CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 03-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1314 |
1.1340 |
0.0026 |
0.2% |
1.1152 |
| High |
1.1367 |
1.1539 |
0.0172 |
1.5% |
1.1428 |
| Low |
1.1296 |
1.1317 |
0.0021 |
0.2% |
1.1102 |
| Close |
1.1350 |
1.1491 |
0.0141 |
1.2% |
1.1296 |
| Range |
0.0071 |
0.0222 |
0.0151 |
212.7% |
0.0326 |
| ATR |
0.0133 |
0.0139 |
0.0006 |
4.8% |
0.0000 |
| Volume |
170,036 |
293,177 |
123,141 |
72.4% |
1,158,820 |
|
| Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2115 |
1.2025 |
1.1613 |
|
| R3 |
1.1893 |
1.1803 |
1.1552 |
|
| R2 |
1.1671 |
1.1671 |
1.1532 |
|
| R1 |
1.1581 |
1.1581 |
1.1511 |
1.1626 |
| PP |
1.1449 |
1.1449 |
1.1449 |
1.1472 |
| S1 |
1.1359 |
1.1359 |
1.1471 |
1.1404 |
| S2 |
1.1227 |
1.1227 |
1.1450 |
|
| S3 |
1.1005 |
1.1137 |
1.1430 |
|
| S4 |
1.0783 |
1.0915 |
1.1369 |
|
|
| 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 |
1.1539 |
1.1266 |
0.0273 |
2.4% |
0.0119 |
1.0% |
82% |
True |
False |
220,053 |
| 10 |
1.1683 |
1.1102 |
0.0581 |
5.1% |
0.0173 |
1.5% |
67% |
False |
False |
266,600 |
| 20 |
1.1977 |
1.1102 |
0.0875 |
7.6% |
0.0146 |
1.3% |
44% |
False |
False |
279,778 |
| 40 |
1.2579 |
1.1102 |
0.1477 |
12.9% |
0.0121 |
1.1% |
26% |
False |
False |
215,439 |
| 60 |
1.2610 |
1.1102 |
0.1508 |
13.1% |
0.0116 |
1.0% |
26% |
False |
False |
145,592 |
| 80 |
1.2896 |
1.1102 |
0.1794 |
15.6% |
0.0113 |
1.0% |
22% |
False |
False |
109,491 |
| 100 |
1.3010 |
1.1102 |
0.1908 |
16.6% |
0.0108 |
0.9% |
20% |
False |
False |
87,708 |
| 120 |
1.3420 |
1.1102 |
0.2318 |
20.2% |
0.0098 |
0.9% |
17% |
False |
False |
73,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2483 |
|
2.618 |
1.2120 |
|
1.618 |
1.1898 |
|
1.000 |
1.1761 |
|
0.618 |
1.1676 |
|
HIGH |
1.1539 |
|
0.618 |
1.1454 |
|
0.500 |
1.1428 |
|
0.382 |
1.1402 |
|
LOW |
1.1317 |
|
0.618 |
1.1180 |
|
1.000 |
1.1095 |
|
1.618 |
1.0958 |
|
2.618 |
1.0736 |
|
4.250 |
1.0374 |
|
|
| Fisher Pivots for day following 03-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1470 |
1.1464 |
| PP |
1.1449 |
1.1437 |
| S1 |
1.1428 |
1.1410 |
|