CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 10-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2015 |
10-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0791 |
1.0671 |
-0.0120 |
-1.1% |
1.1007 |
| High |
1.0797 |
1.0692 |
-0.0105 |
-1.0% |
1.1047 |
| Low |
1.0645 |
1.0577 |
-0.0068 |
-0.6% |
1.0577 |
| Close |
1.0648 |
1.0613 |
-0.0035 |
-0.3% |
1.0613 |
| Range |
0.0152 |
0.0115 |
-0.0037 |
-24.3% |
0.0470 |
| ATR |
0.0153 |
0.0150 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
261,250 |
228,803 |
-32,447 |
-12.4% |
1,083,045 |
|
| Daily Pivots for day following 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0972 |
1.0908 |
1.0676 |
|
| R3 |
1.0857 |
1.0793 |
1.0645 |
|
| R2 |
1.0742 |
1.0742 |
1.0634 |
|
| R1 |
1.0678 |
1.0678 |
1.0624 |
1.0653 |
| PP |
1.0627 |
1.0627 |
1.0627 |
1.0615 |
| S1 |
1.0563 |
1.0563 |
1.0602 |
1.0538 |
| S2 |
1.0512 |
1.0512 |
1.0592 |
|
| S3 |
1.0397 |
1.0448 |
1.0581 |
|
| S4 |
1.0282 |
1.0333 |
1.0550 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2156 |
1.1854 |
1.0872 |
|
| R3 |
1.1686 |
1.1384 |
1.0742 |
|
| R2 |
1.1216 |
1.1216 |
1.0699 |
|
| R1 |
1.0914 |
1.0914 |
1.0656 |
1.0830 |
| PP |
1.0746 |
1.0746 |
1.0746 |
1.0704 |
| S1 |
1.0444 |
1.0444 |
1.0570 |
1.0360 |
| S2 |
1.0276 |
1.0276 |
1.0527 |
|
| S3 |
0.9806 |
0.9974 |
1.0484 |
|
| S4 |
0.9336 |
0.9504 |
1.0355 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1047 |
1.0577 |
0.0470 |
4.4% |
0.0134 |
1.3% |
8% |
False |
True |
216,609 |
| 10 |
1.1047 |
1.0577 |
0.0470 |
4.4% |
0.0128 |
1.2% |
8% |
False |
True |
225,459 |
| 20 |
1.1064 |
1.0473 |
0.0591 |
5.6% |
0.0165 |
1.6% |
24% |
False |
False |
276,542 |
| 40 |
1.1466 |
1.0473 |
0.0993 |
9.4% |
0.0141 |
1.3% |
14% |
False |
False |
161,851 |
| 60 |
1.1864 |
1.0473 |
0.1391 |
13.1% |
0.0144 |
1.4% |
10% |
False |
False |
108,485 |
| 80 |
1.2582 |
1.0473 |
0.2109 |
19.9% |
0.0129 |
1.2% |
7% |
False |
False |
81,486 |
| 100 |
1.2610 |
1.0473 |
0.2137 |
20.1% |
0.0122 |
1.2% |
7% |
False |
False |
65,220 |
| 120 |
1.2831 |
1.0473 |
0.2358 |
22.2% |
0.0113 |
1.1% |
6% |
False |
False |
54,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1181 |
|
2.618 |
1.0993 |
|
1.618 |
1.0878 |
|
1.000 |
1.0807 |
|
0.618 |
1.0763 |
|
HIGH |
1.0692 |
|
0.618 |
1.0648 |
|
0.500 |
1.0635 |
|
0.382 |
1.0621 |
|
LOW |
1.0577 |
|
0.618 |
1.0506 |
|
1.000 |
1.0462 |
|
1.618 |
1.0391 |
|
2.618 |
1.0276 |
|
4.250 |
1.0088 |
|
|
| Fisher Pivots for day following 10-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0635 |
1.0737 |
| PP |
1.0627 |
1.0696 |
| S1 |
1.0620 |
1.0654 |
|