CME Euro FX (E) Future September 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 |
1.1580 |
1.1385 |
-0.0195 |
-1.7% |
1.1603 |
| High |
1.1580 |
1.1407 |
-0.0173 |
-1.5% |
1.1672 |
| Low |
1.1385 |
1.1149 |
-0.0236 |
-2.1% |
1.1149 |
| Close |
1.1413 |
1.1280 |
-0.0133 |
-1.2% |
1.1280 |
| Range |
0.0195 |
0.0258 |
0.0063 |
32.3% |
0.0523 |
| ATR |
0.0098 |
0.0110 |
0.0012 |
12.1% |
0.0000 |
| Volume |
26 |
123 |
97 |
373.1% |
567 |
|
| Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2053 |
1.1924 |
1.1422 |
|
| R3 |
1.1795 |
1.1666 |
1.1351 |
|
| R2 |
1.1537 |
1.1537 |
1.1327 |
|
| R1 |
1.1408 |
1.1408 |
1.1304 |
1.1344 |
| PP |
1.1279 |
1.1279 |
1.1279 |
1.1246 |
| S1 |
1.1150 |
1.1150 |
1.1256 |
1.1086 |
| S2 |
1.1021 |
1.1021 |
1.1233 |
|
| S3 |
1.0763 |
1.0892 |
1.1209 |
|
| S4 |
1.0505 |
1.0634 |
1.1138 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2936 |
1.2631 |
1.1568 |
|
| R3 |
1.2413 |
1.2108 |
1.1424 |
|
| R2 |
1.1890 |
1.1890 |
1.1376 |
|
| R1 |
1.1585 |
1.1585 |
1.1328 |
1.1476 |
| PP |
1.1367 |
1.1367 |
1.1367 |
1.1313 |
| S1 |
1.1062 |
1.1062 |
1.1232 |
1.0953 |
| S2 |
1.0844 |
1.0844 |
1.1184 |
|
| S3 |
1.0321 |
1.0539 |
1.1136 |
|
| S4 |
0.9798 |
1.0016 |
1.0992 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1677 |
1.1149 |
0.0528 |
4.7% |
0.0154 |
1.4% |
25% |
False |
True |
145 |
| 10 |
1.1900 |
1.1149 |
0.0751 |
6.7% |
0.0121 |
1.1% |
17% |
False |
True |
114 |
| 20 |
1.2251 |
1.1149 |
0.1102 |
9.8% |
0.0089 |
0.8% |
12% |
False |
True |
79 |
| 40 |
1.2564 |
1.1149 |
0.1415 |
12.5% |
0.0065 |
0.6% |
9% |
False |
True |
43 |
| 60 |
1.2800 |
1.1149 |
0.1651 |
14.6% |
0.0058 |
0.5% |
8% |
False |
True |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2504 |
|
2.618 |
1.2082 |
|
1.618 |
1.1824 |
|
1.000 |
1.1665 |
|
0.618 |
1.1566 |
|
HIGH |
1.1407 |
|
0.618 |
1.1308 |
|
0.500 |
1.1278 |
|
0.382 |
1.1248 |
|
LOW |
1.1149 |
|
0.618 |
1.0990 |
|
1.000 |
1.0891 |
|
1.618 |
1.0732 |
|
2.618 |
1.0474 |
|
4.250 |
1.0053 |
|
|
| Fisher Pivots for day following 23-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1279 |
1.1399 |
| PP |
1.1279 |
1.1359 |
| S1 |
1.1278 |
1.1320 |
|