CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 12-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1798 |
1.1870 |
0.0072 |
0.6% |
1.1960 |
| High |
1.1854 |
1.1878 |
0.0024 |
0.2% |
1.1985 |
| Low |
1.1769 |
1.1792 |
0.0023 |
0.2% |
1.1761 |
| Close |
1.1848 |
1.1847 |
-0.0001 |
0.0% |
1.1848 |
| Range |
0.0085 |
0.0086 |
0.0001 |
1.2% |
0.0224 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
288,184 |
185,152 |
-103,032 |
-35.8% |
1,275,603 |
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2097 |
1.2058 |
1.1894 |
|
| R3 |
1.2011 |
1.1972 |
1.1871 |
|
| R2 |
1.1925 |
1.1925 |
1.1863 |
|
| R1 |
1.1886 |
1.1886 |
1.1855 |
1.1863 |
| PP |
1.1839 |
1.1839 |
1.1839 |
1.1827 |
| S1 |
1.1800 |
1.1800 |
1.1839 |
1.1777 |
| S2 |
1.1753 |
1.1753 |
1.1831 |
|
| S3 |
1.1667 |
1.1714 |
1.1823 |
|
| S4 |
1.1581 |
1.1628 |
1.1800 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2537 |
1.2416 |
1.1971 |
|
| R3 |
1.2313 |
1.2192 |
1.1910 |
|
| R2 |
1.2089 |
1.2089 |
1.1889 |
|
| R1 |
1.1968 |
1.1968 |
1.1869 |
1.1917 |
| PP |
1.1865 |
1.1865 |
1.1865 |
1.1839 |
| S1 |
1.1744 |
1.1744 |
1.1827 |
1.1693 |
| S2 |
1.1641 |
1.1641 |
1.1807 |
|
| S3 |
1.1417 |
1.1520 |
1.1786 |
|
| S4 |
1.1193 |
1.1296 |
1.1725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1977 |
1.1761 |
0.0216 |
1.8% |
0.0089 |
0.7% |
40% |
False |
False |
244,722 |
| 10 |
1.2230 |
1.1761 |
0.0469 |
4.0% |
0.0086 |
0.7% |
18% |
False |
False |
190,631 |
| 20 |
1.2579 |
1.1761 |
0.0818 |
6.9% |
0.0089 |
0.7% |
11% |
False |
False |
182,991 |
| 40 |
1.2610 |
1.1761 |
0.0849 |
7.2% |
0.0099 |
0.8% |
10% |
False |
False |
108,870 |
| 60 |
1.2858 |
1.1761 |
0.1097 |
9.3% |
0.0098 |
0.8% |
8% |
False |
False |
73,050 |
| 80 |
1.2942 |
1.1761 |
0.1181 |
10.0% |
0.0100 |
0.8% |
7% |
False |
False |
54,965 |
| 100 |
1.3310 |
1.1761 |
0.1549 |
13.1% |
0.0091 |
0.8% |
6% |
False |
False |
44,006 |
| 120 |
1.3478 |
1.1761 |
0.1717 |
14.5% |
0.0080 |
0.7% |
5% |
False |
False |
36,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2244 |
|
2.618 |
1.2103 |
|
1.618 |
1.2017 |
|
1.000 |
1.1964 |
|
0.618 |
1.1931 |
|
HIGH |
1.1878 |
|
0.618 |
1.1845 |
|
0.500 |
1.1835 |
|
0.382 |
1.1825 |
|
LOW |
1.1792 |
|
0.618 |
1.1739 |
|
1.000 |
1.1706 |
|
1.618 |
1.1653 |
|
2.618 |
1.1567 |
|
4.250 |
1.1427 |
|
|
| Fisher Pivots for day following 12-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1843 |
1.1838 |
| PP |
1.1839 |
1.1829 |
| S1 |
1.1835 |
1.1820 |
|