CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 23-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1633 |
1.1374 |
-0.0259 |
-2.2% |
1.1581 |
| High |
1.1671 |
1.1388 |
-0.0283 |
-2.4% |
1.1695 |
| Low |
1.1333 |
1.1132 |
-0.0201 |
-1.8% |
1.1132 |
| Close |
1.1395 |
1.1262 |
-0.0133 |
-1.2% |
1.1262 |
| Range |
0.0338 |
0.0256 |
-0.0082 |
-24.3% |
0.0563 |
| ATR |
0.0123 |
0.0133 |
0.0010 |
8.2% |
0.0000 |
| Volume |
1,278 |
1,764 |
486 |
38.0% |
6,566 |
|
| Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2029 |
1.1901 |
1.1403 |
|
| R3 |
1.1773 |
1.1645 |
1.1332 |
|
| R2 |
1.1517 |
1.1517 |
1.1309 |
|
| R1 |
1.1389 |
1.1389 |
1.1285 |
1.1325 |
| PP |
1.1261 |
1.1261 |
1.1261 |
1.1229 |
| S1 |
1.1133 |
1.1133 |
1.1239 |
1.1069 |
| S2 |
1.1005 |
1.1005 |
1.1215 |
|
| S3 |
1.0749 |
1.0877 |
1.1192 |
|
| S4 |
1.0493 |
1.0621 |
1.1121 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3052 |
1.2720 |
1.1572 |
|
| R3 |
1.2489 |
1.2157 |
1.1417 |
|
| R2 |
1.1926 |
1.1926 |
1.1365 |
|
| R1 |
1.1594 |
1.1594 |
1.1314 |
1.1479 |
| PP |
1.1363 |
1.1363 |
1.1363 |
1.1305 |
| S1 |
1.1031 |
1.1031 |
1.1210 |
1.0916 |
| S2 |
1.0800 |
1.0800 |
1.1159 |
|
| S3 |
1.0237 |
1.0468 |
1.1107 |
|
| S4 |
0.9674 |
0.9905 |
1.0952 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1695 |
1.1132 |
0.0563 |
5.0% |
0.0200 |
1.8% |
23% |
False |
True |
1,775 |
| 10 |
1.1888 |
1.1132 |
0.0756 |
6.7% |
0.0159 |
1.4% |
17% |
False |
True |
1,231 |
| 20 |
1.2236 |
1.1132 |
0.1104 |
9.8% |
0.0115 |
1.0% |
12% |
False |
True |
821 |
| 40 |
1.2582 |
1.1132 |
0.1450 |
12.9% |
0.0106 |
0.9% |
9% |
False |
True |
547 |
| 60 |
1.2781 |
1.1132 |
0.1649 |
14.6% |
0.0099 |
0.9% |
8% |
False |
True |
397 |
| 80 |
1.2865 |
1.1132 |
0.1733 |
15.4% |
0.0096 |
0.9% |
8% |
False |
True |
309 |
| 100 |
1.3189 |
1.1132 |
0.2057 |
18.3% |
0.0089 |
0.8% |
6% |
False |
True |
251 |
| 120 |
1.3440 |
1.1132 |
0.2308 |
20.5% |
0.0076 |
0.7% |
6% |
False |
True |
211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2476 |
|
2.618 |
1.2058 |
|
1.618 |
1.1802 |
|
1.000 |
1.1644 |
|
0.618 |
1.1546 |
|
HIGH |
1.1388 |
|
0.618 |
1.1290 |
|
0.500 |
1.1260 |
|
0.382 |
1.1230 |
|
LOW |
1.1132 |
|
0.618 |
1.0974 |
|
1.000 |
1.0876 |
|
1.618 |
1.0718 |
|
2.618 |
1.0462 |
|
4.250 |
1.0044 |
|
|
| Fisher Pivots for day following 23-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1261 |
1.1414 |
| PP |
1.1261 |
1.1363 |
| S1 |
1.1260 |
1.1313 |
|