CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 15-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2015 |
15-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0599 |
1.0670 |
0.0071 |
0.7% |
1.1019 |
| High |
1.0728 |
1.0726 |
-0.0002 |
0.0% |
1.1059 |
| Low |
1.0556 |
1.0595 |
0.0039 |
0.4% |
1.0595 |
| Close |
1.0683 |
1.0709 |
0.0026 |
0.2% |
1.0628 |
| Range |
0.0172 |
0.0131 |
-0.0041 |
-23.8% |
0.0464 |
| ATR |
0.0143 |
0.0142 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
651 |
1,161 |
510 |
78.3% |
3,029 |
|
| Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1070 |
1.1020 |
1.0781 |
|
| R3 |
1.0939 |
1.0889 |
1.0745 |
|
| R2 |
1.0808 |
1.0808 |
1.0733 |
|
| R1 |
1.0758 |
1.0758 |
1.0721 |
1.0783 |
| PP |
1.0677 |
1.0677 |
1.0677 |
1.0689 |
| S1 |
1.0627 |
1.0627 |
1.0697 |
1.0652 |
| S2 |
1.0546 |
1.0546 |
1.0685 |
|
| S3 |
1.0415 |
1.0496 |
1.0673 |
|
| S4 |
1.0284 |
1.0365 |
1.0637 |
|
|
| 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 |
1.0811 |
1.0545 |
0.0266 |
2.5% |
0.0131 |
1.2% |
62% |
False |
False |
823 |
| 10 |
1.1059 |
1.0545 |
0.0514 |
4.8% |
0.0134 |
1.3% |
32% |
False |
False |
740 |
| 20 |
1.1079 |
1.0545 |
0.0534 |
5.0% |
0.0147 |
1.4% |
31% |
False |
False |
832 |
| 40 |
1.1480 |
1.0494 |
0.0986 |
9.2% |
0.0137 |
1.3% |
22% |
False |
False |
521 |
| 60 |
1.1649 |
1.0494 |
0.1155 |
10.8% |
0.0128 |
1.2% |
19% |
False |
False |
384 |
| 80 |
1.2320 |
1.0494 |
0.1826 |
17.1% |
0.0114 |
1.1% |
12% |
False |
False |
304 |
| 100 |
1.2584 |
1.0494 |
0.2090 |
19.5% |
0.0099 |
0.9% |
10% |
False |
False |
244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1283 |
|
2.618 |
1.1069 |
|
1.618 |
1.0938 |
|
1.000 |
1.0857 |
|
0.618 |
1.0807 |
|
HIGH |
1.0726 |
|
0.618 |
1.0676 |
|
0.500 |
1.0661 |
|
0.382 |
1.0645 |
|
LOW |
1.0595 |
|
0.618 |
1.0514 |
|
1.000 |
1.0464 |
|
1.618 |
1.0383 |
|
2.618 |
1.0252 |
|
4.250 |
1.0038 |
|
|
| Fisher Pivots for day following 15-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0693 |
1.0685 |
| PP |
1.0677 |
1.0661 |
| S1 |
1.0661 |
1.0637 |
|