CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 02-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1363 |
1.1350 |
-0.0013 |
-0.1% |
1.1177 |
| High |
1.1381 |
1.1380 |
-0.0001 |
0.0% |
1.1450 |
| Low |
1.1312 |
1.1338 |
0.0026 |
0.2% |
1.1135 |
| Close |
1.1323 |
1.1377 |
0.0054 |
0.5% |
1.1323 |
| Range |
0.0069 |
0.0042 |
-0.0027 |
-39.1% |
0.0315 |
| ATR |
0.0112 |
0.0108 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
172 |
98 |
-74 |
-43.0% |
947 |
|
| Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1491 |
1.1476 |
1.1400 |
|
| R3 |
1.1449 |
1.1434 |
1.1389 |
|
| R2 |
1.1407 |
1.1407 |
1.1385 |
|
| R1 |
1.1392 |
1.1392 |
1.1381 |
1.1400 |
| PP |
1.1365 |
1.1365 |
1.1365 |
1.1369 |
| S1 |
1.1350 |
1.1350 |
1.1373 |
1.1358 |
| S2 |
1.1323 |
1.1323 |
1.1369 |
|
| S3 |
1.1281 |
1.1308 |
1.1365 |
|
| S4 |
1.1239 |
1.1266 |
1.1354 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2248 |
1.2100 |
1.1496 |
|
| R3 |
1.1933 |
1.1785 |
1.1410 |
|
| R2 |
1.1618 |
1.1618 |
1.1381 |
|
| R1 |
1.1470 |
1.1470 |
1.1352 |
1.1544 |
| PP |
1.1303 |
1.1303 |
1.1303 |
1.1340 |
| S1 |
1.1155 |
1.1155 |
1.1294 |
1.1229 |
| S2 |
1.0988 |
1.0988 |
1.1265 |
|
| S3 |
1.0673 |
1.0840 |
1.1236 |
|
| S4 |
1.0358 |
1.0525 |
1.1150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1450 |
1.1290 |
0.0160 |
1.4% |
0.0088 |
0.8% |
54% |
False |
False |
161 |
| 10 |
1.1672 |
1.1135 |
0.0537 |
4.7% |
0.0122 |
1.1% |
45% |
False |
False |
161 |
| 20 |
1.2003 |
1.1135 |
0.0868 |
7.6% |
0.0107 |
0.9% |
28% |
False |
False |
124 |
| 40 |
1.2564 |
1.1135 |
0.1429 |
12.6% |
0.0078 |
0.7% |
17% |
False |
False |
69 |
| 60 |
1.2612 |
1.1135 |
0.1477 |
13.0% |
0.0066 |
0.6% |
16% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1559 |
|
2.618 |
1.1490 |
|
1.618 |
1.1448 |
|
1.000 |
1.1422 |
|
0.618 |
1.1406 |
|
HIGH |
1.1380 |
|
0.618 |
1.1364 |
|
0.500 |
1.1359 |
|
0.382 |
1.1354 |
|
LOW |
1.1338 |
|
0.618 |
1.1312 |
|
1.000 |
1.1296 |
|
1.618 |
1.1270 |
|
2.618 |
1.1228 |
|
4.250 |
1.1160 |
|
|
| Fisher Pivots for day following 02-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1371 |
1.1364 |
| PP |
1.1365 |
1.1351 |
| S1 |
1.1359 |
1.1338 |
|