CME Euro FX (E) Future September 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 |
1.1385 |
1.1295 |
-0.0090 |
-0.8% |
1.1603 |
| High |
1.1395 |
1.1386 |
-0.0009 |
-0.1% |
1.1672 |
| Low |
1.1313 |
1.1290 |
-0.0023 |
-0.2% |
1.1149 |
| Close |
1.1341 |
1.1344 |
0.0003 |
0.0% |
1.1280 |
| Range |
0.0082 |
0.0096 |
0.0014 |
17.1% |
0.0523 |
| ATR |
0.0116 |
0.0115 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
242 |
219 |
-23 |
-9.5% |
567 |
|
| Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1628 |
1.1582 |
1.1397 |
|
| R3 |
1.1532 |
1.1486 |
1.1370 |
|
| R2 |
1.1436 |
1.1436 |
1.1362 |
|
| R1 |
1.1390 |
1.1390 |
1.1353 |
1.1413 |
| PP |
1.1340 |
1.1340 |
1.1340 |
1.1352 |
| S1 |
1.1294 |
1.1294 |
1.1335 |
1.1317 |
| S2 |
1.1244 |
1.1244 |
1.1326 |
|
| S3 |
1.1148 |
1.1198 |
1.1318 |
|
| S4 |
1.1052 |
1.1102 |
1.1291 |
|
|
| 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 |
1.1450 |
1.1135 |
0.0315 |
2.8% |
0.0154 |
1.4% |
66% |
False |
False |
179 |
| 10 |
1.1777 |
1.1135 |
0.0642 |
5.7% |
0.0143 |
1.3% |
33% |
False |
False |
154 |
| 20 |
1.2184 |
1.1135 |
0.1049 |
9.2% |
0.0107 |
0.9% |
20% |
False |
False |
115 |
| 40 |
1.2564 |
1.1135 |
0.1429 |
12.6% |
0.0076 |
0.7% |
15% |
False |
False |
63 |
| 60 |
1.2612 |
1.1135 |
0.1477 |
13.0% |
0.0065 |
0.6% |
14% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1794 |
|
2.618 |
1.1637 |
|
1.618 |
1.1541 |
|
1.000 |
1.1482 |
|
0.618 |
1.1445 |
|
HIGH |
1.1386 |
|
0.618 |
1.1349 |
|
0.500 |
1.1338 |
|
0.382 |
1.1327 |
|
LOW |
1.1290 |
|
0.618 |
1.1231 |
|
1.000 |
1.1194 |
|
1.618 |
1.1135 |
|
2.618 |
1.1039 |
|
4.250 |
1.0882 |
|
|
| Fisher Pivots for day following 29-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1342 |
1.1370 |
| PP |
1.1340 |
1.1361 |
| S1 |
1.1338 |
1.1353 |
|