CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 13-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1877 |
1.1846 |
-0.0031 |
-0.3% |
1.1971 |
| High |
1.1888 |
1.1872 |
-0.0016 |
-0.1% |
1.1993 |
| Low |
1.1805 |
1.1776 |
-0.0029 |
-0.2% |
1.1772 |
| Close |
1.1858 |
1.1782 |
-0.0076 |
-0.6% |
1.1860 |
| Range |
0.0083 |
0.0096 |
0.0013 |
15.7% |
0.0221 |
| ATR |
0.0088 |
0.0088 |
0.0001 |
0.7% |
0.0000 |
| Volume |
1,004 |
272 |
-732 |
-72.9% |
3,923 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2098 |
1.2036 |
1.1835 |
|
| R3 |
1.2002 |
1.1940 |
1.1808 |
|
| R2 |
1.1906 |
1.1906 |
1.1800 |
|
| R1 |
1.1844 |
1.1844 |
1.1791 |
1.1827 |
| PP |
1.1810 |
1.1810 |
1.1810 |
1.1802 |
| S1 |
1.1748 |
1.1748 |
1.1773 |
1.1731 |
| S2 |
1.1714 |
1.1714 |
1.1764 |
|
| S3 |
1.1618 |
1.1652 |
1.1756 |
|
| S4 |
1.1522 |
1.1556 |
1.1729 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2538 |
1.2420 |
1.1982 |
|
| R3 |
1.2317 |
1.2199 |
1.1921 |
|
| R2 |
1.2096 |
1.2096 |
1.1901 |
|
| R1 |
1.1978 |
1.1978 |
1.1880 |
1.1927 |
| PP |
1.1875 |
1.1875 |
1.1875 |
1.1849 |
| S1 |
1.1757 |
1.1757 |
1.1840 |
1.1706 |
| S2 |
1.1654 |
1.1654 |
1.1819 |
|
| S3 |
1.1433 |
1.1536 |
1.1799 |
|
| S4 |
1.1212 |
1.1315 |
1.1738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1914 |
1.1772 |
0.0142 |
1.2% |
0.0087 |
0.7% |
7% |
False |
False |
792 |
| 10 |
1.2203 |
1.1772 |
0.0431 |
3.7% |
0.0082 |
0.7% |
2% |
False |
False |
626 |
| 20 |
1.2582 |
1.1772 |
0.0810 |
6.9% |
0.0082 |
0.7% |
1% |
False |
False |
488 |
| 40 |
1.2610 |
1.1772 |
0.0838 |
7.1% |
0.0090 |
0.8% |
1% |
False |
False |
322 |
| 60 |
1.2831 |
1.1772 |
0.1059 |
9.0% |
0.0082 |
0.7% |
1% |
False |
False |
233 |
| 80 |
1.2944 |
1.1772 |
0.1172 |
9.9% |
0.0084 |
0.7% |
1% |
False |
False |
189 |
| 100 |
1.3306 |
1.1772 |
0.1534 |
13.0% |
0.0078 |
0.7% |
1% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2280 |
|
2.618 |
1.2123 |
|
1.618 |
1.2027 |
|
1.000 |
1.1968 |
|
0.618 |
1.1931 |
|
HIGH |
1.1872 |
|
0.618 |
1.1835 |
|
0.500 |
1.1824 |
|
0.382 |
1.1813 |
|
LOW |
1.1776 |
|
0.618 |
1.1717 |
|
1.000 |
1.1680 |
|
1.618 |
1.1621 |
|
2.618 |
1.1525 |
|
4.250 |
1.1368 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1824 |
1.1832 |
| PP |
1.1810 |
1.1815 |
| S1 |
1.1796 |
1.1799 |
|