CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 06-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1354 |
1.1493 |
0.0139 |
1.2% |
1.1318 |
| High |
1.1513 |
1.1493 |
-0.0020 |
-0.2% |
1.1546 |
| Low |
1.1320 |
1.1328 |
0.0008 |
0.1% |
1.1311 |
| Close |
1.1491 |
1.1335 |
-0.0156 |
-1.4% |
1.1335 |
| Range |
0.0193 |
0.0165 |
-0.0028 |
-14.5% |
0.0235 |
| ATR |
0.0140 |
0.0142 |
0.0002 |
1.3% |
0.0000 |
| Volume |
2,684 |
1,765 |
-919 |
-34.2% |
8,664 |
|
| Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1880 |
1.1773 |
1.1426 |
|
| R3 |
1.1715 |
1.1608 |
1.1380 |
|
| R2 |
1.1550 |
1.1550 |
1.1365 |
|
| R1 |
1.1443 |
1.1443 |
1.1350 |
1.1414 |
| PP |
1.1385 |
1.1385 |
1.1385 |
1.1371 |
| S1 |
1.1278 |
1.1278 |
1.1320 |
1.1249 |
| S2 |
1.1220 |
1.1220 |
1.1305 |
|
| S3 |
1.1055 |
1.1113 |
1.1290 |
|
| S4 |
1.0890 |
1.0948 |
1.1244 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2102 |
1.1954 |
1.1464 |
|
| R3 |
1.1867 |
1.1719 |
1.1400 |
|
| R2 |
1.1632 |
1.1632 |
1.1378 |
|
| R1 |
1.1484 |
1.1484 |
1.1357 |
1.1558 |
| PP |
1.1397 |
1.1397 |
1.1397 |
1.1435 |
| S1 |
1.1249 |
1.1249 |
1.1313 |
1.1323 |
| S2 |
1.1162 |
1.1162 |
1.1292 |
|
| S3 |
1.0927 |
1.1014 |
1.1270 |
|
| S4 |
1.0692 |
1.0779 |
1.1206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1546 |
1.1311 |
0.0235 |
2.1% |
0.0159 |
1.4% |
10% |
False |
False |
1,732 |
| 10 |
1.1546 |
1.1117 |
0.0429 |
3.8% |
0.0147 |
1.3% |
51% |
False |
False |
2,066 |
| 20 |
1.1888 |
1.1117 |
0.0771 |
6.8% |
0.0153 |
1.3% |
28% |
False |
False |
1,648 |
| 40 |
1.2582 |
1.1117 |
0.1465 |
12.9% |
0.0118 |
1.0% |
15% |
False |
False |
1,032 |
| 60 |
1.2610 |
1.1117 |
0.1493 |
13.2% |
0.0110 |
1.0% |
15% |
False |
False |
726 |
| 80 |
1.2865 |
1.1117 |
0.1748 |
15.4% |
0.0101 |
0.9% |
12% |
False |
False |
559 |
| 100 |
1.3029 |
1.1117 |
0.1912 |
16.9% |
0.0098 |
0.9% |
11% |
False |
False |
457 |
| 120 |
1.3386 |
1.1117 |
0.2269 |
20.0% |
0.0088 |
0.8% |
10% |
False |
False |
382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2194 |
|
2.618 |
1.1925 |
|
1.618 |
1.1760 |
|
1.000 |
1.1658 |
|
0.618 |
1.1595 |
|
HIGH |
1.1493 |
|
0.618 |
1.1430 |
|
0.500 |
1.1411 |
|
0.382 |
1.1391 |
|
LOW |
1.1328 |
|
0.618 |
1.1226 |
|
1.000 |
1.1163 |
|
1.618 |
1.1061 |
|
2.618 |
1.0896 |
|
4.250 |
1.0627 |
|
|
| Fisher Pivots for day following 06-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1411 |
1.1417 |
| PP |
1.1385 |
1.1389 |
| S1 |
1.1360 |
1.1362 |
|