CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 05-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.2110 |
1.1960 |
-0.0150 |
-1.2% |
1.2189 |
| High |
1.2113 |
1.1985 |
-0.0128 |
-1.1% |
1.2230 |
| Low |
1.2007 |
1.1895 |
-0.0112 |
-0.9% |
1.2007 |
| Close |
1.2013 |
1.1947 |
-0.0066 |
-0.5% |
1.2013 |
| Range |
0.0106 |
0.0090 |
-0.0016 |
-15.1% |
0.0223 |
| ATR |
0.0093 |
0.0095 |
0.0002 |
1.9% |
0.0000 |
| Volume |
160,116 |
237,144 |
77,028 |
48.1% |
445,558 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2212 |
1.2170 |
1.1997 |
|
| R3 |
1.2122 |
1.2080 |
1.1972 |
|
| R2 |
1.2032 |
1.2032 |
1.1964 |
|
| R1 |
1.1990 |
1.1990 |
1.1955 |
1.1966 |
| PP |
1.1942 |
1.1942 |
1.1942 |
1.1931 |
| S1 |
1.1900 |
1.1900 |
1.1939 |
1.1876 |
| S2 |
1.1852 |
1.1852 |
1.1931 |
|
| S3 |
1.1762 |
1.1810 |
1.1922 |
|
| S4 |
1.1672 |
1.1720 |
1.1898 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2752 |
1.2606 |
1.2136 |
|
| R3 |
1.2529 |
1.2383 |
1.2074 |
|
| R2 |
1.2306 |
1.2306 |
1.2054 |
|
| R1 |
1.2160 |
1.2160 |
1.2033 |
1.2122 |
| PP |
1.2083 |
1.2083 |
1.2083 |
1.2064 |
| S1 |
1.1937 |
1.1937 |
1.1993 |
1.1899 |
| S2 |
1.1860 |
1.1860 |
1.1972 |
|
| S3 |
1.1637 |
1.1714 |
1.1952 |
|
| S4 |
1.1414 |
1.1491 |
1.1890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2230 |
1.1895 |
0.0335 |
2.8% |
0.0083 |
0.7% |
16% |
False |
True |
136,540 |
| 10 |
1.2312 |
1.1895 |
0.0417 |
3.5% |
0.0074 |
0.6% |
12% |
False |
True |
112,961 |
| 20 |
1.2579 |
1.1895 |
0.0684 |
5.7% |
0.0096 |
0.8% |
8% |
False |
True |
151,099 |
| 40 |
1.2610 |
1.1895 |
0.0715 |
6.0% |
0.0101 |
0.8% |
7% |
False |
True |
78,499 |
| 60 |
1.2896 |
1.1895 |
0.1001 |
8.4% |
0.0102 |
0.9% |
5% |
False |
True |
52,729 |
| 80 |
1.3010 |
1.1895 |
0.1115 |
9.3% |
0.0098 |
0.8% |
5% |
False |
True |
39,691 |
| 100 |
1.3420 |
1.1895 |
0.1525 |
12.8% |
0.0089 |
0.7% |
3% |
False |
True |
31,783 |
| 120 |
1.3549 |
1.1895 |
0.1654 |
13.8% |
0.0077 |
0.6% |
3% |
False |
True |
26,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2368 |
|
2.618 |
1.2221 |
|
1.618 |
1.2131 |
|
1.000 |
1.2075 |
|
0.618 |
1.2041 |
|
HIGH |
1.1985 |
|
0.618 |
1.1951 |
|
0.500 |
1.1940 |
|
0.382 |
1.1929 |
|
LOW |
1.1895 |
|
0.618 |
1.1839 |
|
1.000 |
1.1805 |
|
1.618 |
1.1749 |
|
2.618 |
1.1659 |
|
4.250 |
1.1513 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1945 |
1.2037 |
| PP |
1.1942 |
1.2007 |
| S1 |
1.1940 |
1.1977 |
|