CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 01-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0857 |
1.0770 |
-0.0087 |
-0.8% |
1.0897 |
| High |
1.0858 |
1.0824 |
-0.0034 |
-0.3% |
1.1079 |
| Low |
1.0729 |
1.0746 |
0.0017 |
0.2% |
1.0798 |
| Close |
1.0770 |
1.0790 |
0.0020 |
0.2% |
1.0932 |
| Range |
0.0129 |
0.0078 |
-0.0051 |
-39.5% |
0.0281 |
| ATR |
0.0152 |
0.0146 |
-0.0005 |
-3.5% |
0.0000 |
| Volume |
1,308 |
1,007 |
-301 |
-23.0% |
4,282 |
|
| Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1021 |
1.0983 |
1.0833 |
|
| R3 |
1.0943 |
1.0905 |
1.0811 |
|
| R2 |
1.0865 |
1.0865 |
1.0804 |
|
| R1 |
1.0827 |
1.0827 |
1.0797 |
1.0846 |
| PP |
1.0787 |
1.0787 |
1.0787 |
1.0796 |
| S1 |
1.0749 |
1.0749 |
1.0783 |
1.0768 |
| S2 |
1.0709 |
1.0709 |
1.0776 |
|
| S3 |
1.0631 |
1.0671 |
1.0769 |
|
| S4 |
1.0553 |
1.0593 |
1.0747 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1779 |
1.1637 |
1.1087 |
|
| R3 |
1.1498 |
1.1356 |
1.1009 |
|
| R2 |
1.1217 |
1.1217 |
1.0984 |
|
| R1 |
1.1075 |
1.1075 |
1.0958 |
1.1146 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0972 |
| S1 |
1.0794 |
1.0794 |
1.0906 |
1.0865 |
| S2 |
1.0655 |
1.0655 |
1.0880 |
|
| S3 |
1.0374 |
1.0513 |
1.0855 |
|
| S4 |
1.0093 |
1.0232 |
1.0777 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1079 |
1.0729 |
0.0350 |
3.2% |
0.0124 |
1.2% |
17% |
False |
False |
971 |
| 10 |
1.1079 |
1.0646 |
0.0433 |
4.0% |
0.0159 |
1.5% |
33% |
False |
False |
924 |
| 20 |
1.1125 |
1.0494 |
0.0631 |
5.8% |
0.0164 |
1.5% |
47% |
False |
False |
625 |
| 40 |
1.1520 |
1.0494 |
0.1026 |
9.5% |
0.0126 |
1.2% |
29% |
False |
False |
356 |
| 60 |
1.2000 |
1.0494 |
0.1506 |
14.0% |
0.0122 |
1.1% |
20% |
False |
False |
278 |
| 80 |
1.2564 |
1.0494 |
0.2070 |
19.2% |
0.0103 |
1.0% |
14% |
False |
False |
213 |
| 100 |
1.2610 |
1.0494 |
0.2116 |
19.6% |
0.0091 |
0.8% |
14% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1156 |
|
2.618 |
1.1028 |
|
1.618 |
1.0950 |
|
1.000 |
1.0902 |
|
0.618 |
1.0872 |
|
HIGH |
1.0824 |
|
0.618 |
1.0794 |
|
0.500 |
1.0785 |
|
0.382 |
1.0776 |
|
LOW |
1.0746 |
|
0.618 |
1.0698 |
|
1.000 |
1.0668 |
|
1.618 |
1.0620 |
|
2.618 |
1.0542 |
|
4.250 |
1.0415 |
|
|
| Fisher Pivots for day following 01-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0788 |
1.0822 |
| PP |
1.0787 |
1.0811 |
| S1 |
1.0785 |
1.0801 |
|