CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 08-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2015 |
08-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0942 |
1.0822 |
-0.0120 |
-1.1% |
1.0900 |
| High |
1.0965 |
1.0897 |
-0.0068 |
-0.6% |
1.0916 |
| Low |
1.0813 |
1.0772 |
-0.0041 |
-0.4% |
1.0724 |
| Close |
1.0839 |
1.0808 |
-0.0031 |
-0.3% |
1.0905 |
| Range |
0.0152 |
0.0125 |
-0.0027 |
-17.8% |
0.0192 |
| ATR |
0.0154 |
0.0152 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
223,168 |
261,593 |
38,425 |
17.2% |
891,698 |
|
| Daily Pivots for day following 08-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1201 |
1.1129 |
1.0877 |
|
| R3 |
1.1076 |
1.1004 |
1.0842 |
|
| R2 |
1.0951 |
1.0951 |
1.0831 |
|
| R1 |
1.0879 |
1.0879 |
1.0819 |
1.0853 |
| PP |
1.0826 |
1.0826 |
1.0826 |
1.0812 |
| S1 |
1.0754 |
1.0754 |
1.0797 |
1.0728 |
| S2 |
1.0701 |
1.0701 |
1.0785 |
|
| S3 |
1.0576 |
1.0629 |
1.0774 |
|
| S4 |
1.0451 |
1.0504 |
1.0739 |
|
|
| 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 |
1.0729 |
0.0318 |
2.9% |
0.0128 |
1.2% |
25% |
False |
False |
210,701 |
| 10 |
1.1064 |
1.0724 |
0.0340 |
3.1% |
0.0132 |
1.2% |
25% |
False |
False |
231,181 |
| 20 |
1.1064 |
1.0473 |
0.0591 |
5.5% |
0.0171 |
1.6% |
57% |
False |
False |
278,448 |
| 40 |
1.1466 |
1.0473 |
0.0993 |
9.2% |
0.0137 |
1.3% |
34% |
False |
False |
149,659 |
| 60 |
1.1888 |
1.0473 |
0.1415 |
13.1% |
0.0143 |
1.3% |
24% |
False |
False |
100,339 |
| 80 |
1.2582 |
1.0473 |
0.2109 |
19.5% |
0.0128 |
1.2% |
16% |
False |
False |
75,366 |
| 100 |
1.2610 |
1.0473 |
0.2137 |
19.8% |
0.0121 |
1.1% |
16% |
False |
False |
60,320 |
| 120 |
1.2865 |
1.0473 |
0.2392 |
22.1% |
0.0113 |
1.0% |
14% |
False |
False |
50,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1428 |
|
2.618 |
1.1224 |
|
1.618 |
1.1099 |
|
1.000 |
1.1022 |
|
0.618 |
1.0974 |
|
HIGH |
1.0897 |
|
0.618 |
1.0849 |
|
0.500 |
1.0835 |
|
0.382 |
1.0820 |
|
LOW |
1.0772 |
|
0.618 |
1.0695 |
|
1.000 |
1.0647 |
|
1.618 |
1.0570 |
|
2.618 |
1.0445 |
|
4.250 |
1.0241 |
|
|
| Fisher Pivots for day following 08-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0835 |
1.0910 |
| PP |
1.0826 |
1.0876 |
| S1 |
1.0817 |
1.0842 |
|