CME Euro FX (E) Future September 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 |
1.1497 |
1.1376 |
-0.0121 |
-1.1% |
1.1177 |
| High |
1.1520 |
1.1511 |
-0.0009 |
-0.1% |
1.1450 |
| Low |
1.1380 |
1.1376 |
-0.0004 |
0.0% |
1.1135 |
| Close |
1.1452 |
1.1508 |
0.0056 |
0.5% |
1.1323 |
| Range |
0.0140 |
0.0135 |
-0.0005 |
-3.6% |
0.0315 |
| ATR |
0.0115 |
0.0116 |
0.0001 |
1.2% |
0.0000 |
| Volume |
322 |
51 |
-271 |
-84.2% |
947 |
|
| Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1870 |
1.1824 |
1.1582 |
|
| R3 |
1.1735 |
1.1689 |
1.1545 |
|
| R2 |
1.1600 |
1.1600 |
1.1533 |
|
| R1 |
1.1554 |
1.1554 |
1.1520 |
1.1577 |
| PP |
1.1465 |
1.1465 |
1.1465 |
1.1477 |
| S1 |
1.1419 |
1.1419 |
1.1496 |
1.1442 |
| S2 |
1.1330 |
1.1330 |
1.1483 |
|
| S3 |
1.1195 |
1.1284 |
1.1471 |
|
| S4 |
1.1060 |
1.1149 |
1.1434 |
|
|
| 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 |
1.1560 |
1.1312 |
0.0248 |
2.2% |
0.0113 |
1.0% |
79% |
False |
False |
131 |
| 10 |
1.1560 |
1.1135 |
0.0425 |
3.7% |
0.0134 |
1.2% |
88% |
False |
False |
155 |
| 20 |
1.1900 |
1.1135 |
0.0765 |
6.6% |
0.0118 |
1.0% |
49% |
False |
False |
131 |
| 40 |
1.2564 |
1.1135 |
0.1429 |
12.4% |
0.0084 |
0.7% |
26% |
False |
False |
79 |
| 60 |
1.2610 |
1.1135 |
0.1475 |
12.8% |
0.0069 |
0.6% |
25% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2085 |
|
2.618 |
1.1864 |
|
1.618 |
1.1729 |
|
1.000 |
1.1646 |
|
0.618 |
1.1594 |
|
HIGH |
1.1511 |
|
0.618 |
1.1459 |
|
0.500 |
1.1444 |
|
0.382 |
1.1428 |
|
LOW |
1.1376 |
|
0.618 |
1.1293 |
|
1.000 |
1.1241 |
|
1.618 |
1.1158 |
|
2.618 |
1.1023 |
|
4.250 |
1.0802 |
|
|
| Fisher Pivots for day following 05-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1487 |
1.1495 |
| PP |
1.1465 |
1.1481 |
| S1 |
1.1444 |
1.1468 |
|