CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 07-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1942 |
1.1884 |
-0.0058 |
-0.5% |
1.2189 |
| High |
1.1977 |
1.1904 |
-0.0073 |
-0.6% |
1.2230 |
| Low |
1.1892 |
1.1809 |
-0.0083 |
-0.7% |
1.2007 |
| Close |
1.1921 |
1.1857 |
-0.0064 |
-0.5% |
1.2013 |
| Range |
0.0085 |
0.0095 |
0.0010 |
11.8% |
0.0223 |
| ATR |
0.0094 |
0.0096 |
0.0001 |
1.3% |
0.0000 |
| Volume |
241,318 |
268,955 |
27,637 |
11.5% |
445,558 |
|
| Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2142 |
1.2094 |
1.1909 |
|
| R3 |
1.2047 |
1.1999 |
1.1883 |
|
| R2 |
1.1952 |
1.1952 |
1.1874 |
|
| R1 |
1.1904 |
1.1904 |
1.1866 |
1.1881 |
| PP |
1.1857 |
1.1857 |
1.1857 |
1.1845 |
| S1 |
1.1809 |
1.1809 |
1.1848 |
1.1786 |
| S2 |
1.1762 |
1.1762 |
1.1840 |
|
| S3 |
1.1667 |
1.1714 |
1.1831 |
|
| S4 |
1.1572 |
1.1619 |
1.1805 |
|
|
| 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 |
1.2178 |
1.1809 |
0.0369 |
3.1% |
0.0090 |
0.8% |
13% |
False |
True |
196,113 |
| 10 |
1.2254 |
1.1809 |
0.0445 |
3.8% |
0.0079 |
0.7% |
11% |
False |
True |
137,517 |
| 20 |
1.2579 |
1.1809 |
0.0770 |
6.5% |
0.0094 |
0.8% |
6% |
False |
True |
173,142 |
| 40 |
1.2610 |
1.1809 |
0.0801 |
6.8% |
0.0099 |
0.8% |
6% |
False |
True |
91,178 |
| 60 |
1.2896 |
1.1809 |
0.1087 |
9.2% |
0.0102 |
0.9% |
4% |
False |
True |
61,195 |
| 80 |
1.3010 |
1.1809 |
0.1201 |
10.1% |
0.0099 |
0.8% |
4% |
False |
True |
46,065 |
| 100 |
1.3412 |
1.1809 |
0.1603 |
13.5% |
0.0090 |
0.8% |
3% |
False |
True |
36,885 |
| 120 |
1.3549 |
1.1809 |
0.1740 |
14.7% |
0.0078 |
0.7% |
3% |
False |
True |
30,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2308 |
|
2.618 |
1.2153 |
|
1.618 |
1.2058 |
|
1.000 |
1.1999 |
|
0.618 |
1.1963 |
|
HIGH |
1.1904 |
|
0.618 |
1.1868 |
|
0.500 |
1.1857 |
|
0.382 |
1.1845 |
|
LOW |
1.1809 |
|
0.618 |
1.1750 |
|
1.000 |
1.1714 |
|
1.618 |
1.1655 |
|
2.618 |
1.1560 |
|
4.250 |
1.1405 |
|
|
| Fisher Pivots for day following 07-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1857 |
1.1897 |
| PP |
1.1857 |
1.1884 |
| S1 |
1.1857 |
1.1870 |
|