CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 24-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2015 |
24-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0731 |
1.0830 |
0.0099 |
0.9% |
1.0820 |
| High |
1.0853 |
1.0907 |
0.0054 |
0.5% |
1.0907 |
| Low |
1.0672 |
1.0791 |
0.0119 |
1.1% |
1.0667 |
| Close |
1.0832 |
1.0875 |
0.0043 |
0.4% |
1.0875 |
| Range |
0.0181 |
0.0116 |
-0.0065 |
-35.9% |
0.0240 |
| ATR |
0.0143 |
0.0141 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
277,903 |
283,322 |
5,419 |
1.9% |
1,175,991 |
|
| Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1206 |
1.1156 |
1.0939 |
|
| R3 |
1.1090 |
1.1040 |
1.0907 |
|
| R2 |
1.0974 |
1.0974 |
1.0896 |
|
| R1 |
1.0924 |
1.0924 |
1.0886 |
1.0949 |
| PP |
1.0858 |
1.0858 |
1.0858 |
1.0870 |
| S1 |
1.0808 |
1.0808 |
1.0864 |
1.0833 |
| S2 |
1.0742 |
1.0742 |
1.0854 |
|
| S3 |
1.0626 |
1.0692 |
1.0843 |
|
| S4 |
1.0510 |
1.0576 |
1.0811 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1536 |
1.1446 |
1.1007 |
|
| R3 |
1.1296 |
1.1206 |
1.0941 |
|
| R2 |
1.1056 |
1.1056 |
1.0919 |
|
| R1 |
1.0966 |
1.0966 |
1.0897 |
1.1011 |
| PP |
1.0816 |
1.0816 |
1.0816 |
1.0839 |
| S1 |
1.0726 |
1.0726 |
1.0853 |
1.0771 |
| S2 |
1.0576 |
1.0576 |
1.0831 |
|
| S3 |
1.0336 |
1.0486 |
1.0809 |
|
| S4 |
1.0096 |
1.0246 |
1.0743 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0907 |
1.0667 |
0.0240 |
2.2% |
0.0124 |
1.1% |
87% |
True |
False |
235,198 |
| 10 |
1.0907 |
1.0529 |
0.0378 |
3.5% |
0.0134 |
1.2% |
92% |
True |
False |
272,291 |
| 20 |
1.1047 |
1.0529 |
0.0518 |
4.8% |
0.0131 |
1.2% |
67% |
False |
False |
248,875 |
| 40 |
1.1260 |
1.0473 |
0.0787 |
7.2% |
0.0148 |
1.4% |
51% |
False |
False |
229,457 |
| 60 |
1.1546 |
1.0473 |
0.1073 |
9.9% |
0.0136 |
1.3% |
37% |
False |
False |
153,548 |
| 80 |
1.2203 |
1.0473 |
0.1730 |
15.9% |
0.0135 |
1.2% |
23% |
False |
False |
115,478 |
| 100 |
1.2582 |
1.0473 |
0.2109 |
19.4% |
0.0127 |
1.2% |
19% |
False |
False |
92,437 |
| 120 |
1.2626 |
1.0473 |
0.2153 |
19.8% |
0.0120 |
1.1% |
19% |
False |
False |
77,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1400 |
|
2.618 |
1.1211 |
|
1.618 |
1.1095 |
|
1.000 |
1.1023 |
|
0.618 |
1.0979 |
|
HIGH |
1.0907 |
|
0.618 |
1.0863 |
|
0.500 |
1.0849 |
|
0.382 |
1.0835 |
|
LOW |
1.0791 |
|
0.618 |
1.0719 |
|
1.000 |
1.0675 |
|
1.618 |
1.0603 |
|
2.618 |
1.0487 |
|
4.250 |
1.0298 |
|
|
| Fisher Pivots for day following 24-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0866 |
1.0847 |
| PP |
1.0858 |
1.0818 |
| S1 |
1.0849 |
1.0790 |
|