CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 28-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2015 |
28-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0874 |
1.0892 |
0.0018 |
0.2% |
1.0820 |
| High |
1.0934 |
1.0998 |
0.0064 |
0.6% |
1.0907 |
| Low |
1.0826 |
1.0867 |
0.0041 |
0.4% |
1.0667 |
| Close |
1.0887 |
1.0985 |
0.0098 |
0.9% |
1.0875 |
| Range |
0.0108 |
0.0131 |
0.0023 |
21.3% |
0.0240 |
| ATR |
0.0139 |
0.0138 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
200,968 |
247,568 |
46,600 |
23.2% |
1,175,991 |
|
| Daily Pivots for day following 28-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1343 |
1.1295 |
1.1057 |
|
| R3 |
1.1212 |
1.1164 |
1.1021 |
|
| R2 |
1.1081 |
1.1081 |
1.1009 |
|
| R1 |
1.1033 |
1.1033 |
1.0997 |
1.1057 |
| PP |
1.0950 |
1.0950 |
1.0950 |
1.0962 |
| S1 |
1.0902 |
1.0902 |
1.0973 |
1.0926 |
| S2 |
1.0819 |
1.0819 |
1.0961 |
|
| S3 |
1.0688 |
1.0771 |
1.0949 |
|
| S4 |
1.0557 |
1.0640 |
1.0913 |
|
|
| 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 |
1.0998 |
1.0672 |
0.0326 |
3.0% |
0.0126 |
1.1% |
96% |
True |
False |
245,933 |
| 10 |
1.0998 |
1.0579 |
0.0419 |
3.8% |
0.0130 |
1.2% |
97% |
True |
False |
262,200 |
| 20 |
1.1047 |
1.0529 |
0.0518 |
4.7% |
0.0131 |
1.2% |
88% |
False |
False |
247,215 |
| 40 |
1.1231 |
1.0473 |
0.0758 |
6.9% |
0.0151 |
1.4% |
68% |
False |
False |
240,229 |
| 60 |
1.1546 |
1.0473 |
0.1073 |
9.8% |
0.0137 |
1.2% |
48% |
False |
False |
160,978 |
| 80 |
1.2111 |
1.0473 |
0.1638 |
14.9% |
0.0136 |
1.2% |
31% |
False |
False |
121,076 |
| 100 |
1.2582 |
1.0473 |
0.2109 |
19.2% |
0.0127 |
1.2% |
24% |
False |
False |
96,922 |
| 120 |
1.2610 |
1.0473 |
0.2137 |
19.5% |
0.0120 |
1.1% |
24% |
False |
False |
80,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1555 |
|
2.618 |
1.1341 |
|
1.618 |
1.1210 |
|
1.000 |
1.1129 |
|
0.618 |
1.1079 |
|
HIGH |
1.0998 |
|
0.618 |
1.0948 |
|
0.500 |
1.0933 |
|
0.382 |
1.0917 |
|
LOW |
1.0867 |
|
0.618 |
1.0786 |
|
1.000 |
1.0736 |
|
1.618 |
1.0655 |
|
2.618 |
1.0524 |
|
4.250 |
1.0310 |
|
|
| Fisher Pivots for day following 28-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0968 |
1.0955 |
| PP |
1.0950 |
1.0925 |
| S1 |
1.0933 |
1.0895 |
|