CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1177 |
1.1318 |
0.0141 |
1.3% |
1.1603 |
| High |
1.1319 |
1.1450 |
0.0131 |
1.2% |
1.1672 |
| Low |
1.1135 |
1.1299 |
0.0164 |
1.5% |
1.1149 |
| Close |
1.1301 |
1.1408 |
0.0107 |
0.9% |
1.1280 |
| Range |
0.0184 |
0.0151 |
-0.0033 |
-17.9% |
0.0523 |
| ATR |
0.0115 |
0.0118 |
0.0003 |
2.2% |
0.0000 |
| Volume |
236 |
78 |
-158 |
-66.9% |
567 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1839 |
1.1774 |
1.1491 |
|
| R3 |
1.1688 |
1.1623 |
1.1450 |
|
| R2 |
1.1537 |
1.1537 |
1.1436 |
|
| R1 |
1.1472 |
1.1472 |
1.1422 |
1.1505 |
| PP |
1.1386 |
1.1386 |
1.1386 |
1.1402 |
| S1 |
1.1321 |
1.1321 |
1.1394 |
1.1354 |
| S2 |
1.1235 |
1.1235 |
1.1380 |
|
| S3 |
1.1084 |
1.1170 |
1.1366 |
|
| S4 |
1.0933 |
1.1019 |
1.1325 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2936 |
1.2631 |
1.1568 |
|
| R3 |
1.2413 |
1.2108 |
1.1424 |
|
| R2 |
1.1890 |
1.1890 |
1.1376 |
|
| R1 |
1.1585 |
1.1585 |
1.1328 |
1.1476 |
| PP |
1.1367 |
1.1367 |
1.1367 |
1.1313 |
| S1 |
1.1062 |
1.1062 |
1.1232 |
1.0953 |
| S2 |
1.0844 |
1.0844 |
1.1184 |
|
| S3 |
1.0321 |
1.0539 |
1.1136 |
|
| S4 |
0.9798 |
1.0016 |
1.0992 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1649 |
1.1135 |
0.0514 |
4.5% |
0.0167 |
1.5% |
53% |
False |
False |
135 |
| 10 |
1.1877 |
1.1135 |
0.0742 |
6.5% |
0.0140 |
1.2% |
37% |
False |
False |
118 |
| 20 |
1.2243 |
1.1135 |
0.1108 |
9.7% |
0.0102 |
0.9% |
25% |
False |
False |
94 |
| 40 |
1.2564 |
1.1135 |
0.1429 |
12.5% |
0.0072 |
0.6% |
19% |
False |
False |
51 |
| 60 |
1.2646 |
1.1135 |
0.1511 |
13.2% |
0.0062 |
0.5% |
18% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2092 |
|
2.618 |
1.1845 |
|
1.618 |
1.1694 |
|
1.000 |
1.1601 |
|
0.618 |
1.1543 |
|
HIGH |
1.1450 |
|
0.618 |
1.1392 |
|
0.500 |
1.1375 |
|
0.382 |
1.1357 |
|
LOW |
1.1299 |
|
0.618 |
1.1206 |
|
1.000 |
1.1148 |
|
1.618 |
1.1055 |
|
2.618 |
1.0904 |
|
4.250 |
1.0657 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1397 |
1.1370 |
| PP |
1.1386 |
1.1331 |
| S1 |
1.1375 |
1.1293 |
|