CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 23-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1618 |
1.1371 |
-0.0247 |
-2.1% |
1.1571 |
| High |
1.1668 |
1.1379 |
-0.0289 |
-2.5% |
1.1683 |
| Low |
1.1321 |
1.1119 |
-0.0202 |
-1.8% |
1.1119 |
| Close |
1.1383 |
1.1251 |
-0.0132 |
-1.2% |
1.1251 |
| Range |
0.0347 |
0.0260 |
-0.0087 |
-25.1% |
0.0564 |
| ATR |
0.0130 |
0.0139 |
0.0010 |
7.4% |
0.0000 |
| Volume |
382,010 |
394,723 |
12,713 |
3.3% |
1,321,232 |
|
| Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2030 |
1.1900 |
1.1394 |
|
| R3 |
1.1770 |
1.1640 |
1.1323 |
|
| R2 |
1.1510 |
1.1510 |
1.1299 |
|
| R1 |
1.1380 |
1.1380 |
1.1275 |
1.1315 |
| PP |
1.1250 |
1.1250 |
1.1250 |
1.1217 |
| S1 |
1.1120 |
1.1120 |
1.1227 |
1.1055 |
| S2 |
1.0990 |
1.0990 |
1.1203 |
|
| S3 |
1.0730 |
1.0860 |
1.1180 |
|
| S4 |
1.0470 |
1.0600 |
1.1108 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3043 |
1.2711 |
1.1561 |
|
| R3 |
1.2479 |
1.2147 |
1.1406 |
|
| R2 |
1.1915 |
1.1915 |
1.1354 |
|
| R1 |
1.1583 |
1.1583 |
1.1303 |
1.1467 |
| PP |
1.1351 |
1.1351 |
1.1351 |
1.1293 |
| S1 |
1.1019 |
1.1019 |
1.1199 |
1.0903 |
| S2 |
1.0787 |
1.0787 |
1.1148 |
|
| S3 |
1.0223 |
1.0455 |
1.1096 |
|
| S4 |
0.9659 |
0.9891 |
1.0941 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1683 |
1.1119 |
0.0564 |
5.0% |
0.0206 |
1.8% |
23% |
False |
True |
334,642 |
| 10 |
1.1878 |
1.1119 |
0.0759 |
6.7% |
0.0165 |
1.5% |
17% |
False |
True |
322,325 |
| 20 |
1.2237 |
1.1119 |
0.1118 |
9.9% |
0.0123 |
1.1% |
12% |
False |
True |
236,578 |
| 40 |
1.2579 |
1.1119 |
0.1460 |
13.0% |
0.0114 |
1.0% |
9% |
False |
True |
177,095 |
| 60 |
1.2781 |
1.1119 |
0.1662 |
14.8% |
0.0111 |
1.0% |
8% |
False |
True |
118,747 |
| 80 |
1.2896 |
1.1119 |
0.1777 |
15.8% |
0.0111 |
1.0% |
7% |
False |
True |
89,291 |
| 100 |
1.3175 |
1.1119 |
0.2056 |
18.3% |
0.0103 |
0.9% |
6% |
False |
True |
71,502 |
| 120 |
1.3436 |
1.1119 |
0.2317 |
20.6% |
0.0092 |
0.8% |
6% |
False |
True |
59,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2484 |
|
2.618 |
1.2060 |
|
1.618 |
1.1800 |
|
1.000 |
1.1639 |
|
0.618 |
1.1540 |
|
HIGH |
1.1379 |
|
0.618 |
1.1280 |
|
0.500 |
1.1249 |
|
0.382 |
1.1218 |
|
LOW |
1.1119 |
|
0.618 |
1.0958 |
|
1.000 |
1.0859 |
|
1.618 |
1.0698 |
|
2.618 |
1.0438 |
|
4.250 |
1.0014 |
|
|
| Fisher Pivots for day following 23-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1250 |
1.1401 |
| PP |
1.1250 |
1.1351 |
| S1 |
1.1249 |
1.1301 |
|