CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 29-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1387 |
1.1292 |
-0.0095 |
-0.8% |
1.1581 |
| High |
1.1392 |
1.1381 |
-0.0011 |
-0.1% |
1.1695 |
| Low |
1.1293 |
1.1281 |
-0.0012 |
-0.1% |
1.1132 |
| Close |
1.1325 |
1.1328 |
0.0003 |
0.0% |
1.1262 |
| Range |
0.0099 |
0.0100 |
0.0001 |
1.0% |
0.0563 |
| ATR |
0.0138 |
0.0136 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
2,980 |
1,504 |
-1,476 |
-49.5% |
6,566 |
|
| Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1630 |
1.1579 |
1.1383 |
|
| R3 |
1.1530 |
1.1479 |
1.1356 |
|
| R2 |
1.1430 |
1.1430 |
1.1346 |
|
| R1 |
1.1379 |
1.1379 |
1.1337 |
1.1405 |
| PP |
1.1330 |
1.1330 |
1.1330 |
1.1343 |
| S1 |
1.1279 |
1.1279 |
1.1319 |
1.1305 |
| S2 |
1.1230 |
1.1230 |
1.1310 |
|
| S3 |
1.1130 |
1.1179 |
1.1301 |
|
| S4 |
1.1030 |
1.1079 |
1.1273 |
|
|
| 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 |
1.1436 |
1.1117 |
0.0319 |
2.8% |
0.0169 |
1.5% |
66% |
False |
False |
2,504 |
| 10 |
1.1806 |
1.1117 |
0.0689 |
6.1% |
0.0180 |
1.6% |
31% |
False |
False |
2,012 |
| 20 |
1.2185 |
1.1117 |
0.1068 |
9.4% |
0.0134 |
1.2% |
20% |
False |
False |
1,331 |
| 40 |
1.2582 |
1.1117 |
0.1465 |
12.9% |
0.0113 |
1.0% |
14% |
False |
False |
808 |
| 60 |
1.2610 |
1.1117 |
0.1493 |
13.2% |
0.0103 |
0.9% |
14% |
False |
False |
570 |
| 80 |
1.2865 |
1.1117 |
0.1748 |
15.4% |
0.0099 |
0.9% |
12% |
False |
False |
439 |
| 100 |
1.3029 |
1.1117 |
0.1912 |
16.9% |
0.0092 |
0.8% |
11% |
False |
False |
359 |
| 120 |
1.3434 |
1.1117 |
0.2317 |
20.5% |
0.0081 |
0.7% |
9% |
False |
False |
300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1806 |
|
2.618 |
1.1643 |
|
1.618 |
1.1543 |
|
1.000 |
1.1481 |
|
0.618 |
1.1443 |
|
HIGH |
1.1381 |
|
0.618 |
1.1343 |
|
0.500 |
1.1331 |
|
0.382 |
1.1319 |
|
LOW |
1.1281 |
|
0.618 |
1.1219 |
|
1.000 |
1.1181 |
|
1.618 |
1.1119 |
|
2.618 |
1.1019 |
|
4.250 |
1.0856 |
|
|
| Fisher Pivots for day following 29-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1331 |
1.1338 |
| PP |
1.1330 |
1.1335 |
| S1 |
1.1329 |
1.1331 |
|