CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 08-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1884 |
1.1842 |
-0.0042 |
-0.4% |
1.2189 |
| High |
1.1904 |
1.1854 |
-0.0050 |
-0.4% |
1.2230 |
| Low |
1.1809 |
1.1761 |
-0.0048 |
-0.4% |
1.2007 |
| Close |
1.1857 |
1.1790 |
-0.0067 |
-0.6% |
1.2013 |
| Range |
0.0095 |
0.0093 |
-0.0002 |
-2.1% |
0.0223 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
0.0% |
0.0000 |
| Volume |
268,955 |
240,002 |
-28,953 |
-10.8% |
445,558 |
|
| Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2081 |
1.2028 |
1.1841 |
|
| R3 |
1.1988 |
1.1935 |
1.1816 |
|
| R2 |
1.1895 |
1.1895 |
1.1807 |
|
| R1 |
1.1842 |
1.1842 |
1.1799 |
1.1822 |
| PP |
1.1802 |
1.1802 |
1.1802 |
1.1792 |
| S1 |
1.1749 |
1.1749 |
1.1781 |
1.1729 |
| S2 |
1.1709 |
1.1709 |
1.1773 |
|
| S3 |
1.1616 |
1.1656 |
1.1764 |
|
| S4 |
1.1523 |
1.1563 |
1.1739 |
|
|
| 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 |
1.2113 |
1.1761 |
0.0352 |
3.0% |
0.0094 |
0.8% |
8% |
False |
True |
229,507 |
| 10 |
1.2237 |
1.1761 |
0.0476 |
4.0% |
0.0080 |
0.7% |
6% |
False |
True |
150,830 |
| 20 |
1.2579 |
1.1761 |
0.0818 |
6.9% |
0.0091 |
0.8% |
4% |
False |
True |
179,392 |
| 40 |
1.2610 |
1.1761 |
0.0849 |
7.2% |
0.0099 |
0.8% |
3% |
False |
True |
97,108 |
| 60 |
1.2896 |
1.1761 |
0.1135 |
9.6% |
0.0101 |
0.9% |
3% |
False |
True |
65,185 |
| 80 |
1.3010 |
1.1761 |
0.1249 |
10.6% |
0.0100 |
0.8% |
2% |
False |
True |
49,063 |
| 100 |
1.3410 |
1.1761 |
0.1649 |
14.0% |
0.0090 |
0.8% |
2% |
False |
True |
39,273 |
| 120 |
1.3547 |
1.1761 |
0.1786 |
15.1% |
0.0079 |
0.7% |
2% |
False |
True |
32,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2249 |
|
2.618 |
1.2097 |
|
1.618 |
1.2004 |
|
1.000 |
1.1947 |
|
0.618 |
1.1911 |
|
HIGH |
1.1854 |
|
0.618 |
1.1818 |
|
0.500 |
1.1808 |
|
0.382 |
1.1797 |
|
LOW |
1.1761 |
|
0.618 |
1.1704 |
|
1.000 |
1.1668 |
|
1.618 |
1.1611 |
|
2.618 |
1.1518 |
|
4.250 |
1.1366 |
|
|
| Fisher Pivots for day following 08-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1808 |
1.1869 |
| PP |
1.1802 |
1.1843 |
| S1 |
1.1796 |
1.1816 |
|