CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1575 |
1.1633 |
0.0058 |
0.5% |
1.1877 |
| High |
1.1695 |
1.1671 |
-0.0024 |
-0.2% |
1.1888 |
| Low |
1.1563 |
1.1333 |
-0.0230 |
-2.0% |
1.1491 |
| Close |
1.1609 |
1.1395 |
-0.0214 |
-1.8% |
1.1603 |
| Range |
0.0132 |
0.0338 |
0.0206 |
156.1% |
0.0397 |
| ATR |
0.0106 |
0.0123 |
0.0017 |
15.6% |
0.0000 |
| Volume |
1,450 |
1,278 |
-172 |
-11.9% |
4,601 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2480 |
1.2276 |
1.1581 |
|
| R3 |
1.2142 |
1.1938 |
1.1488 |
|
| R2 |
1.1804 |
1.1804 |
1.1457 |
|
| R1 |
1.1600 |
1.1600 |
1.1426 |
1.1533 |
| PP |
1.1466 |
1.1466 |
1.1466 |
1.1433 |
| S1 |
1.1262 |
1.1262 |
1.1364 |
1.1195 |
| S2 |
1.1128 |
1.1128 |
1.1333 |
|
| S3 |
1.0790 |
1.0924 |
1.1302 |
|
| S4 |
1.0452 |
1.0586 |
1.1209 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2852 |
1.2624 |
1.1821 |
|
| R3 |
1.2455 |
1.2227 |
1.1712 |
|
| R2 |
1.2058 |
1.2058 |
1.1676 |
|
| R1 |
1.1830 |
1.1830 |
1.1639 |
1.1746 |
| PP |
1.1661 |
1.1661 |
1.1661 |
1.1618 |
| S1 |
1.1433 |
1.1433 |
1.1567 |
1.1349 |
| S2 |
1.1264 |
1.1264 |
1.1530 |
|
| S3 |
1.0867 |
1.1036 |
1.1494 |
|
| S4 |
1.0470 |
1.0639 |
1.1385 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1806 |
1.1333 |
0.0473 |
4.2% |
0.0192 |
1.7% |
13% |
False |
True |
1,520 |
| 10 |
1.1888 |
1.1333 |
0.0555 |
4.9% |
0.0142 |
1.2% |
11% |
False |
True |
1,154 |
| 20 |
1.2256 |
1.1333 |
0.0923 |
8.1% |
0.0106 |
0.9% |
7% |
False |
True |
739 |
| 40 |
1.2582 |
1.1333 |
0.1249 |
11.0% |
0.0101 |
0.9% |
5% |
False |
True |
517 |
| 60 |
1.2781 |
1.1333 |
0.1448 |
12.7% |
0.0096 |
0.8% |
4% |
False |
True |
367 |
| 80 |
1.2865 |
1.1333 |
0.1532 |
13.4% |
0.0094 |
0.8% |
4% |
False |
True |
287 |
| 100 |
1.3220 |
1.1333 |
0.1887 |
16.6% |
0.0087 |
0.8% |
3% |
False |
True |
234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3108 |
|
2.618 |
1.2556 |
|
1.618 |
1.2218 |
|
1.000 |
1.2009 |
|
0.618 |
1.1880 |
|
HIGH |
1.1671 |
|
0.618 |
1.1542 |
|
0.500 |
1.1502 |
|
0.382 |
1.1462 |
|
LOW |
1.1333 |
|
0.618 |
1.1124 |
|
1.000 |
1.0995 |
|
1.618 |
1.0786 |
|
2.618 |
1.0448 |
|
4.250 |
0.9897 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1502 |
1.1514 |
| PP |
1.1466 |
1.1474 |
| S1 |
1.1431 |
1.1435 |
|