CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 30-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1295 |
1.1363 |
0.0068 |
0.6% |
1.1177 |
| High |
1.1386 |
1.1381 |
-0.0005 |
0.0% |
1.1450 |
| Low |
1.1290 |
1.1312 |
0.0022 |
0.2% |
1.1135 |
| Close |
1.1344 |
1.1323 |
-0.0021 |
-0.2% |
1.1323 |
| Range |
0.0096 |
0.0069 |
-0.0027 |
-28.1% |
0.0315 |
| ATR |
0.0115 |
0.0112 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
219 |
172 |
-47 |
-21.5% |
947 |
|
| Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1546 |
1.1503 |
1.1361 |
|
| R3 |
1.1477 |
1.1434 |
1.1342 |
|
| R2 |
1.1408 |
1.1408 |
1.1336 |
|
| R1 |
1.1365 |
1.1365 |
1.1329 |
1.1352 |
| PP |
1.1339 |
1.1339 |
1.1339 |
1.1332 |
| S1 |
1.1296 |
1.1296 |
1.1317 |
1.1283 |
| S2 |
1.1270 |
1.1270 |
1.1310 |
|
| S3 |
1.1201 |
1.1227 |
1.1304 |
|
| S4 |
1.1132 |
1.1158 |
1.1285 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2248 |
1.2100 |
1.1496 |
|
| R3 |
1.1933 |
1.1785 |
1.1410 |
|
| R2 |
1.1618 |
1.1618 |
1.1381 |
|
| R1 |
1.1470 |
1.1470 |
1.1352 |
1.1544 |
| PP |
1.1303 |
1.1303 |
1.1303 |
1.1340 |
| S1 |
1.1155 |
1.1155 |
1.1294 |
1.1229 |
| S2 |
1.0988 |
1.0988 |
1.1265 |
|
| S3 |
1.0673 |
1.0840 |
1.1236 |
|
| S4 |
1.0358 |
1.0525 |
1.1150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1450 |
1.1135 |
0.0315 |
2.8% |
0.0116 |
1.0% |
60% |
False |
False |
189 |
| 10 |
1.1677 |
1.1135 |
0.0542 |
4.8% |
0.0135 |
1.2% |
35% |
False |
False |
167 |
| 20 |
1.2099 |
1.1135 |
0.0964 |
8.5% |
0.0107 |
0.9% |
20% |
False |
False |
120 |
| 40 |
1.2564 |
1.1135 |
0.1429 |
12.6% |
0.0077 |
0.7% |
13% |
False |
False |
67 |
| 60 |
1.2612 |
1.1135 |
0.1477 |
13.0% |
0.0066 |
0.6% |
13% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1674 |
|
2.618 |
1.1562 |
|
1.618 |
1.1493 |
|
1.000 |
1.1450 |
|
0.618 |
1.1424 |
|
HIGH |
1.1381 |
|
0.618 |
1.1355 |
|
0.500 |
1.1347 |
|
0.382 |
1.1338 |
|
LOW |
1.1312 |
|
0.618 |
1.1269 |
|
1.000 |
1.1243 |
|
1.618 |
1.1200 |
|
2.618 |
1.1131 |
|
4.250 |
1.1019 |
|
|
| Fisher Pivots for day following 30-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1347 |
1.1343 |
| PP |
1.1339 |
1.1336 |
| S1 |
1.1331 |
1.1330 |
|