CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 04-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1359 |
1.1487 |
0.0128 |
1.1% |
1.1162 |
| High |
1.1546 |
1.1500 |
-0.0046 |
-0.4% |
1.1436 |
| Low |
1.1339 |
1.1333 |
-0.0006 |
-0.1% |
1.1117 |
| Close |
1.1503 |
1.1435 |
-0.0068 |
-0.6% |
1.1307 |
| Range |
0.0207 |
0.0167 |
-0.0040 |
-19.3% |
0.0319 |
| ATR |
0.0133 |
0.0136 |
0.0003 |
2.0% |
0.0000 |
| Volume |
603 |
2,896 |
2,293 |
380.3% |
12,001 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1924 |
1.1846 |
1.1527 |
|
| R3 |
1.1757 |
1.1679 |
1.1481 |
|
| R2 |
1.1590 |
1.1590 |
1.1466 |
|
| R1 |
1.1512 |
1.1512 |
1.1450 |
1.1468 |
| PP |
1.1423 |
1.1423 |
1.1423 |
1.1400 |
| S1 |
1.1345 |
1.1345 |
1.1420 |
1.1301 |
| S2 |
1.1256 |
1.1256 |
1.1404 |
|
| S3 |
1.1089 |
1.1178 |
1.1389 |
|
| S4 |
1.0922 |
1.1011 |
1.1343 |
|
|
| 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 |
1.1546 |
1.1281 |
0.0265 |
2.3% |
0.0125 |
1.1% |
58% |
False |
False |
1,392 |
| 10 |
1.1671 |
1.1117 |
0.0554 |
4.8% |
0.0171 |
1.5% |
57% |
False |
False |
1,925 |
| 20 |
1.1914 |
1.1117 |
0.0797 |
7.0% |
0.0144 |
1.3% |
40% |
False |
False |
1,503 |
| 40 |
1.2582 |
1.1117 |
0.1465 |
12.8% |
0.0115 |
1.0% |
22% |
False |
False |
932 |
| 60 |
1.2610 |
1.1117 |
0.1493 |
13.1% |
0.0107 |
0.9% |
21% |
False |
False |
655 |
| 80 |
1.2865 |
1.1117 |
0.1748 |
15.3% |
0.0099 |
0.9% |
18% |
False |
False |
504 |
| 100 |
1.3029 |
1.1117 |
0.1912 |
16.7% |
0.0095 |
0.8% |
17% |
False |
False |
413 |
| 120 |
1.3421 |
1.1117 |
0.2304 |
20.1% |
0.0085 |
0.7% |
14% |
False |
False |
345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2210 |
|
2.618 |
1.1937 |
|
1.618 |
1.1770 |
|
1.000 |
1.1667 |
|
0.618 |
1.1603 |
|
HIGH |
1.1500 |
|
0.618 |
1.1436 |
|
0.500 |
1.1417 |
|
0.382 |
1.1397 |
|
LOW |
1.1333 |
|
0.618 |
1.1230 |
|
1.000 |
1.1166 |
|
1.618 |
1.1063 |
|
2.618 |
1.0896 |
|
4.250 |
1.0623 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1429 |
1.1433 |
| PP |
1.1423 |
1.1431 |
| S1 |
1.1417 |
1.1429 |
|