CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 05-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1472 |
1.1342 |
-0.0130 |
-1.1% |
1.1152 |
| High |
1.1490 |
1.1503 |
0.0013 |
0.1% |
1.1428 |
| Low |
1.1320 |
1.1308 |
-0.0012 |
-0.1% |
1.1102 |
| Close |
1.1423 |
1.1479 |
0.0056 |
0.5% |
1.1296 |
| Range |
0.0170 |
0.0195 |
0.0025 |
14.7% |
0.0326 |
| ATR |
0.0142 |
0.0145 |
0.0004 |
2.7% |
0.0000 |
| Volume |
205,679 |
204,344 |
-1,335 |
-0.6% |
1,158,820 |
|
| Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2015 |
1.1942 |
1.1586 |
|
| R3 |
1.1820 |
1.1747 |
1.1533 |
|
| R2 |
1.1625 |
1.1625 |
1.1515 |
|
| R1 |
1.1552 |
1.1552 |
1.1497 |
1.1589 |
| PP |
1.1430 |
1.1430 |
1.1430 |
1.1448 |
| S1 |
1.1357 |
1.1357 |
1.1461 |
1.1394 |
| S2 |
1.1235 |
1.1235 |
1.1443 |
|
| S3 |
1.1040 |
1.1162 |
1.1425 |
|
| S4 |
1.0845 |
1.0967 |
1.1372 |
|
|
| 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 |
1.1281 |
0.0258 |
2.2% |
0.0149 |
1.3% |
77% |
False |
False |
215,724 |
| 10 |
1.1539 |
1.1102 |
0.0437 |
3.8% |
0.0162 |
1.4% |
86% |
False |
False |
242,677 |
| 20 |
1.1878 |
1.1102 |
0.0776 |
6.8% |
0.0155 |
1.4% |
49% |
False |
False |
274,765 |
| 40 |
1.2579 |
1.1102 |
0.1477 |
12.9% |
0.0124 |
1.1% |
26% |
False |
False |
223,953 |
| 60 |
1.2610 |
1.1102 |
0.1508 |
13.1% |
0.0118 |
1.0% |
25% |
False |
False |
152,374 |
| 80 |
1.2896 |
1.1102 |
0.1794 |
15.6% |
0.0115 |
1.0% |
21% |
False |
False |
114,587 |
| 100 |
1.3010 |
1.1102 |
0.1908 |
16.6% |
0.0110 |
1.0% |
20% |
False |
False |
91,805 |
| 120 |
1.3412 |
1.1102 |
0.2310 |
20.1% |
0.0100 |
0.9% |
16% |
False |
False |
76,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2332 |
|
2.618 |
1.2014 |
|
1.618 |
1.1819 |
|
1.000 |
1.1698 |
|
0.618 |
1.1624 |
|
HIGH |
1.1503 |
|
0.618 |
1.1429 |
|
0.500 |
1.1406 |
|
0.382 |
1.1382 |
|
LOW |
1.1308 |
|
0.618 |
1.1187 |
|
1.000 |
1.1113 |
|
1.618 |
1.0992 |
|
2.618 |
1.0797 |
|
4.250 |
1.0479 |
|
|
| Fisher Pivots for day following 05-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1455 |
1.1461 |
| PP |
1.1430 |
1.1442 |
| S1 |
1.1406 |
1.1424 |
|