CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1558 |
1.1618 |
0.0060 |
0.5% |
1.1870 |
| High |
1.1683 |
1.1668 |
-0.0015 |
-0.1% |
1.1878 |
| Low |
1.1547 |
1.1321 |
-0.0226 |
-2.0% |
1.1467 |
| Close |
1.1597 |
1.1383 |
-0.0214 |
-1.8% |
1.1590 |
| Range |
0.0136 |
0.0347 |
0.0211 |
155.1% |
0.0411 |
| ATR |
0.0113 |
0.0130 |
0.0017 |
14.8% |
0.0000 |
| Volume |
267,234 |
382,010 |
114,776 |
42.9% |
1,613,843 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2498 |
1.2288 |
1.1574 |
|
| R3 |
1.2151 |
1.1941 |
1.1478 |
|
| R2 |
1.1804 |
1.1804 |
1.1447 |
|
| R1 |
1.1594 |
1.1594 |
1.1415 |
1.1526 |
| PP |
1.1457 |
1.1457 |
1.1457 |
1.1423 |
| S1 |
1.1247 |
1.1247 |
1.1351 |
1.1179 |
| S2 |
1.1110 |
1.1110 |
1.1319 |
|
| S3 |
1.0763 |
1.0900 |
1.1288 |
|
| S4 |
1.0416 |
1.0553 |
1.1192 |
|
|
| 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 |
1.1797 |
1.1321 |
0.0476 |
4.2% |
0.0199 |
1.7% |
13% |
False |
True |
361,254 |
| 10 |
1.1878 |
1.1321 |
0.0557 |
4.9% |
0.0149 |
1.3% |
11% |
False |
True |
306,853 |
| 20 |
1.2254 |
1.1321 |
0.0933 |
8.2% |
0.0114 |
1.0% |
7% |
False |
True |
222,185 |
| 40 |
1.2579 |
1.1321 |
0.1258 |
11.1% |
0.0110 |
1.0% |
5% |
False |
True |
167,345 |
| 60 |
1.2781 |
1.1321 |
0.1460 |
12.8% |
0.0108 |
0.9% |
4% |
False |
True |
112,179 |
| 80 |
1.2896 |
1.1321 |
0.1575 |
13.8% |
0.0108 |
1.0% |
4% |
False |
True |
84,363 |
| 100 |
1.3194 |
1.1321 |
0.1873 |
16.5% |
0.0101 |
0.9% |
3% |
False |
True |
67,555 |
| 120 |
1.3446 |
1.1321 |
0.2125 |
18.7% |
0.0090 |
0.8% |
3% |
False |
True |
56,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3143 |
|
2.618 |
1.2576 |
|
1.618 |
1.2229 |
|
1.000 |
1.2015 |
|
0.618 |
1.1882 |
|
HIGH |
1.1668 |
|
0.618 |
1.1535 |
|
0.500 |
1.1495 |
|
0.382 |
1.1454 |
|
LOW |
1.1321 |
|
0.618 |
1.1107 |
|
1.000 |
1.0974 |
|
1.618 |
1.0760 |
|
2.618 |
1.0413 |
|
4.250 |
0.9846 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1495 |
1.1502 |
| PP |
1.1457 |
1.1462 |
| S1 |
1.1420 |
1.1423 |
|