CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 02-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1340 |
1.1318 |
-0.0022 |
-0.2% |
1.1162 |
| High |
1.1378 |
1.1376 |
-0.0002 |
0.0% |
1.1436 |
| Low |
1.1294 |
1.1311 |
0.0017 |
0.2% |
1.1117 |
| Close |
1.1307 |
1.1361 |
0.0054 |
0.5% |
1.1307 |
| Range |
0.0084 |
0.0065 |
-0.0019 |
-22.6% |
0.0319 |
| ATR |
0.0132 |
0.0127 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
1,243 |
716 |
-527 |
-42.4% |
12,001 |
|
| Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1544 |
1.1518 |
1.1397 |
|
| R3 |
1.1479 |
1.1453 |
1.1379 |
|
| R2 |
1.1414 |
1.1414 |
1.1373 |
|
| R1 |
1.1388 |
1.1388 |
1.1367 |
1.1401 |
| PP |
1.1349 |
1.1349 |
1.1349 |
1.1356 |
| S1 |
1.1323 |
1.1323 |
1.1355 |
1.1336 |
| S2 |
1.1284 |
1.1284 |
1.1349 |
|
| S3 |
1.1219 |
1.1258 |
1.1343 |
|
| S4 |
1.1154 |
1.1193 |
1.1325 |
|
|
| 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 |
1.1240 |
0.0196 |
1.7% |
0.0109 |
1.0% |
62% |
False |
False |
1,796 |
| 10 |
1.1695 |
1.1117 |
0.0578 |
5.1% |
0.0156 |
1.4% |
42% |
False |
False |
1,928 |
| 20 |
1.1993 |
1.1117 |
0.0876 |
7.7% |
0.0133 |
1.2% |
28% |
False |
False |
1,390 |
| 40 |
1.2582 |
1.1117 |
0.1465 |
12.9% |
0.0113 |
1.0% |
17% |
False |
False |
853 |
| 60 |
1.2610 |
1.1117 |
0.1493 |
13.1% |
0.0104 |
0.9% |
16% |
False |
False |
598 |
| 80 |
1.2865 |
1.1117 |
0.1748 |
15.4% |
0.0097 |
0.9% |
14% |
False |
False |
462 |
| 100 |
1.3029 |
1.1117 |
0.1912 |
16.8% |
0.0092 |
0.8% |
13% |
False |
False |
378 |
| 120 |
1.3430 |
1.1117 |
0.2313 |
20.4% |
0.0082 |
0.7% |
11% |
False |
False |
316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1652 |
|
2.618 |
1.1546 |
|
1.618 |
1.1481 |
|
1.000 |
1.1441 |
|
0.618 |
1.1416 |
|
HIGH |
1.1376 |
|
0.618 |
1.1351 |
|
0.500 |
1.1344 |
|
0.382 |
1.1336 |
|
LOW |
1.1311 |
|
0.618 |
1.1271 |
|
1.000 |
1.1246 |
|
1.618 |
1.1206 |
|
2.618 |
1.1141 |
|
4.250 |
1.1035 |
|
|
| Fisher Pivots for day following 02-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1355 |
1.1351 |
| PP |
1.1349 |
1.1341 |
| S1 |
1.1344 |
1.1331 |
|