CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 16-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2015 |
16-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0670 |
1.0696 |
0.0026 |
0.2% |
1.1019 |
| High |
1.0726 |
1.0840 |
0.0114 |
1.1% |
1.1059 |
| Low |
1.0595 |
1.0653 |
0.0058 |
0.5% |
1.0595 |
| Close |
1.0709 |
1.0822 |
0.0113 |
1.1% |
1.0628 |
| Range |
0.0131 |
0.0187 |
0.0056 |
42.7% |
0.0464 |
| ATR |
0.0142 |
0.0145 |
0.0003 |
2.3% |
0.0000 |
| Volume |
1,161 |
748 |
-413 |
-35.6% |
3,029 |
|
| Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1333 |
1.1264 |
1.0925 |
|
| R3 |
1.1146 |
1.1077 |
1.0873 |
|
| R2 |
1.0959 |
1.0959 |
1.0856 |
|
| R1 |
1.0890 |
1.0890 |
1.0839 |
1.0925 |
| PP |
1.0772 |
1.0772 |
1.0772 |
1.0789 |
| S1 |
1.0703 |
1.0703 |
1.0805 |
1.0738 |
| S2 |
1.0585 |
1.0585 |
1.0788 |
|
| S3 |
1.0398 |
1.0516 |
1.0771 |
|
| S4 |
1.0211 |
1.0329 |
1.0719 |
|
|
| 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 |
1.0840 |
1.0545 |
0.0295 |
2.7% |
0.0139 |
1.3% |
94% |
True |
False |
837 |
| 10 |
1.1059 |
1.0545 |
0.0514 |
4.7% |
0.0138 |
1.3% |
54% |
False |
False |
759 |
| 20 |
1.1079 |
1.0545 |
0.0534 |
4.9% |
0.0142 |
1.3% |
52% |
False |
False |
820 |
| 40 |
1.1450 |
1.0494 |
0.0956 |
8.8% |
0.0140 |
1.3% |
34% |
False |
False |
540 |
| 60 |
1.1580 |
1.0494 |
0.1086 |
10.0% |
0.0131 |
1.2% |
30% |
False |
False |
393 |
| 80 |
1.2293 |
1.0494 |
0.1799 |
16.6% |
0.0115 |
1.1% |
18% |
False |
False |
313 |
| 100 |
1.2564 |
1.0494 |
0.2070 |
19.1% |
0.0101 |
0.9% |
16% |
False |
False |
252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1635 |
|
2.618 |
1.1330 |
|
1.618 |
1.1143 |
|
1.000 |
1.1027 |
|
0.618 |
1.0956 |
|
HIGH |
1.0840 |
|
0.618 |
1.0769 |
|
0.500 |
1.0747 |
|
0.382 |
1.0724 |
|
LOW |
1.0653 |
|
0.618 |
1.0537 |
|
1.000 |
1.0466 |
|
1.618 |
1.0350 |
|
2.618 |
1.0163 |
|
4.250 |
0.9858 |
|
|
| Fisher Pivots for day following 16-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0797 |
1.0781 |
| PP |
1.0772 |
1.0739 |
| S1 |
1.0747 |
1.0698 |
|