CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 08-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1880 |
1.1853 |
-0.0027 |
-0.2% |
1.2199 |
| High |
1.1914 |
1.1861 |
-0.0053 |
-0.4% |
1.2234 |
| Low |
1.1823 |
1.1772 |
-0.0051 |
-0.4% |
1.2020 |
| Close |
1.1869 |
1.1801 |
-0.0068 |
-0.6% |
1.2025 |
| Range |
0.0091 |
0.0089 |
-0.0002 |
-2.2% |
0.0214 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
0.7% |
0.0000 |
| Volume |
546 |
999 |
453 |
83.0% |
1,113 |
|
| Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2078 |
1.2029 |
1.1850 |
|
| R3 |
1.1989 |
1.1940 |
1.1825 |
|
| R2 |
1.1900 |
1.1900 |
1.1817 |
|
| R1 |
1.1851 |
1.1851 |
1.1809 |
1.1831 |
| PP |
1.1811 |
1.1811 |
1.1811 |
1.1802 |
| S1 |
1.1762 |
1.1762 |
1.1793 |
1.1742 |
| S2 |
1.1722 |
1.1722 |
1.1785 |
|
| S3 |
1.1633 |
1.1673 |
1.1777 |
|
| S4 |
1.1544 |
1.1584 |
1.1752 |
|
|
| 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 |
1.2111 |
1.1772 |
0.0339 |
2.9% |
0.0087 |
0.7% |
9% |
False |
True |
622 |
| 10 |
1.2236 |
1.1772 |
0.0464 |
3.9% |
0.0072 |
0.6% |
6% |
False |
True |
412 |
| 20 |
1.2582 |
1.1772 |
0.0810 |
6.9% |
0.0083 |
0.7% |
4% |
False |
True |
416 |
| 40 |
1.2610 |
1.1772 |
0.0838 |
7.1% |
0.0088 |
0.7% |
3% |
False |
True |
265 |
| 60 |
1.2865 |
1.1772 |
0.1093 |
9.3% |
0.0084 |
0.7% |
3% |
False |
True |
196 |
| 80 |
1.3029 |
1.1772 |
0.1257 |
10.7% |
0.0084 |
0.7% |
2% |
False |
True |
159 |
| 100 |
1.3386 |
1.1772 |
0.1614 |
13.7% |
0.0075 |
0.6% |
2% |
False |
True |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2239 |
|
2.618 |
1.2094 |
|
1.618 |
1.2005 |
|
1.000 |
1.1950 |
|
0.618 |
1.1916 |
|
HIGH |
1.1861 |
|
0.618 |
1.1827 |
|
0.500 |
1.1817 |
|
0.382 |
1.1806 |
|
LOW |
1.1772 |
|
0.618 |
1.1717 |
|
1.000 |
1.1683 |
|
1.618 |
1.1628 |
|
2.618 |
1.1539 |
|
4.250 |
1.1394 |
|
|
| Fisher Pivots for day following 08-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1817 |
1.1879 |
| PP |
1.1811 |
1.1853 |
| S1 |
1.1806 |
1.1827 |
|