CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 28-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1251 |
1.1387 |
0.0136 |
1.2% |
1.1581 |
| High |
1.1436 |
1.1392 |
-0.0044 |
-0.4% |
1.1695 |
| Low |
1.1240 |
1.1293 |
0.0053 |
0.5% |
1.1132 |
| Close |
1.1391 |
1.1325 |
-0.0066 |
-0.6% |
1.1262 |
| Range |
0.0196 |
0.0099 |
-0.0097 |
-49.5% |
0.0563 |
| ATR |
0.0141 |
0.0138 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
2,540 |
2,980 |
440 |
17.3% |
6,566 |
|
| Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1634 |
1.1578 |
1.1379 |
|
| R3 |
1.1535 |
1.1479 |
1.1352 |
|
| R2 |
1.1436 |
1.1436 |
1.1343 |
|
| R1 |
1.1380 |
1.1380 |
1.1334 |
1.1359 |
| PP |
1.1337 |
1.1337 |
1.1337 |
1.1326 |
| S1 |
1.1281 |
1.1281 |
1.1316 |
1.1260 |
| S2 |
1.1238 |
1.1238 |
1.1307 |
|
| S3 |
1.1139 |
1.1182 |
1.1298 |
|
| S4 |
1.1040 |
1.1083 |
1.1271 |
|
|
| 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 |
1.1671 |
1.1117 |
0.0554 |
4.9% |
0.0217 |
1.9% |
38% |
False |
False |
2,459 |
| 10 |
1.1864 |
1.1117 |
0.0747 |
6.6% |
0.0182 |
1.6% |
28% |
False |
False |
1,914 |
| 20 |
1.2203 |
1.1117 |
0.1086 |
9.6% |
0.0132 |
1.2% |
19% |
False |
False |
1,270 |
| 40 |
1.2582 |
1.1117 |
0.1465 |
12.9% |
0.0112 |
1.0% |
14% |
False |
False |
771 |
| 60 |
1.2626 |
1.1117 |
0.1509 |
13.3% |
0.0103 |
0.9% |
14% |
False |
False |
548 |
| 80 |
1.2865 |
1.1117 |
0.1748 |
15.4% |
0.0099 |
0.9% |
12% |
False |
False |
421 |
| 100 |
1.3029 |
1.1117 |
0.1912 |
16.9% |
0.0091 |
0.8% |
11% |
False |
False |
344 |
| 120 |
1.3434 |
1.1117 |
0.2317 |
20.5% |
0.0081 |
0.7% |
9% |
False |
False |
288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1813 |
|
2.618 |
1.1651 |
|
1.618 |
1.1552 |
|
1.000 |
1.1491 |
|
0.618 |
1.1453 |
|
HIGH |
1.1392 |
|
0.618 |
1.1354 |
|
0.500 |
1.1343 |
|
0.382 |
1.1331 |
|
LOW |
1.1293 |
|
0.618 |
1.1232 |
|
1.000 |
1.1194 |
|
1.618 |
1.1133 |
|
2.618 |
1.1034 |
|
4.250 |
1.0872 |
|
|
| Fisher Pivots for day following 28-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1343 |
1.1309 |
| PP |
1.1337 |
1.1293 |
| S1 |
1.1331 |
1.1277 |
|