CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 06-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
06-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0775 |
1.1007 |
0.0232 |
2.2% |
1.0900 |
| High |
1.0916 |
1.1047 |
0.0131 |
1.2% |
1.0916 |
| Low |
1.0760 |
1.0920 |
0.0160 |
1.5% |
1.0724 |
| Close |
1.0905 |
1.0987 |
0.0082 |
0.8% |
1.0905 |
| Range |
0.0156 |
0.0127 |
-0.0029 |
-18.6% |
0.0192 |
| ATR |
0.0153 |
0.0152 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
223,277 |
108,231 |
-115,046 |
-51.5% |
891,698 |
|
| Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1366 |
1.1303 |
1.1057 |
|
| R3 |
1.1239 |
1.1176 |
1.1022 |
|
| R2 |
1.1112 |
1.1112 |
1.1010 |
|
| R1 |
1.1049 |
1.1049 |
1.0999 |
1.1017 |
| PP |
1.0985 |
1.0985 |
1.0985 |
1.0969 |
| S1 |
1.0922 |
1.0922 |
1.0975 |
1.0890 |
| S2 |
1.0858 |
1.0858 |
1.0964 |
|
| S3 |
1.0731 |
1.0795 |
1.0952 |
|
| S4 |
1.0604 |
1.0668 |
1.0917 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1424 |
1.1357 |
1.1011 |
|
| R3 |
1.1232 |
1.1165 |
1.0958 |
|
| R2 |
1.1040 |
1.1040 |
1.0940 |
|
| R1 |
1.0973 |
1.0973 |
1.0923 |
1.1007 |
| PP |
1.0848 |
1.0848 |
1.0848 |
1.0865 |
| S1 |
1.0781 |
1.0781 |
1.0887 |
1.0815 |
| S2 |
1.0656 |
1.0656 |
1.0870 |
|
| S3 |
1.0464 |
1.0589 |
1.0852 |
|
| S4 |
1.0272 |
1.0397 |
1.0799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1047 |
1.0724 |
0.0323 |
2.9% |
0.0117 |
1.1% |
81% |
True |
False |
199,985 |
| 10 |
1.1064 |
1.0724 |
0.0340 |
3.1% |
0.0139 |
1.3% |
77% |
False |
False |
253,855 |
| 20 |
1.1064 |
1.0473 |
0.0591 |
5.4% |
0.0170 |
1.5% |
87% |
False |
False |
266,156 |
| 40 |
1.1493 |
1.0473 |
0.1020 |
9.3% |
0.0137 |
1.2% |
50% |
False |
False |
137,638 |
| 60 |
1.1888 |
1.0473 |
0.1415 |
12.9% |
0.0141 |
1.3% |
36% |
False |
False |
92,295 |
| 80 |
1.2582 |
1.0473 |
0.2109 |
19.2% |
0.0127 |
1.2% |
24% |
False |
False |
69,315 |
| 100 |
1.2610 |
1.0473 |
0.2137 |
19.5% |
0.0120 |
1.1% |
24% |
False |
False |
55,474 |
| 120 |
1.2865 |
1.0473 |
0.2392 |
21.8% |
0.0113 |
1.0% |
21% |
False |
False |
46,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1587 |
|
2.618 |
1.1379 |
|
1.618 |
1.1252 |
|
1.000 |
1.1174 |
|
0.618 |
1.1125 |
|
HIGH |
1.1047 |
|
0.618 |
1.0998 |
|
0.500 |
1.0984 |
|
0.382 |
1.0969 |
|
LOW |
1.0920 |
|
0.618 |
1.0842 |
|
1.000 |
1.0793 |
|
1.618 |
1.0715 |
|
2.618 |
1.0588 |
|
4.250 |
1.0380 |
|
|
| Fisher Pivots for day following 06-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0986 |
1.0954 |
| PP |
1.0985 |
1.0921 |
| S1 |
1.0984 |
1.0888 |
|