CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1162 |
1.1251 |
0.0089 |
0.8% |
1.1581 |
| High |
1.1311 |
1.1436 |
0.0125 |
1.1% |
1.1695 |
| Low |
1.1117 |
1.1240 |
0.0123 |
1.1% |
1.1132 |
| Close |
1.1283 |
1.1391 |
0.0108 |
1.0% |
1.1262 |
| Range |
0.0194 |
0.0196 |
0.0002 |
1.0% |
0.0563 |
| ATR |
0.0137 |
0.0141 |
0.0004 |
3.1% |
0.0000 |
| Volume |
3,734 |
2,540 |
-1,194 |
-32.0% |
6,566 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1944 |
1.1863 |
1.1499 |
|
| R3 |
1.1748 |
1.1667 |
1.1445 |
|
| R2 |
1.1552 |
1.1552 |
1.1427 |
|
| R1 |
1.1471 |
1.1471 |
1.1409 |
1.1512 |
| PP |
1.1356 |
1.1356 |
1.1356 |
1.1376 |
| S1 |
1.1275 |
1.1275 |
1.1373 |
1.1316 |
| S2 |
1.1160 |
1.1160 |
1.1355 |
|
| S3 |
1.0964 |
1.1079 |
1.1337 |
|
| S4 |
1.0768 |
1.0883 |
1.1283 |
|
|
| 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 |
1.1117 |
0.0578 |
5.1% |
0.0223 |
2.0% |
47% |
False |
False |
2,153 |
| 10 |
1.1872 |
1.1117 |
0.0755 |
6.6% |
0.0182 |
1.6% |
36% |
False |
False |
1,643 |
| 20 |
1.2234 |
1.1117 |
0.1117 |
9.8% |
0.0130 |
1.1% |
25% |
False |
False |
1,123 |
| 40 |
1.2582 |
1.1117 |
0.1465 |
12.9% |
0.0112 |
1.0% |
19% |
False |
False |
698 |
| 60 |
1.2642 |
1.1117 |
0.1525 |
13.4% |
0.0102 |
0.9% |
18% |
False |
False |
500 |
| 80 |
1.2865 |
1.1117 |
0.1748 |
15.3% |
0.0099 |
0.9% |
16% |
False |
False |
385 |
| 100 |
1.3155 |
1.1117 |
0.2038 |
17.9% |
0.0092 |
0.8% |
13% |
False |
False |
314 |
| 120 |
1.3434 |
1.1117 |
0.2317 |
20.3% |
0.0080 |
0.7% |
12% |
False |
False |
263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2269 |
|
2.618 |
1.1949 |
|
1.618 |
1.1753 |
|
1.000 |
1.1632 |
|
0.618 |
1.1557 |
|
HIGH |
1.1436 |
|
0.618 |
1.1361 |
|
0.500 |
1.1338 |
|
0.382 |
1.1315 |
|
LOW |
1.1240 |
|
0.618 |
1.1119 |
|
1.000 |
1.1044 |
|
1.618 |
1.0923 |
|
2.618 |
1.0727 |
|
4.250 |
1.0407 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1373 |
1.1353 |
| PP |
1.1356 |
1.1315 |
| S1 |
1.1338 |
1.1277 |
|