CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 30-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1292 |
1.1340 |
0.0048 |
0.4% |
1.1162 |
| High |
1.1381 |
1.1378 |
-0.0003 |
0.0% |
1.1436 |
| Low |
1.1281 |
1.1294 |
0.0013 |
0.1% |
1.1117 |
| Close |
1.1328 |
1.1307 |
-0.0021 |
-0.2% |
1.1307 |
| Range |
0.0100 |
0.0084 |
-0.0016 |
-16.0% |
0.0319 |
| ATR |
0.0136 |
0.0132 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
1,504 |
1,243 |
-261 |
-17.4% |
12,001 |
|
| Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1578 |
1.1527 |
1.1353 |
|
| R3 |
1.1494 |
1.1443 |
1.1330 |
|
| R2 |
1.1410 |
1.1410 |
1.1322 |
|
| R1 |
1.1359 |
1.1359 |
1.1315 |
1.1343 |
| PP |
1.1326 |
1.1326 |
1.1326 |
1.1318 |
| S1 |
1.1275 |
1.1275 |
1.1299 |
1.1259 |
| S2 |
1.1242 |
1.1242 |
1.1292 |
|
| S3 |
1.1158 |
1.1191 |
1.1284 |
|
| S4 |
1.1074 |
1.1107 |
1.1261 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2244 |
1.2094 |
1.1482 |
|
| R3 |
1.1925 |
1.1775 |
1.1395 |
|
| R2 |
1.1606 |
1.1606 |
1.1365 |
|
| R1 |
1.1456 |
1.1456 |
1.1336 |
1.1531 |
| PP |
1.1287 |
1.1287 |
1.1287 |
1.1324 |
| S1 |
1.1137 |
1.1137 |
1.1278 |
1.1212 |
| S2 |
1.0968 |
1.0968 |
1.1249 |
|
| S3 |
1.0649 |
1.0818 |
1.1219 |
|
| S4 |
1.0330 |
1.0499 |
1.1132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1436 |
1.1117 |
0.0319 |
2.8% |
0.0135 |
1.2% |
60% |
False |
False |
2,400 |
| 10 |
1.1695 |
1.1117 |
0.0578 |
5.1% |
0.0167 |
1.5% |
33% |
False |
False |
2,088 |
| 20 |
1.2111 |
1.1117 |
0.0994 |
8.8% |
0.0135 |
1.2% |
19% |
False |
False |
1,371 |
| 40 |
1.2582 |
1.1117 |
0.1465 |
13.0% |
0.0113 |
1.0% |
13% |
False |
False |
837 |
| 60 |
1.2610 |
1.1117 |
0.1493 |
13.2% |
0.0104 |
0.9% |
13% |
False |
False |
587 |
| 80 |
1.2865 |
1.1117 |
0.1748 |
15.5% |
0.0098 |
0.9% |
11% |
False |
False |
453 |
| 100 |
1.3029 |
1.1117 |
0.1912 |
16.9% |
0.0092 |
0.8% |
10% |
False |
False |
371 |
| 120 |
1.3430 |
1.1117 |
0.2313 |
20.5% |
0.0082 |
0.7% |
8% |
False |
False |
310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1735 |
|
2.618 |
1.1598 |
|
1.618 |
1.1514 |
|
1.000 |
1.1462 |
|
0.618 |
1.1430 |
|
HIGH |
1.1378 |
|
0.618 |
1.1346 |
|
0.500 |
1.1336 |
|
0.382 |
1.1326 |
|
LOW |
1.1294 |
|
0.618 |
1.1242 |
|
1.000 |
1.1210 |
|
1.618 |
1.1158 |
|
2.618 |
1.1074 |
|
4.250 |
1.0937 |
|
|
| Fisher Pivots for day following 30-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1336 |
1.1337 |
| PP |
1.1326 |
1.1327 |
| S1 |
1.1317 |
1.1317 |
|