CME Euro FX (E) Future September 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 |
1.1318 |
1.1385 |
0.0067 |
0.6% |
1.1603 |
| High |
1.1450 |
1.1395 |
-0.0055 |
-0.5% |
1.1672 |
| Low |
1.1299 |
1.1313 |
0.0014 |
0.1% |
1.1149 |
| Close |
1.1408 |
1.1341 |
-0.0067 |
-0.6% |
1.1280 |
| Range |
0.0151 |
0.0082 |
-0.0069 |
-45.7% |
0.0523 |
| ATR |
0.0118 |
0.0116 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
78 |
242 |
164 |
210.3% |
567 |
|
| Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1596 |
1.1550 |
1.1386 |
|
| R3 |
1.1514 |
1.1468 |
1.1364 |
|
| R2 |
1.1432 |
1.1432 |
1.1356 |
|
| R1 |
1.1386 |
1.1386 |
1.1349 |
1.1368 |
| PP |
1.1350 |
1.1350 |
1.1350 |
1.1341 |
| S1 |
1.1304 |
1.1304 |
1.1333 |
1.1286 |
| S2 |
1.1268 |
1.1268 |
1.1326 |
|
| S3 |
1.1186 |
1.1222 |
1.1318 |
|
| S4 |
1.1104 |
1.1140 |
1.1296 |
|
|
| 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 |
1.1580 |
1.1135 |
0.0445 |
3.9% |
0.0174 |
1.5% |
46% |
False |
False |
141 |
| 10 |
1.1877 |
1.1135 |
0.0742 |
6.5% |
0.0143 |
1.3% |
28% |
False |
False |
139 |
| 20 |
1.2217 |
1.1135 |
0.1082 |
9.5% |
0.0104 |
0.9% |
19% |
False |
False |
106 |
| 40 |
1.2564 |
1.1135 |
0.1429 |
12.6% |
0.0074 |
0.7% |
14% |
False |
False |
57 |
| 60 |
1.2612 |
1.1135 |
0.1477 |
13.0% |
0.0063 |
0.6% |
14% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1744 |
|
2.618 |
1.1610 |
|
1.618 |
1.1528 |
|
1.000 |
1.1477 |
|
0.618 |
1.1446 |
|
HIGH |
1.1395 |
|
0.618 |
1.1364 |
|
0.500 |
1.1354 |
|
0.382 |
1.1344 |
|
LOW |
1.1313 |
|
0.618 |
1.1262 |
|
1.000 |
1.1231 |
|
1.618 |
1.1180 |
|
2.618 |
1.1098 |
|
4.250 |
1.0965 |
|
|
| Fisher Pivots for day following 28-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1354 |
1.1325 |
| PP |
1.1350 |
1.1309 |
| S1 |
1.1345 |
1.1293 |
|