CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 02-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.2184 |
1.2111 |
-0.0073 |
-0.6% |
1.2199 |
| High |
1.2185 |
1.2111 |
-0.0074 |
-0.6% |
1.2234 |
| Low |
1.2116 |
1.2020 |
-0.0096 |
-0.8% |
1.2020 |
| Close |
1.2118 |
1.2025 |
-0.0093 |
-0.8% |
1.2025 |
| Range |
0.0069 |
0.0091 |
0.0022 |
31.9% |
0.0214 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.2% |
0.0000 |
| Volume |
459 |
332 |
-127 |
-27.7% |
1,113 |
|
| Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2325 |
1.2266 |
1.2075 |
|
| R3 |
1.2234 |
1.2175 |
1.2050 |
|
| R2 |
1.2143 |
1.2143 |
1.2042 |
|
| R1 |
1.2084 |
1.2084 |
1.2033 |
1.2068 |
| PP |
1.2052 |
1.2052 |
1.2052 |
1.2044 |
| S1 |
1.1993 |
1.1993 |
1.2017 |
1.1977 |
| S2 |
1.1961 |
1.1961 |
1.2008 |
|
| S3 |
1.1870 |
1.1902 |
1.2000 |
|
| S4 |
1.1779 |
1.1811 |
1.1975 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2735 |
1.2594 |
1.2143 |
|
| R3 |
1.2521 |
1.2380 |
1.2084 |
|
| R2 |
1.2307 |
1.2307 |
1.2064 |
|
| R1 |
1.2166 |
1.2166 |
1.2045 |
1.2130 |
| PP |
1.2093 |
1.2093 |
1.2093 |
1.2075 |
| S1 |
1.1952 |
1.1952 |
1.2005 |
1.1916 |
| S2 |
1.1879 |
1.1879 |
1.1986 |
|
| S3 |
1.1665 |
1.1738 |
1.1966 |
|
| S4 |
1.1451 |
1.1524 |
1.1907 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2234 |
1.2020 |
0.0214 |
1.8% |
0.0066 |
0.6% |
2% |
False |
True |
236 |
| 10 |
1.2366 |
1.2020 |
0.0346 |
2.9% |
0.0066 |
0.5% |
1% |
False |
True |
259 |
| 20 |
1.2582 |
1.2020 |
0.0562 |
4.7% |
0.0092 |
0.8% |
1% |
False |
True |
317 |
| 40 |
1.2610 |
1.2020 |
0.0590 |
4.9% |
0.0090 |
0.7% |
1% |
False |
True |
202 |
| 60 |
1.2865 |
1.2020 |
0.0845 |
7.0% |
0.0086 |
0.7% |
1% |
False |
True |
153 |
| 80 |
1.3029 |
1.2020 |
0.1009 |
8.4% |
0.0082 |
0.7% |
0% |
False |
True |
125 |
| 100 |
1.3430 |
1.2020 |
0.1410 |
11.7% |
0.0072 |
0.6% |
0% |
False |
True |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2498 |
|
2.618 |
1.2349 |
|
1.618 |
1.2258 |
|
1.000 |
1.2202 |
|
0.618 |
1.2167 |
|
HIGH |
1.2111 |
|
0.618 |
1.2076 |
|
0.500 |
1.2066 |
|
0.382 |
1.2055 |
|
LOW |
1.2020 |
|
0.618 |
1.1964 |
|
1.000 |
1.1929 |
|
1.618 |
1.1873 |
|
2.618 |
1.1782 |
|
4.250 |
1.1633 |
|
|
| Fisher Pivots for day following 02-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.2066 |
1.2112 |
| PP |
1.2052 |
1.2083 |
| S1 |
1.2039 |
1.2054 |
|