CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 03-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1350 |
1.1380 |
0.0030 |
0.3% |
1.1177 |
| High |
1.1380 |
1.1560 |
0.0180 |
1.6% |
1.1450 |
| Low |
1.1338 |
1.1380 |
0.0042 |
0.4% |
1.1135 |
| Close |
1.1377 |
1.1520 |
0.0143 |
1.3% |
1.1323 |
| Range |
0.0042 |
0.0180 |
0.0138 |
328.6% |
0.0315 |
| ATR |
0.0108 |
0.0113 |
0.0005 |
5.0% |
0.0000 |
| Volume |
98 |
14 |
-84 |
-85.7% |
947 |
|
| Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2027 |
1.1953 |
1.1619 |
|
| R3 |
1.1847 |
1.1773 |
1.1570 |
|
| R2 |
1.1667 |
1.1667 |
1.1553 |
|
| R1 |
1.1593 |
1.1593 |
1.1537 |
1.1630 |
| PP |
1.1487 |
1.1487 |
1.1487 |
1.1505 |
| S1 |
1.1413 |
1.1413 |
1.1504 |
1.1450 |
| S2 |
1.1307 |
1.1307 |
1.1487 |
|
| S3 |
1.1127 |
1.1233 |
1.1471 |
|
| S4 |
1.0947 |
1.1053 |
1.1421 |
|
|
| 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 |
1.1560 |
1.1290 |
0.0270 |
2.3% |
0.0094 |
0.8% |
85% |
True |
False |
149 |
| 10 |
1.1649 |
1.1135 |
0.0514 |
4.5% |
0.0130 |
1.1% |
75% |
False |
False |
142 |
| 20 |
1.2000 |
1.1135 |
0.0865 |
7.5% |
0.0112 |
1.0% |
45% |
False |
False |
122 |
| 40 |
1.2564 |
1.1135 |
0.1429 |
12.4% |
0.0079 |
0.7% |
27% |
False |
False |
70 |
| 60 |
1.2610 |
1.1135 |
0.1475 |
12.8% |
0.0067 |
0.6% |
26% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2325 |
|
2.618 |
1.2031 |
|
1.618 |
1.1851 |
|
1.000 |
1.1740 |
|
0.618 |
1.1671 |
|
HIGH |
1.1560 |
|
0.618 |
1.1491 |
|
0.500 |
1.1470 |
|
0.382 |
1.1449 |
|
LOW |
1.1380 |
|
0.618 |
1.1269 |
|
1.000 |
1.1200 |
|
1.618 |
1.1089 |
|
2.618 |
1.0909 |
|
4.250 |
1.0615 |
|
|
| Fisher Pivots for day following 03-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1503 |
1.1492 |
| PP |
1.1487 |
1.1464 |
| S1 |
1.1470 |
1.1436 |
|