CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 15-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1782 |
1.1794 |
0.0012 |
0.1% |
1.1960 |
| High |
1.1854 |
1.1797 |
-0.0057 |
-0.5% |
1.1985 |
| Low |
1.1734 |
1.1575 |
-0.0159 |
-1.4% |
1.1761 |
| Close |
1.1782 |
1.1622 |
-0.0160 |
-1.4% |
1.1848 |
| Range |
0.0120 |
0.0222 |
0.0102 |
85.0% |
0.0224 |
| ATR |
0.0097 |
0.0106 |
0.0009 |
9.2% |
0.0000 |
| Volume |
315,139 |
527,783 |
212,644 |
67.5% |
1,275,603 |
|
| Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2331 |
1.2198 |
1.1744 |
|
| R3 |
1.2109 |
1.1976 |
1.1683 |
|
| R2 |
1.1887 |
1.1887 |
1.1663 |
|
| R1 |
1.1754 |
1.1754 |
1.1642 |
1.1710 |
| PP |
1.1665 |
1.1665 |
1.1665 |
1.1642 |
| S1 |
1.1532 |
1.1532 |
1.1602 |
1.1488 |
| S2 |
1.1443 |
1.1443 |
1.1581 |
|
| S3 |
1.1221 |
1.1310 |
1.1561 |
|
| S4 |
1.0999 |
1.1088 |
1.1500 |
|
|
| 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 |
1.1575 |
0.0303 |
2.6% |
0.0124 |
1.1% |
16% |
False |
True |
310,009 |
| 10 |
1.2113 |
1.1575 |
0.0538 |
4.6% |
0.0109 |
0.9% |
9% |
False |
True |
269,758 |
| 20 |
1.2523 |
1.1575 |
0.0948 |
8.2% |
0.0096 |
0.8% |
5% |
False |
True |
197,921 |
| 40 |
1.2610 |
1.1575 |
0.1035 |
8.9% |
0.0101 |
0.9% |
5% |
False |
True |
135,608 |
| 60 |
1.2851 |
1.1575 |
0.1276 |
11.0% |
0.0101 |
0.9% |
4% |
False |
True |
90,932 |
| 80 |
1.2916 |
1.1575 |
0.1341 |
11.5% |
0.0102 |
0.9% |
4% |
False |
True |
68,402 |
| 100 |
1.3225 |
1.1575 |
0.1650 |
14.2% |
0.0095 |
0.8% |
3% |
False |
True |
54,772 |
| 120 |
1.3453 |
1.1575 |
0.1878 |
16.2% |
0.0084 |
0.7% |
3% |
False |
True |
45,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2741 |
|
2.618 |
1.2378 |
|
1.618 |
1.2156 |
|
1.000 |
1.2019 |
|
0.618 |
1.1934 |
|
HIGH |
1.1797 |
|
0.618 |
1.1712 |
|
0.500 |
1.1686 |
|
0.382 |
1.1660 |
|
LOW |
1.1575 |
|
0.618 |
1.1438 |
|
1.000 |
1.1353 |
|
1.618 |
1.1216 |
|
2.618 |
1.0994 |
|
4.250 |
1.0632 |
|
|
| Fisher Pivots for day following 15-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1686 |
1.1721 |
| PP |
1.1665 |
1.1688 |
| S1 |
1.1643 |
1.1655 |
|