CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 03-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
03-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0792 |
1.0903 |
0.0111 |
1.0% |
1.0913 |
| High |
1.0931 |
1.1050 |
0.0119 |
1.1% |
1.1050 |
| Low |
1.0780 |
1.0893 |
0.0113 |
1.0% |
1.0729 |
| Close |
1.0920 |
1.1018 |
0.0098 |
0.9% |
1.1018 |
| Range |
0.0151 |
0.0157 |
0.0006 |
4.0% |
0.0321 |
| ATR |
0.0147 |
0.0147 |
0.0001 |
0.5% |
0.0000 |
| Volume |
552 |
1,116 |
564 |
102.2% |
5,038 |
|
| Daily Pivots for day following 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1458 |
1.1395 |
1.1104 |
|
| R3 |
1.1301 |
1.1238 |
1.1061 |
|
| R2 |
1.1144 |
1.1144 |
1.1047 |
|
| R1 |
1.1081 |
1.1081 |
1.1032 |
1.1113 |
| PP |
1.0987 |
1.0987 |
1.0987 |
1.1003 |
| S1 |
1.0924 |
1.0924 |
1.1004 |
1.0956 |
| S2 |
1.0830 |
1.0830 |
1.0989 |
|
| S3 |
1.0673 |
1.0767 |
1.0975 |
|
| S4 |
1.0516 |
1.0610 |
1.0932 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1895 |
1.1778 |
1.1195 |
|
| R3 |
1.1574 |
1.1457 |
1.1106 |
|
| R2 |
1.1253 |
1.1253 |
1.1077 |
|
| R1 |
1.1136 |
1.1136 |
1.1047 |
1.1195 |
| PP |
1.0932 |
1.0932 |
1.0932 |
1.0962 |
| S1 |
1.0815 |
1.0815 |
1.0989 |
1.0874 |
| S2 |
1.0611 |
1.0611 |
1.0959 |
|
| S3 |
1.0290 |
1.0494 |
1.0930 |
|
| S4 |
0.9969 |
1.0173 |
1.0841 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1050 |
1.0729 |
0.0321 |
2.9% |
0.0118 |
1.1% |
90% |
True |
False |
1,007 |
| 10 |
1.1079 |
1.0729 |
0.0350 |
3.2% |
0.0139 |
1.3% |
83% |
False |
False |
932 |
| 20 |
1.1079 |
1.0494 |
0.0585 |
5.3% |
0.0165 |
1.5% |
90% |
False |
False |
681 |
| 40 |
1.1503 |
1.0494 |
0.1009 |
9.2% |
0.0127 |
1.2% |
52% |
False |
False |
388 |
| 60 |
1.1900 |
1.0494 |
0.1406 |
12.8% |
0.0124 |
1.1% |
37% |
False |
False |
302 |
| 80 |
1.2564 |
1.0494 |
0.2070 |
18.8% |
0.0106 |
1.0% |
25% |
False |
False |
233 |
| 100 |
1.2610 |
1.0494 |
0.2116 |
19.2% |
0.0092 |
0.8% |
25% |
False |
False |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1717 |
|
2.618 |
1.1461 |
|
1.618 |
1.1304 |
|
1.000 |
1.1207 |
|
0.618 |
1.1147 |
|
HIGH |
1.1050 |
|
0.618 |
1.0990 |
|
0.500 |
1.0972 |
|
0.382 |
1.0953 |
|
LOW |
1.0893 |
|
0.618 |
1.0796 |
|
1.000 |
1.0736 |
|
1.618 |
1.0639 |
|
2.618 |
1.0482 |
|
4.250 |
1.0226 |
|
|
| Fisher Pivots for day following 03-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1003 |
1.0978 |
| PP |
1.0987 |
1.0938 |
| S1 |
1.0972 |
1.0898 |
|