CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 09-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2015 |
09-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0836 |
1.0810 |
-0.0026 |
-0.2% |
1.0913 |
| High |
1.0908 |
1.0811 |
-0.0097 |
-0.9% |
1.1050 |
| Low |
1.0784 |
1.0661 |
-0.0123 |
-1.1% |
1.0729 |
| Close |
1.0823 |
1.0663 |
-0.0160 |
-1.5% |
1.1018 |
| Range |
0.0124 |
0.0150 |
0.0026 |
21.0% |
0.0321 |
| ATR |
0.0146 |
0.0147 |
0.0001 |
0.8% |
0.0000 |
| Volume |
666 |
677 |
11 |
1.7% |
5,038 |
|
| Daily Pivots for day following 09-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1162 |
1.1062 |
1.0746 |
|
| R3 |
1.1012 |
1.0912 |
1.0704 |
|
| R2 |
1.0862 |
1.0862 |
1.0691 |
|
| R1 |
1.0762 |
1.0762 |
1.0677 |
1.0737 |
| PP |
1.0712 |
1.0712 |
1.0712 |
1.0699 |
| S1 |
1.0612 |
1.0612 |
1.0649 |
1.0587 |
| S2 |
1.0562 |
1.0562 |
1.0636 |
|
| S3 |
1.0412 |
1.0462 |
1.0622 |
|
| S4 |
1.0262 |
1.0312 |
1.0581 |
|
|
| 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 |
1.0661 |
0.0398 |
3.7% |
0.0137 |
1.3% |
1% |
False |
True |
681 |
| 10 |
1.1059 |
1.0661 |
0.0398 |
3.7% |
0.0126 |
1.2% |
1% |
False |
True |
828 |
| 20 |
1.1079 |
1.0494 |
0.0585 |
5.5% |
0.0162 |
1.5% |
29% |
False |
False |
728 |
| 40 |
1.1480 |
1.0494 |
0.0986 |
9.2% |
0.0132 |
1.2% |
17% |
False |
False |
441 |
| 60 |
1.1877 |
1.0494 |
0.1383 |
13.0% |
0.0128 |
1.2% |
12% |
False |
False |
335 |
| 80 |
1.2564 |
1.0494 |
0.2070 |
19.4% |
0.0111 |
1.0% |
8% |
False |
False |
262 |
| 100 |
1.2610 |
1.0494 |
0.2116 |
19.8% |
0.0096 |
0.9% |
8% |
False |
False |
210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1449 |
|
2.618 |
1.1204 |
|
1.618 |
1.1054 |
|
1.000 |
1.0961 |
|
0.618 |
1.0904 |
|
HIGH |
1.0811 |
|
0.618 |
1.0754 |
|
0.500 |
1.0736 |
|
0.382 |
1.0718 |
|
LOW |
1.0661 |
|
0.618 |
1.0568 |
|
1.000 |
1.0511 |
|
1.618 |
1.0418 |
|
2.618 |
1.0268 |
|
4.250 |
1.0024 |
|
|
| Fisher Pivots for day following 09-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0736 |
1.0814 |
| PP |
1.0712 |
1.0763 |
| S1 |
1.0687 |
1.0713 |
|