CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 13-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2015 |
13-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0687 |
1.0619 |
-0.0068 |
-0.6% |
1.1019 |
| High |
1.0705 |
1.0639 |
-0.0066 |
-0.6% |
1.1059 |
| Low |
1.0595 |
1.0545 |
-0.0050 |
-0.5% |
1.0595 |
| Close |
1.0628 |
1.0593 |
-0.0035 |
-0.3% |
1.0628 |
| Range |
0.0110 |
0.0094 |
-0.0016 |
-14.5% |
0.0464 |
| ATR |
0.0144 |
0.0141 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
738 |
891 |
153 |
20.7% |
3,029 |
|
| Daily Pivots for day following 13-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0874 |
1.0828 |
1.0645 |
|
| R3 |
1.0780 |
1.0734 |
1.0619 |
|
| R2 |
1.0686 |
1.0686 |
1.0610 |
|
| R1 |
1.0640 |
1.0640 |
1.0602 |
1.0616 |
| PP |
1.0592 |
1.0592 |
1.0592 |
1.0581 |
| S1 |
1.0546 |
1.0546 |
1.0584 |
1.0522 |
| S2 |
1.0498 |
1.0498 |
1.0576 |
|
| S3 |
1.0404 |
1.0452 |
1.0567 |
|
| S4 |
1.0310 |
1.0358 |
1.0541 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2153 |
1.1854 |
1.0883 |
|
| R3 |
1.1689 |
1.1390 |
1.0756 |
|
| R2 |
1.1225 |
1.1225 |
1.0713 |
|
| R1 |
1.0926 |
1.0926 |
1.0671 |
1.0844 |
| PP |
1.0761 |
1.0761 |
1.0761 |
1.0719 |
| S1 |
1.0462 |
1.0462 |
1.0585 |
1.0380 |
| S2 |
1.0297 |
1.0297 |
1.0543 |
|
| S3 |
0.9833 |
0.9998 |
1.0500 |
|
| S4 |
0.9369 |
0.9534 |
1.0373 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0966 |
1.0545 |
0.0421 |
4.0% |
0.0123 |
1.2% |
11% |
False |
True |
707 |
| 10 |
1.1059 |
1.0545 |
0.0514 |
4.9% |
0.0125 |
1.2% |
9% |
False |
True |
790 |
| 20 |
1.1079 |
1.0545 |
0.0534 |
5.0% |
0.0157 |
1.5% |
9% |
False |
True |
775 |
| 40 |
1.1480 |
1.0494 |
0.0986 |
9.3% |
0.0134 |
1.3% |
10% |
False |
False |
479 |
| 60 |
1.1677 |
1.0494 |
0.1183 |
11.2% |
0.0128 |
1.2% |
8% |
False |
False |
360 |
| 80 |
1.2501 |
1.0494 |
0.2007 |
18.9% |
0.0112 |
1.1% |
5% |
False |
False |
282 |
| 100 |
1.2610 |
1.0494 |
0.2116 |
20.0% |
0.0096 |
0.9% |
5% |
False |
False |
226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1039 |
|
2.618 |
1.0885 |
|
1.618 |
1.0791 |
|
1.000 |
1.0733 |
|
0.618 |
1.0697 |
|
HIGH |
1.0639 |
|
0.618 |
1.0603 |
|
0.500 |
1.0592 |
|
0.382 |
1.0581 |
|
LOW |
1.0545 |
|
0.618 |
1.0487 |
|
1.000 |
1.0451 |
|
1.618 |
1.0393 |
|
2.618 |
1.0299 |
|
4.250 |
1.0146 |
|
|
| Fisher Pivots for day following 13-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0593 |
1.0678 |
| PP |
1.0592 |
1.0650 |
| S1 |
1.0592 |
1.0621 |
|