CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 06-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2015 |
06-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0903 |
1.1019 |
0.0116 |
1.1% |
1.0913 |
| High |
1.1050 |
1.1059 |
0.0009 |
0.1% |
1.1050 |
| Low |
1.0893 |
1.0940 |
0.0047 |
0.4% |
1.0729 |
| Close |
1.1018 |
1.1002 |
-0.0016 |
-0.1% |
1.1018 |
| Range |
0.0157 |
0.0119 |
-0.0038 |
-24.2% |
0.0321 |
| ATR |
0.0147 |
0.0145 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
1,116 |
382 |
-734 |
-65.8% |
5,038 |
|
| Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1357 |
1.1299 |
1.1067 |
|
| R3 |
1.1238 |
1.1180 |
1.1035 |
|
| R2 |
1.1119 |
1.1119 |
1.1024 |
|
| R1 |
1.1061 |
1.1061 |
1.1013 |
1.1031 |
| PP |
1.1000 |
1.1000 |
1.1000 |
1.0985 |
| S1 |
1.0942 |
1.0942 |
1.0991 |
1.0912 |
| S2 |
1.0881 |
1.0881 |
1.0980 |
|
| S3 |
1.0762 |
1.0823 |
1.0969 |
|
| S4 |
1.0643 |
1.0704 |
1.0937 |
|
|
| 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 |
1.1059 |
1.0729 |
0.0330 |
3.0% |
0.0127 |
1.2% |
83% |
True |
False |
873 |
| 10 |
1.1079 |
1.0729 |
0.0350 |
3.2% |
0.0130 |
1.2% |
78% |
False |
False |
908 |
| 20 |
1.1079 |
1.0494 |
0.0585 |
5.3% |
0.0168 |
1.5% |
87% |
False |
False |
689 |
| 40 |
1.1480 |
1.0494 |
0.0986 |
9.0% |
0.0126 |
1.1% |
52% |
False |
False |
397 |
| 60 |
1.1900 |
1.0494 |
0.1406 |
12.8% |
0.0125 |
1.1% |
36% |
False |
False |
308 |
| 80 |
1.2564 |
1.0494 |
0.2070 |
18.8% |
0.0107 |
1.0% |
25% |
False |
False |
238 |
| 100 |
1.2610 |
1.0494 |
0.2116 |
19.2% |
0.0093 |
0.8% |
24% |
False |
False |
191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1565 |
|
2.618 |
1.1371 |
|
1.618 |
1.1252 |
|
1.000 |
1.1178 |
|
0.618 |
1.1133 |
|
HIGH |
1.1059 |
|
0.618 |
1.1014 |
|
0.500 |
1.1000 |
|
0.382 |
1.0985 |
|
LOW |
1.0940 |
|
0.618 |
1.0866 |
|
1.000 |
1.0821 |
|
1.618 |
1.0747 |
|
2.618 |
1.0628 |
|
4.250 |
1.0434 |
|
|
| Fisher Pivots for day following 06-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1001 |
1.0975 |
| PP |
1.1000 |
1.0947 |
| S1 |
1.1000 |
1.0920 |
|