CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 13-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1870 |
1.1837 |
-0.0033 |
-0.3% |
1.1960 |
| High |
1.1878 |
1.1866 |
-0.0012 |
-0.1% |
1.1985 |
| Low |
1.1792 |
1.1759 |
-0.0033 |
-0.3% |
1.1761 |
| Close |
1.1847 |
1.1771 |
-0.0076 |
-0.6% |
1.1848 |
| Range |
0.0086 |
0.0107 |
0.0021 |
24.4% |
0.0224 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
1.0% |
0.0000 |
| Volume |
185,152 |
233,788 |
48,636 |
26.3% |
1,275,603 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2120 |
1.2052 |
1.1830 |
|
| R3 |
1.2013 |
1.1945 |
1.1800 |
|
| R2 |
1.1906 |
1.1906 |
1.1791 |
|
| R1 |
1.1838 |
1.1838 |
1.1781 |
1.1819 |
| PP |
1.1799 |
1.1799 |
1.1799 |
1.1789 |
| S1 |
1.1731 |
1.1731 |
1.1761 |
1.1712 |
| S2 |
1.1692 |
1.1692 |
1.1751 |
|
| S3 |
1.1585 |
1.1624 |
1.1742 |
|
| S4 |
1.1478 |
1.1517 |
1.1712 |
|
|
| 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 |
1.1904 |
1.1759 |
0.0145 |
1.2% |
0.0093 |
0.8% |
8% |
False |
True |
243,216 |
| 10 |
1.2196 |
1.1759 |
0.0437 |
3.7% |
0.0089 |
0.8% |
3% |
False |
True |
203,948 |
| 20 |
1.2579 |
1.1759 |
0.0820 |
7.0% |
0.0089 |
0.8% |
1% |
False |
True |
181,976 |
| 40 |
1.2610 |
1.1759 |
0.0851 |
7.2% |
0.0100 |
0.8% |
1% |
False |
True |
114,672 |
| 60 |
1.2851 |
1.1759 |
0.1092 |
9.3% |
0.0098 |
0.8% |
1% |
False |
True |
76,908 |
| 80 |
1.2940 |
1.1759 |
0.1181 |
10.0% |
0.0100 |
0.8% |
1% |
False |
True |
57,872 |
| 100 |
1.3298 |
1.1759 |
0.1539 |
13.1% |
0.0092 |
0.8% |
1% |
False |
True |
46,344 |
| 120 |
1.3478 |
1.1759 |
0.1719 |
14.6% |
0.0081 |
0.7% |
1% |
False |
True |
38,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2321 |
|
2.618 |
1.2146 |
|
1.618 |
1.2039 |
|
1.000 |
1.1973 |
|
0.618 |
1.1932 |
|
HIGH |
1.1866 |
|
0.618 |
1.1825 |
|
0.500 |
1.1813 |
|
0.382 |
1.1800 |
|
LOW |
1.1759 |
|
0.618 |
1.1693 |
|
1.000 |
1.1652 |
|
1.618 |
1.1586 |
|
2.618 |
1.1479 |
|
4.250 |
1.1304 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1813 |
1.1819 |
| PP |
1.1799 |
1.1803 |
| S1 |
1.1785 |
1.1787 |
|