CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 14-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1837 |
1.1782 |
-0.0055 |
-0.5% |
1.1960 |
| High |
1.1866 |
1.1854 |
-0.0012 |
-0.1% |
1.1985 |
| Low |
1.1759 |
1.1734 |
-0.0025 |
-0.2% |
1.1761 |
| Close |
1.1771 |
1.1782 |
0.0011 |
0.1% |
1.1848 |
| Range |
0.0107 |
0.0120 |
0.0013 |
12.1% |
0.0224 |
| ATR |
0.0095 |
0.0097 |
0.0002 |
1.9% |
0.0000 |
| Volume |
233,788 |
315,139 |
81,351 |
34.8% |
1,275,603 |
|
| Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2150 |
1.2086 |
1.1848 |
|
| R3 |
1.2030 |
1.1966 |
1.1815 |
|
| R2 |
1.1910 |
1.1910 |
1.1804 |
|
| R1 |
1.1846 |
1.1846 |
1.1793 |
1.1842 |
| PP |
1.1790 |
1.1790 |
1.1790 |
1.1788 |
| S1 |
1.1726 |
1.1726 |
1.1771 |
1.1722 |
| S2 |
1.1670 |
1.1670 |
1.1760 |
|
| S3 |
1.1550 |
1.1606 |
1.1749 |
|
| S4 |
1.1430 |
1.1486 |
1.1716 |
|
|
| 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 |
1.1878 |
1.1734 |
0.0144 |
1.2% |
0.0098 |
0.8% |
33% |
False |
True |
252,453 |
| 10 |
1.2178 |
1.1734 |
0.0444 |
3.8% |
0.0094 |
0.8% |
11% |
False |
True |
224,283 |
| 20 |
1.2579 |
1.1734 |
0.0845 |
7.2% |
0.0092 |
0.8% |
6% |
False |
True |
187,509 |
| 40 |
1.2610 |
1.1734 |
0.0876 |
7.4% |
0.0099 |
0.8% |
5% |
False |
True |
122,488 |
| 60 |
1.2851 |
1.1734 |
0.1117 |
9.5% |
0.0098 |
0.8% |
4% |
False |
True |
82,143 |
| 80 |
1.2916 |
1.1734 |
0.1182 |
10.0% |
0.0100 |
0.9% |
4% |
False |
True |
61,809 |
| 100 |
1.3276 |
1.1734 |
0.1542 |
13.1% |
0.0093 |
0.8% |
3% |
False |
True |
49,494 |
| 120 |
1.3458 |
1.1734 |
0.1724 |
14.6% |
0.0082 |
0.7% |
3% |
False |
True |
41,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2364 |
|
2.618 |
1.2168 |
|
1.618 |
1.2048 |
|
1.000 |
1.1974 |
|
0.618 |
1.1928 |
|
HIGH |
1.1854 |
|
0.618 |
1.1808 |
|
0.500 |
1.1794 |
|
0.382 |
1.1780 |
|
LOW |
1.1734 |
|
0.618 |
1.1660 |
|
1.000 |
1.1614 |
|
1.618 |
1.1540 |
|
2.618 |
1.1420 |
|
4.250 |
1.1224 |
|
|
| Fisher Pivots for day following 14-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1794 |
1.1806 |
| PP |
1.1790 |
1.1798 |
| S1 |
1.1786 |
1.1790 |
|