CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 04-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1380 |
1.1497 |
0.0117 |
1.0% |
1.1177 |
| High |
1.1560 |
1.1520 |
-0.0040 |
-0.3% |
1.1450 |
| Low |
1.1380 |
1.1380 |
0.0000 |
0.0% |
1.1135 |
| Close |
1.1520 |
1.1452 |
-0.0068 |
-0.6% |
1.1323 |
| Range |
0.0180 |
0.0140 |
-0.0040 |
-22.2% |
0.0315 |
| ATR |
0.0113 |
0.0115 |
0.0002 |
1.7% |
0.0000 |
| Volume |
14 |
322 |
308 |
2,200.0% |
947 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1871 |
1.1801 |
1.1529 |
|
| R3 |
1.1731 |
1.1661 |
1.1491 |
|
| R2 |
1.1591 |
1.1591 |
1.1478 |
|
| R1 |
1.1521 |
1.1521 |
1.1465 |
1.1486 |
| PP |
1.1451 |
1.1451 |
1.1451 |
1.1433 |
| S1 |
1.1381 |
1.1381 |
1.1439 |
1.1346 |
| S2 |
1.1311 |
1.1311 |
1.1426 |
|
| S3 |
1.1171 |
1.1241 |
1.1414 |
|
| S4 |
1.1031 |
1.1101 |
1.1375 |
|
|
| 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 |
2.4% |
0.0105 |
0.9% |
60% |
False |
False |
165 |
| 10 |
1.1580 |
1.1135 |
0.0445 |
3.9% |
0.0140 |
1.2% |
71% |
False |
False |
153 |
| 20 |
1.1918 |
1.1135 |
0.0783 |
6.8% |
0.0115 |
1.0% |
40% |
False |
False |
133 |
| 40 |
1.2564 |
1.1135 |
0.1429 |
12.5% |
0.0082 |
0.7% |
22% |
False |
False |
78 |
| 60 |
1.2610 |
1.1135 |
0.1475 |
12.9% |
0.0068 |
0.6% |
21% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2115 |
|
2.618 |
1.1887 |
|
1.618 |
1.1747 |
|
1.000 |
1.1660 |
|
0.618 |
1.1607 |
|
HIGH |
1.1520 |
|
0.618 |
1.1467 |
|
0.500 |
1.1450 |
|
0.382 |
1.1433 |
|
LOW |
1.1380 |
|
0.618 |
1.1293 |
|
1.000 |
1.1240 |
|
1.618 |
1.1153 |
|
2.618 |
1.1013 |
|
4.250 |
1.0785 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1451 |
1.1451 |
| PP |
1.1451 |
1.1450 |
| S1 |
1.1450 |
1.1449 |
|