CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 16-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1794 |
1.1637 |
-0.0157 |
-1.3% |
1.1870 |
| High |
1.1797 |
1.1656 |
-0.0141 |
-1.2% |
1.1878 |
| Low |
1.1575 |
1.1467 |
-0.0108 |
-0.9% |
1.1467 |
| Close |
1.1622 |
1.1590 |
-0.0032 |
-0.3% |
1.1590 |
| Range |
0.0222 |
0.0189 |
-0.0033 |
-14.9% |
0.0411 |
| ATR |
0.0106 |
0.0112 |
0.0006 |
5.6% |
0.0000 |
| Volume |
527,783 |
351,981 |
-175,802 |
-33.3% |
1,613,843 |
|
| Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2138 |
1.2053 |
1.1694 |
|
| R3 |
1.1949 |
1.1864 |
1.1642 |
|
| R2 |
1.1760 |
1.1760 |
1.1625 |
|
| R1 |
1.1675 |
1.1675 |
1.1607 |
1.1623 |
| PP |
1.1571 |
1.1571 |
1.1571 |
1.1545 |
| S1 |
1.1486 |
1.1486 |
1.1573 |
1.1434 |
| S2 |
1.1382 |
1.1382 |
1.1555 |
|
| S3 |
1.1193 |
1.1297 |
1.1538 |
|
| S4 |
1.1004 |
1.1108 |
1.1486 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2878 |
1.2645 |
1.1816 |
|
| R3 |
1.2467 |
1.2234 |
1.1703 |
|
| R2 |
1.2056 |
1.2056 |
1.1665 |
|
| R1 |
1.1823 |
1.1823 |
1.1628 |
1.1734 |
| PP |
1.1645 |
1.1645 |
1.1645 |
1.1601 |
| S1 |
1.1412 |
1.1412 |
1.1552 |
1.1323 |
| S2 |
1.1234 |
1.1234 |
1.1515 |
|
| S3 |
1.0823 |
1.1001 |
1.1477 |
|
| S4 |
1.0412 |
1.0590 |
1.1364 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1878 |
1.1467 |
0.0411 |
3.5% |
0.0145 |
1.2% |
30% |
False |
True |
322,768 |
| 10 |
1.1985 |
1.1467 |
0.0518 |
4.5% |
0.0117 |
1.0% |
24% |
False |
True |
288,944 |
| 20 |
1.2362 |
1.1467 |
0.0895 |
7.7% |
0.0096 |
0.8% |
14% |
False |
True |
200,041 |
| 40 |
1.2610 |
1.1467 |
0.1143 |
9.9% |
0.0104 |
0.9% |
11% |
False |
True |
144,360 |
| 60 |
1.2781 |
1.1467 |
0.1314 |
11.3% |
0.0102 |
0.9% |
9% |
False |
True |
96,776 |
| 80 |
1.2896 |
1.1467 |
0.1429 |
12.3% |
0.0104 |
0.9% |
9% |
False |
True |
72,798 |
| 100 |
1.3225 |
1.1467 |
0.1758 |
15.2% |
0.0096 |
0.8% |
7% |
False |
True |
58,291 |
| 120 |
1.3446 |
1.1467 |
0.1979 |
17.1% |
0.0085 |
0.7% |
6% |
False |
True |
48,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2459 |
|
2.618 |
1.2151 |
|
1.618 |
1.1962 |
|
1.000 |
1.1845 |
|
0.618 |
1.1773 |
|
HIGH |
1.1656 |
|
0.618 |
1.1584 |
|
0.500 |
1.1562 |
|
0.382 |
1.1539 |
|
LOW |
1.1467 |
|
0.618 |
1.1350 |
|
1.000 |
1.1278 |
|
1.618 |
1.1161 |
|
2.618 |
1.0972 |
|
4.250 |
1.0664 |
|
|
| Fisher Pivots for day following 16-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1581 |
1.1661 |
| PP |
1.1571 |
1.1637 |
| S1 |
1.1562 |
1.1614 |
|