CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 16-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2015 |
16-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0663 |
1.0688 |
0.0025 |
0.2% |
1.1007 |
| High |
1.0711 |
1.0826 |
0.0115 |
1.1% |
1.1047 |
| Low |
1.0579 |
1.0633 |
0.0054 |
0.5% |
1.0577 |
| Close |
1.0693 |
1.0806 |
0.0113 |
1.1% |
1.0613 |
| Range |
0.0132 |
0.0193 |
0.0061 |
46.2% |
0.0470 |
| ATR |
0.0147 |
0.0151 |
0.0003 |
2.2% |
0.0000 |
| Volume |
343,237 |
351,843 |
8,606 |
2.5% |
1,083,045 |
|
| Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1334 |
1.1263 |
1.0912 |
|
| R3 |
1.1141 |
1.1070 |
1.0859 |
|
| R2 |
1.0948 |
1.0948 |
1.0841 |
|
| R1 |
1.0877 |
1.0877 |
1.0824 |
1.0913 |
| PP |
1.0755 |
1.0755 |
1.0755 |
1.0773 |
| S1 |
1.0684 |
1.0684 |
1.0788 |
1.0720 |
| S2 |
1.0562 |
1.0562 |
1.0771 |
|
| S3 |
1.0369 |
1.0491 |
1.0753 |
|
| S4 |
1.0176 |
1.0298 |
1.0700 |
|
|
| 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 |
1.0826 |
1.0529 |
0.0297 |
2.7% |
0.0143 |
1.3% |
93% |
True |
False |
294,666 |
| 10 |
1.1047 |
1.0529 |
0.0518 |
4.8% |
0.0143 |
1.3% |
53% |
False |
False |
255,084 |
| 20 |
1.1064 |
1.0529 |
0.0535 |
5.0% |
0.0153 |
1.4% |
52% |
False |
False |
274,484 |
| 40 |
1.1466 |
1.0473 |
0.0993 |
9.2% |
0.0146 |
1.4% |
34% |
False |
False |
192,825 |
| 60 |
1.1695 |
1.0473 |
0.1222 |
11.3% |
0.0144 |
1.3% |
27% |
False |
False |
129,137 |
| 80 |
1.2322 |
1.0473 |
0.1849 |
17.1% |
0.0130 |
1.2% |
18% |
False |
False |
97,013 |
| 100 |
1.2582 |
1.0473 |
0.2109 |
19.5% |
0.0124 |
1.2% |
16% |
False |
False |
77,663 |
| 120 |
1.2781 |
1.0473 |
0.2308 |
21.4% |
0.0116 |
1.1% |
14% |
False |
False |
64,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1646 |
|
2.618 |
1.1331 |
|
1.618 |
1.1138 |
|
1.000 |
1.1019 |
|
0.618 |
1.0945 |
|
HIGH |
1.0826 |
|
0.618 |
1.0752 |
|
0.500 |
1.0730 |
|
0.382 |
1.0707 |
|
LOW |
1.0633 |
|
0.618 |
1.0514 |
|
1.000 |
1.0440 |
|
1.618 |
1.0321 |
|
2.618 |
1.0128 |
|
4.250 |
0.9813 |
|
|
| Fisher Pivots for day following 16-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0781 |
1.0765 |
| PP |
1.0755 |
1.0724 |
| S1 |
1.0730 |
1.0683 |
|