CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 21-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2015 |
21-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0820 |
1.0746 |
-0.0074 |
-0.7% |
1.0603 |
| High |
1.0827 |
1.0789 |
-0.0038 |
-0.4% |
1.0857 |
| Low |
1.0720 |
1.0667 |
-0.0053 |
-0.5% |
1.0529 |
| Close |
1.0744 |
1.0742 |
-0.0002 |
0.0% |
1.0800 |
| Range |
0.0107 |
0.0122 |
0.0015 |
14.0% |
0.0328 |
| ATR |
0.0145 |
0.0143 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
182,729 |
212,133 |
29,404 |
16.1% |
1,546,927 |
|
| Daily Pivots for day following 21-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1099 |
1.1042 |
1.0809 |
|
| R3 |
1.0977 |
1.0920 |
1.0776 |
|
| R2 |
1.0855 |
1.0855 |
1.0764 |
|
| R1 |
1.0798 |
1.0798 |
1.0753 |
1.0766 |
| PP |
1.0733 |
1.0733 |
1.0733 |
1.0716 |
| S1 |
1.0676 |
1.0676 |
1.0731 |
1.0644 |
| S2 |
1.0611 |
1.0611 |
1.0720 |
|
| S3 |
1.0489 |
1.0554 |
1.0708 |
|
| S4 |
1.0367 |
1.0432 |
1.0675 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1713 |
1.1584 |
1.0980 |
|
| R3 |
1.1385 |
1.1256 |
1.0890 |
|
| R2 |
1.1057 |
1.1057 |
1.0860 |
|
| R1 |
1.0928 |
1.0928 |
1.0830 |
1.0993 |
| PP |
1.0729 |
1.0729 |
1.0729 |
1.0761 |
| S1 |
1.0600 |
1.0600 |
1.0770 |
1.0665 |
| S2 |
1.0401 |
1.0401 |
1.0740 |
|
| S3 |
1.0073 |
1.0272 |
1.0710 |
|
| S4 |
0.9745 |
0.9944 |
1.0620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0857 |
1.0579 |
0.0278 |
2.6% |
0.0134 |
1.2% |
59% |
False |
False |
278,468 |
| 10 |
1.0897 |
1.0529 |
0.0368 |
3.4% |
0.0134 |
1.2% |
58% |
False |
False |
269,343 |
| 20 |
1.1064 |
1.0529 |
0.0535 |
5.0% |
0.0134 |
1.2% |
40% |
False |
False |
255,286 |
| 40 |
1.1402 |
1.0473 |
0.0929 |
8.6% |
0.0146 |
1.4% |
29% |
False |
False |
210,104 |
| 60 |
1.1546 |
1.0473 |
0.1073 |
10.0% |
0.0138 |
1.3% |
25% |
False |
False |
140,683 |
| 80 |
1.2236 |
1.0473 |
0.1763 |
16.4% |
0.0132 |
1.2% |
15% |
False |
False |
105,718 |
| 100 |
1.2582 |
1.0473 |
0.2109 |
19.6% |
0.0125 |
1.2% |
13% |
False |
False |
84,629 |
| 120 |
1.2781 |
1.0473 |
0.2308 |
21.5% |
0.0118 |
1.1% |
12% |
False |
False |
70,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1308 |
|
2.618 |
1.1108 |
|
1.618 |
1.0986 |
|
1.000 |
1.0911 |
|
0.618 |
1.0864 |
|
HIGH |
1.0789 |
|
0.618 |
1.0742 |
|
0.500 |
1.0728 |
|
0.382 |
1.0714 |
|
LOW |
1.0667 |
|
0.618 |
1.0592 |
|
1.000 |
1.0545 |
|
1.618 |
1.0470 |
|
2.618 |
1.0348 |
|
4.250 |
1.0149 |
|
|
| Fisher Pivots for day following 21-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0737 |
1.0762 |
| PP |
1.0733 |
1.0755 |
| S1 |
1.0728 |
1.0749 |
|