CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 05-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.2111 |
1.1971 |
-0.0140 |
-1.2% |
1.2199 |
| High |
1.2111 |
1.1993 |
-0.0118 |
-1.0% |
1.2234 |
| Low |
1.2020 |
1.1910 |
-0.0110 |
-0.9% |
1.2020 |
| Close |
1.2025 |
1.1958 |
-0.0067 |
-0.6% |
1.2025 |
| Range |
0.0091 |
0.0083 |
-0.0008 |
-8.8% |
0.0214 |
| ATR |
0.0085 |
0.0087 |
0.0002 |
2.5% |
0.0000 |
| Volume |
332 |
417 |
85 |
25.6% |
1,113 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2203 |
1.2163 |
1.2004 |
|
| R3 |
1.2120 |
1.2080 |
1.1981 |
|
| R2 |
1.2037 |
1.2037 |
1.1973 |
|
| R1 |
1.1997 |
1.1997 |
1.1966 |
1.1976 |
| PP |
1.1954 |
1.1954 |
1.1954 |
1.1943 |
| S1 |
1.1914 |
1.1914 |
1.1950 |
1.1893 |
| S2 |
1.1871 |
1.1871 |
1.1943 |
|
| S3 |
1.1788 |
1.1831 |
1.1935 |
|
| S4 |
1.1705 |
1.1748 |
1.1912 |
|
|
| 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 |
1.1910 |
0.0324 |
2.7% |
0.0074 |
0.6% |
15% |
False |
True |
306 |
| 10 |
1.2322 |
1.1910 |
0.0412 |
3.4% |
0.0066 |
0.6% |
12% |
False |
True |
262 |
| 20 |
1.2582 |
1.1910 |
0.0672 |
5.6% |
0.0088 |
0.7% |
7% |
False |
True |
331 |
| 40 |
1.2610 |
1.1910 |
0.0700 |
5.9% |
0.0089 |
0.7% |
7% |
False |
True |
212 |
| 60 |
1.2865 |
1.1910 |
0.0955 |
8.0% |
0.0085 |
0.7% |
5% |
False |
True |
159 |
| 80 |
1.3029 |
1.1910 |
0.1119 |
9.4% |
0.0082 |
0.7% |
4% |
False |
True |
130 |
| 100 |
1.3430 |
1.1910 |
0.1520 |
12.7% |
0.0073 |
0.6% |
3% |
False |
True |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2346 |
|
2.618 |
1.2210 |
|
1.618 |
1.2127 |
|
1.000 |
1.2076 |
|
0.618 |
1.2044 |
|
HIGH |
1.1993 |
|
0.618 |
1.1961 |
|
0.500 |
1.1952 |
|
0.382 |
1.1942 |
|
LOW |
1.1910 |
|
0.618 |
1.1859 |
|
1.000 |
1.1827 |
|
1.618 |
1.1776 |
|
2.618 |
1.1693 |
|
4.250 |
1.1557 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1956 |
1.2048 |
| PP |
1.1954 |
1.2018 |
| S1 |
1.1952 |
1.1988 |
|