
20.5% |
0.0078 |
0.7% |
7% |
False |
True |
242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2136 |
|
2.618 |
1.1819 |
|
1.618 |
1.1625 |
|
1.000 |
1.1505 |
|
0.618 |
1.1431 |
|
HIGH |
1.1311 |
|
0.618 |
1.1237 |
|
0.500 |
1.1214 |
|
0.382 |
1.1191 |
|
LOW |
1.1117 |
|
0.618 |
1.0997 |
|
1.000 |
1.0923 |
|
1.618 |
1.0803 |
|
2.618 |
1.0609 |
|
4.250 |
1.0293 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1260 |
1.1394 |
| PP |
1.1237 |
1.1357 |
| S1 |
1.1214 |
1.1320 |
|