CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 17-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2015 |
17-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0696 |
1.0786 |
0.0090 |
0.8% |
1.0619 |
| High |
1.0840 |
1.0871 |
0.0031 |
0.3% |
1.0871 |
| Low |
1.0653 |
1.0759 |
0.0106 |
1.0% |
1.0545 |
| Close |
1.0822 |
1.0815 |
-0.0007 |
-0.1% |
1.0815 |
| Range |
0.0187 |
0.0112 |
-0.0075 |
-40.1% |
0.0326 |
| ATR |
0.0145 |
0.0143 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
748 |
900 |
152 |
20.3% |
4,351 |
|
| Daily Pivots for day following 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1151 |
1.1095 |
1.0877 |
|
| R3 |
1.1039 |
1.0983 |
1.0846 |
|
| R2 |
1.0927 |
1.0927 |
1.0836 |
|
| R1 |
1.0871 |
1.0871 |
1.0825 |
1.0899 |
| PP |
1.0815 |
1.0815 |
1.0815 |
1.0829 |
| S1 |
1.0759 |
1.0759 |
1.0805 |
1.0787 |
| S2 |
1.0703 |
1.0703 |
1.0794 |
|
| S3 |
1.0591 |
1.0647 |
1.0784 |
|
| S4 |
1.0479 |
1.0535 |
1.0753 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1722 |
1.1594 |
1.0994 |
|
| R3 |
1.1396 |
1.1268 |
1.0905 |
|
| R2 |
1.1070 |
1.1070 |
1.0875 |
|
| R1 |
1.0942 |
1.0942 |
1.0845 |
1.1006 |
| PP |
1.0744 |
1.0744 |
1.0744 |
1.0776 |
| S1 |
1.0616 |
1.0616 |
1.0785 |
1.0680 |
| S2 |
1.0418 |
1.0418 |
1.0755 |
|
| S3 |
1.0092 |
1.0290 |
1.0725 |
|
| S4 |
0.9766 |
0.9964 |
1.0636 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0871 |
1.0545 |
0.0326 |
3.0% |
0.0139 |
1.3% |
83% |
True |
False |
870 |
| 10 |
1.1059 |
1.0545 |
0.0514 |
4.8% |
0.0134 |
1.2% |
53% |
False |
False |
738 |
| 20 |
1.1079 |
1.0545 |
0.0534 |
4.9% |
0.0136 |
1.3% |
51% |
False |
False |
835 |
| 40 |
1.1414 |
1.0494 |
0.0920 |
8.5% |
0.0139 |
1.3% |
35% |
False |
False |
561 |
| 60 |
1.1560 |
1.0494 |
0.1066 |
9.9% |
0.0129 |
1.2% |
30% |
False |
False |
408 |
| 80 |
1.2251 |
1.0494 |
0.1757 |
16.2% |
0.0116 |
1.1% |
18% |
False |
False |
324 |
| 100 |
1.2564 |
1.0494 |
0.2070 |
19.1% |
0.0101 |
0.9% |
16% |
False |
False |
261 |
| 120 |
1.2800 |
1.0494 |
0.2306 |
21.3% |
0.0092 |
0.8% |
14% |
False |
False |
218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1347 |
|
2.618 |
1.1164 |
|
1.618 |
1.1052 |
|
1.000 |
1.0983 |
|
0.618 |
1.0940 |
|
HIGH |
1.0871 |
|
0.618 |
1.0828 |
|
0.500 |
1.0815 |
|
0.382 |
1.0802 |
|
LOW |
1.0759 |
|
0.618 |
1.0690 |
|
1.000 |
1.0647 |
|
1.618 |
1.0578 |
|
2.618 |
1.0466 |
|
4.250 |
1.0283 |
|
|
| Fisher Pivots for day following 17-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0815 |
1.0788 |
| PP |
1.0815 |
1.0760 |
| S1 |
1.0815 |
1.0733 |
|