CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 02-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1330 |
1.1314 |
-0.0016 |
-0.1% |
1.1152 |
| High |
1.1368 |
1.1367 |
-0.0001 |
0.0% |
1.1428 |
| Low |
1.1281 |
1.1296 |
0.0015 |
0.1% |
1.1102 |
| Close |
1.1296 |
1.1350 |
0.0054 |
0.5% |
1.1296 |
| Range |
0.0087 |
0.0071 |
-0.0016 |
-18.4% |
0.0326 |
| ATR |
0.0138 |
0.0133 |
-0.0005 |
-3.5% |
0.0000 |
| Volume |
205,388 |
170,036 |
-35,352 |
-17.2% |
1,158,820 |
|
| Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1551 |
1.1521 |
1.1389 |
|
| R3 |
1.1480 |
1.1450 |
1.1370 |
|
| R2 |
1.1409 |
1.1409 |
1.1363 |
|
| R1 |
1.1379 |
1.1379 |
1.1357 |
1.1394 |
| PP |
1.1338 |
1.1338 |
1.1338 |
1.1345 |
| S1 |
1.1308 |
1.1308 |
1.1343 |
1.1323 |
| S2 |
1.1267 |
1.1267 |
1.1337 |
|
| S3 |
1.1196 |
1.1237 |
1.1330 |
|
| S4 |
1.1125 |
1.1166 |
1.1311 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2253 |
1.2101 |
1.1475 |
|
| R3 |
1.1927 |
1.1775 |
1.1386 |
|
| R2 |
1.1601 |
1.1601 |
1.1356 |
|
| R1 |
1.1449 |
1.1449 |
1.1326 |
1.1525 |
| PP |
1.1275 |
1.1275 |
1.1275 |
1.1314 |
| S1 |
1.1123 |
1.1123 |
1.1266 |
1.1199 |
| S2 |
1.0949 |
1.0949 |
1.1236 |
|
| S3 |
1.0623 |
1.0797 |
1.1206 |
|
| S4 |
1.0297 |
1.0471 |
1.1117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1428 |
1.1229 |
0.0199 |
1.8% |
0.0114 |
1.0% |
61% |
False |
False |
221,820 |
| 10 |
1.1683 |
1.1102 |
0.0581 |
5.1% |
0.0161 |
1.4% |
43% |
False |
False |
265,008 |
| 20 |
1.1985 |
1.1102 |
0.0883 |
7.8% |
0.0139 |
1.2% |
28% |
False |
False |
276,976 |
| 40 |
1.2579 |
1.1102 |
0.1477 |
13.0% |
0.0120 |
1.1% |
17% |
False |
False |
209,010 |
| 60 |
1.2610 |
1.1102 |
0.1508 |
13.3% |
0.0114 |
1.0% |
16% |
False |
False |
140,734 |
| 80 |
1.2896 |
1.1102 |
0.1794 |
15.8% |
0.0112 |
1.0% |
14% |
False |
False |
105,841 |
| 100 |
1.3010 |
1.1102 |
0.1908 |
16.8% |
0.0106 |
0.9% |
13% |
False |
False |
84,778 |
| 120 |
1.3420 |
1.1102 |
0.2318 |
20.4% |
0.0096 |
0.8% |
11% |
False |
False |
70,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1669 |
|
2.618 |
1.1553 |
|
1.618 |
1.1482 |
|
1.000 |
1.1438 |
|
0.618 |
1.1411 |
|
HIGH |
1.1367 |
|
0.618 |
1.1340 |
|
0.500 |
1.1332 |
|
0.382 |
1.1323 |
|
LOW |
1.1296 |
|
0.618 |
1.1252 |
|
1.000 |
1.1225 |
|
1.618 |
1.1181 |
|
2.618 |
1.1110 |
|
4.250 |
1.0994 |
|
|
| Fisher Pivots for day following 02-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1344 |
1.1340 |
| PP |
1.1338 |
1.1329 |
| S1 |
1.1332 |
1.1319 |
|