CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 03-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1318 |
1.1359 |
0.0041 |
0.4% |
1.1162 |
| High |
1.1376 |
1.1546 |
0.0170 |
1.5% |
1.1436 |
| Low |
1.1311 |
1.1339 |
0.0028 |
0.2% |
1.1117 |
| Close |
1.1361 |
1.1503 |
0.0142 |
1.2% |
1.1307 |
| Range |
0.0065 |
0.0207 |
0.0142 |
218.5% |
0.0319 |
| ATR |
0.0127 |
0.0133 |
0.0006 |
4.5% |
0.0000 |
| Volume |
716 |
603 |
-113 |
-15.8% |
12,001 |
|
| Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2084 |
1.2000 |
1.1617 |
|
| R3 |
1.1877 |
1.1793 |
1.1560 |
|
| R2 |
1.1670 |
1.1670 |
1.1541 |
|
| R1 |
1.1586 |
1.1586 |
1.1522 |
1.1628 |
| PP |
1.1463 |
1.1463 |
1.1463 |
1.1484 |
| S1 |
1.1379 |
1.1379 |
1.1484 |
1.1421 |
| S2 |
1.1256 |
1.1256 |
1.1465 |
|
| S3 |
1.1049 |
1.1172 |
1.1446 |
|
| S4 |
1.0842 |
1.0965 |
1.1389 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2244 |
1.2094 |
1.1482 |
|
| R3 |
1.1925 |
1.1775 |
1.1395 |
|
| R2 |
1.1606 |
1.1606 |
1.1365 |
|
| R1 |
1.1456 |
1.1456 |
1.1336 |
1.1531 |
| PP |
1.1287 |
1.1287 |
1.1287 |
1.1324 |
| S1 |
1.1137 |
1.1137 |
1.1278 |
1.1212 |
| S2 |
1.0968 |
1.0968 |
1.1249 |
|
| S3 |
1.0649 |
1.0818 |
1.1219 |
|
| S4 |
1.0330 |
1.0499 |
1.1132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1546 |
1.1281 |
0.0265 |
2.3% |
0.0111 |
1.0% |
84% |
True |
False |
1,409 |
| 10 |
1.1695 |
1.1117 |
0.0578 |
5.0% |
0.0167 |
1.5% |
67% |
False |
False |
1,781 |
| 20 |
1.1985 |
1.1117 |
0.0868 |
7.5% |
0.0140 |
1.2% |
44% |
False |
False |
1,399 |
| 40 |
1.2582 |
1.1117 |
0.1465 |
12.7% |
0.0114 |
1.0% |
26% |
False |
False |
865 |
| 60 |
1.2610 |
1.1117 |
0.1493 |
13.0% |
0.0106 |
0.9% |
26% |
False |
False |
608 |
| 80 |
1.2865 |
1.1117 |
0.1748 |
15.2% |
0.0099 |
0.9% |
22% |
False |
False |
469 |
| 100 |
1.3029 |
1.1117 |
0.1912 |
16.6% |
0.0093 |
0.8% |
20% |
False |
False |
384 |
| 120 |
1.3430 |
1.1117 |
0.2313 |
20.1% |
0.0084 |
0.7% |
17% |
False |
False |
321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2426 |
|
2.618 |
1.2088 |
|
1.618 |
1.1881 |
|
1.000 |
1.1753 |
|
0.618 |
1.1674 |
|
HIGH |
1.1546 |
|
0.618 |
1.1467 |
|
0.500 |
1.1443 |
|
0.382 |
1.1418 |
|
LOW |
1.1339 |
|
0.618 |
1.1211 |
|
1.000 |
1.1132 |
|
1.618 |
1.1004 |
|
2.618 |
1.0797 |
|
4.250 |
1.0459 |
|
|
| Fisher Pivots for day following 03-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1483 |
1.1475 |
| PP |
1.1463 |
1.1448 |
| S1 |
1.1443 |
1.1420 |
|