CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 04-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1340 |
1.1472 |
0.0132 |
1.2% |
1.1152 |
| High |
1.1539 |
1.1490 |
-0.0049 |
-0.4% |
1.1428 |
| Low |
1.1317 |
1.1320 |
0.0003 |
0.0% |
1.1102 |
| Close |
1.1491 |
1.1423 |
-0.0068 |
-0.6% |
1.1296 |
| Range |
0.0222 |
0.0170 |
-0.0052 |
-23.4% |
0.0326 |
| ATR |
0.0139 |
0.0142 |
0.0002 |
1.6% |
0.0000 |
| Volume |
293,177 |
205,679 |
-87,498 |
-29.8% |
1,158,820 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1921 |
1.1842 |
1.1517 |
|
| R3 |
1.1751 |
1.1672 |
1.1470 |
|
| R2 |
1.1581 |
1.1581 |
1.1454 |
|
| R1 |
1.1502 |
1.1502 |
1.1439 |
1.1457 |
| PP |
1.1411 |
1.1411 |
1.1411 |
1.1388 |
| S1 |
1.1332 |
1.1332 |
1.1407 |
1.1287 |
| S2 |
1.1241 |
1.1241 |
1.1392 |
|
| S3 |
1.1071 |
1.1162 |
1.1376 |
|
| S4 |
1.0901 |
1.0992 |
1.1330 |
|
|
| 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% |
0.0131 |
1.1% |
58% |
False |
False |
216,769 |
| 10 |
1.1668 |
1.1102 |
0.0566 |
5.0% |
0.0177 |
1.5% |
57% |
False |
False |
260,444 |
| 20 |
1.1904 |
1.1102 |
0.0802 |
7.0% |
0.0150 |
1.3% |
40% |
False |
False |
277,996 |
| 40 |
1.2579 |
1.1102 |
0.1477 |
12.9% |
0.0122 |
1.1% |
22% |
False |
False |
219,935 |
| 60 |
1.2610 |
1.1102 |
0.1508 |
13.2% |
0.0116 |
1.0% |
21% |
False |
False |
149,002 |
| 80 |
1.2896 |
1.1102 |
0.1794 |
15.7% |
0.0114 |
1.0% |
18% |
False |
False |
112,051 |
| 100 |
1.3010 |
1.1102 |
0.1908 |
16.7% |
0.0109 |
1.0% |
17% |
False |
False |
89,763 |
| 120 |
1.3412 |
1.1102 |
0.2310 |
20.2% |
0.0099 |
0.9% |
14% |
False |
False |
74,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2213 |
|
2.618 |
1.1935 |
|
1.618 |
1.1765 |
|
1.000 |
1.1660 |
|
0.618 |
1.1595 |
|
HIGH |
1.1490 |
|
0.618 |
1.1425 |
|
0.500 |
1.1405 |
|
0.382 |
1.1385 |
|
LOW |
1.1320 |
|
0.618 |
1.1215 |
|
1.000 |
1.1150 |
|
1.618 |
1.1045 |
|
2.618 |
1.0875 |
|
4.250 |
1.0598 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1417 |
1.1421 |
| PP |
1.1411 |
1.1419 |
| S1 |
1.1405 |
1.1418 |
|