CME Euro FX (E) Future June 2015
Trading Metrics calculated at close of trading on 29-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2015 |
29-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
1.0892 |
1.0985 |
0.0093 |
0.9% |
1.0820 |
High |
1.0998 |
1.1195 |
0.0197 |
1.8% |
1.0907 |
Low |
1.0867 |
1.0965 |
0.0098 |
0.9% |
1.0667 |
Close |
1.0985 |
1.1118 |
0.0133 |
1.2% |
1.0875 |
Range |
0.0131 |
0.0230 |
0.0099 |
75.6% |
0.0240 |
ATR |
0.0138 |
0.0145 |
0.0007 |
4.8% |
0.0000 |
Volume |
247,568 |
457,377 |
209,809 |
84.7% |
1,175,991 |
|
Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1783 |
1.1680 |
1.1245 |
|
R3 |
1.1553 |
1.1450 |
1.1181 |
|
R2 |
1.1323 |
1.1323 |
1.1160 |
|
R1 |
1.1220 |
1.1220 |
1.1139 |
1.1272 |
PP |
1.1093 |
1.1093 |
1.1093 |
1.1118 |
S1 |
1.0990 |
1.0990 |
1.1097 |
1.1042 |
S2 |
1.0863 |
1.0863 |
1.1076 |
|
S3 |
1.0633 |
1.0760 |
1.1055 |
|
S4 |
1.0403 |
1.0530 |
1.0992 |
|
|
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 |
1.1195 |
1.0672 |
0.0523 |
4.7% |
0.0153 |
1.4% |
85% |
True |
False |
293,427 |
10 |
1.1195 |
1.0633 |
0.0562 |
5.1% |
0.0140 |
1.3% |
86% |
True |
False |
273,614 |
20 |
1.1195 |
1.0529 |
0.0666 |
6.0% |
0.0136 |
1.2% |
88% |
True |
False |
258,619 |
40 |
1.1199 |
1.0473 |
0.0726 |
6.5% |
0.0155 |
1.4% |
89% |
False |
False |
251,489 |
60 |
1.1546 |
1.0473 |
0.1073 |
9.7% |
0.0140 |
1.3% |
60% |
False |
False |
168,589 |
80 |
1.1993 |
1.0473 |
0.1520 |
13.7% |
0.0138 |
1.2% |
42% |
False |
False |
126,789 |
100 |
1.2582 |
1.0473 |
0.2109 |
19.0% |
0.0129 |
1.2% |
31% |
False |
False |
101,494 |
120 |
1.2610 |
1.0473 |
0.2137 |
19.2% |
0.0122 |
1.1% |
30% |
False |
False |
84,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2173 |
2.618 |
1.1797 |
1.618 |
1.1567 |
1.000 |
1.1425 |
0.618 |
1.1337 |
HIGH |
1.1195 |
0.618 |
1.1107 |
0.500 |
1.1080 |
0.382 |
1.1053 |
LOW |
1.0965 |
0.618 |
1.0823 |
1.000 |
1.0735 |
1.618 |
1.0593 |
2.618 |
1.0363 |
4.250 |
0.9988 |
|
|
Fisher Pivots for day following 29-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
1.1105 |
1.1082 |
PP |
1.1093 |
1.1046 |
S1 |
1.1080 |
1.1011 |
|