CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1385 |
1.1177 |
-0.0208 |
-1.8% |
1.1603 |
| High |
1.1407 |
1.1319 |
-0.0088 |
-0.8% |
1.1672 |
| Low |
1.1149 |
1.1135 |
-0.0014 |
-0.1% |
1.1149 |
| Close |
1.1280 |
1.1301 |
0.0021 |
0.2% |
1.1280 |
| Range |
0.0258 |
0.0184 |
-0.0074 |
-28.7% |
0.0523 |
| ATR |
0.0110 |
0.0115 |
0.0005 |
4.8% |
0.0000 |
| Volume |
123 |
236 |
113 |
91.9% |
567 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1804 |
1.1736 |
1.1402 |
|
| R3 |
1.1620 |
1.1552 |
1.1352 |
|
| R2 |
1.1436 |
1.1436 |
1.1335 |
|
| R1 |
1.1368 |
1.1368 |
1.1318 |
1.1402 |
| PP |
1.1252 |
1.1252 |
1.1252 |
1.1269 |
| S1 |
1.1184 |
1.1184 |
1.1284 |
1.1218 |
| S2 |
1.1068 |
1.1068 |
1.1267 |
|
| S3 |
1.0884 |
1.1000 |
1.1250 |
|
| S4 |
1.0700 |
1.0816 |
1.1200 |
|
|
| 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 |
1.1672 |
1.1135 |
0.0537 |
4.8% |
0.0155 |
1.4% |
31% |
False |
True |
160 |
| 10 |
1.1900 |
1.1135 |
0.0765 |
6.8% |
0.0133 |
1.2% |
22% |
False |
True |
126 |
| 20 |
1.2251 |
1.1135 |
0.1116 |
9.9% |
0.0097 |
0.9% |
15% |
False |
True |
90 |
| 40 |
1.2564 |
1.1135 |
0.1429 |
12.6% |
0.0069 |
0.6% |
12% |
False |
True |
49 |
| 60 |
1.2800 |
1.1135 |
0.1665 |
14.7% |
0.0061 |
0.5% |
10% |
False |
True |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2101 |
|
2.618 |
1.1801 |
|
1.618 |
1.1617 |
|
1.000 |
1.1503 |
|
0.618 |
1.1433 |
|
HIGH |
1.1319 |
|
0.618 |
1.1249 |
|
0.500 |
1.1227 |
|
0.382 |
1.1205 |
|
LOW |
1.1135 |
|
0.618 |
1.1021 |
|
1.000 |
1.0951 |
|
1.618 |
1.0837 |
|
2.618 |
1.0653 |
|
4.250 |
1.0353 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1276 |
1.1358 |
| PP |
1.1252 |
1.1339 |
| S1 |
1.1227 |
1.1320 |
|