CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 05-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1487 |
1.1354 |
-0.0133 |
-1.2% |
1.1162 |
| High |
1.1500 |
1.1513 |
0.0013 |
0.1% |
1.1436 |
| Low |
1.1333 |
1.1320 |
-0.0013 |
-0.1% |
1.1117 |
| Close |
1.1435 |
1.1491 |
0.0056 |
0.5% |
1.1307 |
| Range |
0.0167 |
0.0193 |
0.0026 |
15.6% |
0.0319 |
| ATR |
0.0136 |
0.0140 |
0.0004 |
3.0% |
0.0000 |
| Volume |
2,896 |
2,684 |
-212 |
-7.3% |
12,001 |
|
| Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2020 |
1.1949 |
1.1597 |
|
| R3 |
1.1827 |
1.1756 |
1.1544 |
|
| R2 |
1.1634 |
1.1634 |
1.1526 |
|
| R1 |
1.1563 |
1.1563 |
1.1509 |
1.1599 |
| PP |
1.1441 |
1.1441 |
1.1441 |
1.1459 |
| S1 |
1.1370 |
1.1370 |
1.1473 |
1.1406 |
| S2 |
1.1248 |
1.1248 |
1.1456 |
|
| S3 |
1.1055 |
1.1177 |
1.1438 |
|
| S4 |
1.0862 |
1.0984 |
1.1385 |
|
|
| 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 |
1.1294 |
0.0252 |
2.2% |
0.0143 |
1.2% |
78% |
False |
False |
1,628 |
| 10 |
1.1546 |
1.1117 |
0.0429 |
3.7% |
0.0156 |
1.4% |
87% |
False |
False |
2,066 |
| 20 |
1.1888 |
1.1117 |
0.0771 |
6.7% |
0.0149 |
1.3% |
49% |
False |
False |
1,610 |
| 40 |
1.2582 |
1.1117 |
0.1465 |
12.7% |
0.0118 |
1.0% |
26% |
False |
False |
993 |
| 60 |
1.2610 |
1.1117 |
0.1493 |
13.0% |
0.0108 |
0.9% |
25% |
False |
False |
698 |
| 80 |
1.2865 |
1.1117 |
0.1748 |
15.2% |
0.0101 |
0.9% |
21% |
False |
False |
537 |
| 100 |
1.3029 |
1.1117 |
0.1912 |
16.6% |
0.0096 |
0.8% |
20% |
False |
False |
439 |
| 120 |
1.3421 |
1.1117 |
0.2304 |
20.1% |
0.0087 |
0.8% |
16% |
False |
False |
368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2333 |
|
2.618 |
1.2018 |
|
1.618 |
1.1825 |
|
1.000 |
1.1706 |
|
0.618 |
1.1632 |
|
HIGH |
1.1513 |
|
0.618 |
1.1439 |
|
0.500 |
1.1417 |
|
0.382 |
1.1394 |
|
LOW |
1.1320 |
|
0.618 |
1.1201 |
|
1.000 |
1.1127 |
|
1.618 |
1.1008 |
|
2.618 |
1.0815 |
|
4.250 |
1.0500 |
|
|
| Fisher Pivots for day following 05-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1466 |
1.1472 |
| PP |
1.1441 |
1.1452 |
| S1 |
1.1417 |
1.1433 |
|