CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 07-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2015 |
07-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1019 |
1.0961 |
-0.0058 |
-0.5% |
1.0913 |
| High |
1.1059 |
1.0966 |
-0.0093 |
-0.8% |
1.1050 |
| Low |
1.0940 |
1.0830 |
-0.0110 |
-1.0% |
1.0729 |
| Close |
1.1002 |
1.0854 |
-0.0148 |
-1.3% |
1.1018 |
| Range |
0.0119 |
0.0136 |
0.0017 |
14.3% |
0.0321 |
| ATR |
0.0145 |
0.0147 |
0.0002 |
1.3% |
0.0000 |
| Volume |
382 |
566 |
184 |
48.2% |
5,038 |
|
| Daily Pivots for day following 07-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1291 |
1.1209 |
1.0929 |
|
| R3 |
1.1155 |
1.1073 |
1.0891 |
|
| R2 |
1.1019 |
1.1019 |
1.0879 |
|
| R1 |
1.0937 |
1.0937 |
1.0866 |
1.0910 |
| PP |
1.0883 |
1.0883 |
1.0883 |
1.0870 |
| S1 |
1.0801 |
1.0801 |
1.0842 |
1.0774 |
| S2 |
1.0747 |
1.0747 |
1.0829 |
|
| S3 |
1.0611 |
1.0665 |
1.0817 |
|
| S4 |
1.0475 |
1.0529 |
1.0779 |
|
|
| 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 |
1.0746 |
0.0313 |
2.9% |
0.0128 |
1.2% |
35% |
False |
False |
724 |
| 10 |
1.1079 |
1.0729 |
0.0350 |
3.2% |
0.0131 |
1.2% |
36% |
False |
False |
864 |
| 20 |
1.1079 |
1.0494 |
0.0585 |
5.4% |
0.0168 |
1.5% |
62% |
False |
False |
712 |
| 40 |
1.1480 |
1.0494 |
0.0986 |
9.1% |
0.0128 |
1.2% |
37% |
False |
False |
409 |
| 60 |
1.1900 |
1.0494 |
0.1406 |
13.0% |
0.0126 |
1.2% |
26% |
False |
False |
315 |
| 80 |
1.2564 |
1.0494 |
0.2070 |
19.1% |
0.0108 |
1.0% |
17% |
False |
False |
245 |
| 100 |
1.2610 |
1.0494 |
0.2116 |
19.5% |
0.0094 |
0.9% |
17% |
False |
False |
197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1544 |
|
2.618 |
1.1322 |
|
1.618 |
1.1186 |
|
1.000 |
1.1102 |
|
0.618 |
1.1050 |
|
HIGH |
1.0966 |
|
0.618 |
1.0914 |
|
0.500 |
1.0898 |
|
0.382 |
1.0882 |
|
LOW |
1.0830 |
|
0.618 |
1.0746 |
|
1.000 |
1.0694 |
|
1.618 |
1.0610 |
|
2.618 |
1.0474 |
|
4.250 |
1.0252 |
|
|
| Fisher Pivots for day following 07-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0898 |
1.0945 |
| PP |
1.0883 |
1.0914 |
| S1 |
1.0869 |
1.0884 |
|