CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1960 |
1.1942 |
-0.0018 |
-0.2% |
1.2189 |
| High |
1.1985 |
1.1977 |
-0.0008 |
-0.1% |
1.2230 |
| Low |
1.1895 |
1.1892 |
-0.0003 |
0.0% |
1.2007 |
| Close |
1.1947 |
1.1921 |
-0.0026 |
-0.2% |
1.2013 |
| Range |
0.0090 |
0.0085 |
-0.0005 |
-5.6% |
0.0223 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
237,144 |
241,318 |
4,174 |
1.8% |
445,558 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2185 |
1.2138 |
1.1968 |
|
| R3 |
1.2100 |
1.2053 |
1.1944 |
|
| R2 |
1.2015 |
1.2015 |
1.1937 |
|
| R1 |
1.1968 |
1.1968 |
1.1929 |
1.1949 |
| PP |
1.1930 |
1.1930 |
1.1930 |
1.1921 |
| S1 |
1.1883 |
1.1883 |
1.1913 |
1.1864 |
| S2 |
1.1845 |
1.1845 |
1.1905 |
|
| S3 |
1.1760 |
1.1798 |
1.1898 |
|
| S4 |
1.1675 |
1.1713 |
1.1874 |
|
|
| 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 |
1.2196 |
1.1892 |
0.0304 |
2.6% |
0.0084 |
0.7% |
10% |
False |
True |
164,680 |
| 10 |
1.2281 |
1.1892 |
0.0389 |
3.3% |
0.0075 |
0.6% |
7% |
False |
True |
120,284 |
| 20 |
1.2579 |
1.1892 |
0.0687 |
5.8% |
0.0094 |
0.8% |
4% |
False |
True |
161,875 |
| 40 |
1.2610 |
1.1892 |
0.0718 |
6.0% |
0.0099 |
0.8% |
4% |
False |
True |
84,505 |
| 60 |
1.2896 |
1.1892 |
0.1004 |
8.4% |
0.0102 |
0.9% |
3% |
False |
True |
56,736 |
| 80 |
1.3010 |
1.1892 |
0.1118 |
9.4% |
0.0099 |
0.8% |
3% |
False |
True |
42,704 |
| 100 |
1.3412 |
1.1892 |
0.1520 |
12.8% |
0.0089 |
0.7% |
2% |
False |
True |
34,196 |
| 120 |
1.3549 |
1.1892 |
0.1657 |
13.9% |
0.0078 |
0.7% |
2% |
False |
True |
28,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2338 |
|
2.618 |
1.2200 |
|
1.618 |
1.2115 |
|
1.000 |
1.2062 |
|
0.618 |
1.2030 |
|
HIGH |
1.1977 |
|
0.618 |
1.1945 |
|
0.500 |
1.1935 |
|
0.382 |
1.1924 |
|
LOW |
1.1892 |
|
0.618 |
1.1839 |
|
1.000 |
1.1807 |
|
1.618 |
1.1754 |
|
2.618 |
1.1669 |
|
4.250 |
1.1531 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1935 |
1.2003 |
| PP |
1.1930 |
1.1975 |
| S1 |
1.1926 |
1.1948 |
|