CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 20-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0786 |
1.0828 |
0.0042 |
0.4% |
1.0619 |
| High |
1.0871 |
1.0838 |
-0.0033 |
-0.3% |
1.0871 |
| Low |
1.0759 |
1.0738 |
-0.0021 |
-0.2% |
1.0545 |
| Close |
1.0815 |
1.0759 |
-0.0056 |
-0.5% |
1.0815 |
| Range |
0.0112 |
0.0100 |
-0.0012 |
-10.7% |
0.0326 |
| ATR |
0.0143 |
0.0140 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
900 |
659 |
-241 |
-26.8% |
4,351 |
|
| Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1078 |
1.1019 |
1.0814 |
|
| R3 |
1.0978 |
1.0919 |
1.0787 |
|
| R2 |
1.0878 |
1.0878 |
1.0777 |
|
| R1 |
1.0819 |
1.0819 |
1.0768 |
1.0799 |
| PP |
1.0778 |
1.0778 |
1.0778 |
1.0768 |
| S1 |
1.0719 |
1.0719 |
1.0750 |
1.0699 |
| S2 |
1.0678 |
1.0678 |
1.0741 |
|
| S3 |
1.0578 |
1.0619 |
1.0732 |
|
| S4 |
1.0478 |
1.0519 |
1.0704 |
|
|
| 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 |
1.0556 |
0.0315 |
2.9% |
0.0140 |
1.3% |
64% |
False |
False |
823 |
| 10 |
1.0966 |
1.0545 |
0.0421 |
3.9% |
0.0132 |
1.2% |
51% |
False |
False |
765 |
| 20 |
1.1079 |
1.0545 |
0.0534 |
5.0% |
0.0131 |
1.2% |
40% |
False |
False |
836 |
| 40 |
1.1414 |
1.0494 |
0.0920 |
8.6% |
0.0140 |
1.3% |
29% |
False |
False |
575 |
| 60 |
1.1560 |
1.0494 |
0.1066 |
9.9% |
0.0127 |
1.2% |
25% |
False |
False |
417 |
| 80 |
1.2251 |
1.0494 |
0.1757 |
16.3% |
0.0117 |
1.1% |
15% |
False |
False |
332 |
| 100 |
1.2564 |
1.0494 |
0.2070 |
19.2% |
0.0102 |
0.9% |
13% |
False |
False |
267 |
| 120 |
1.2800 |
1.0494 |
0.2306 |
21.4% |
0.0093 |
0.9% |
11% |
False |
False |
223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1263 |
|
2.618 |
1.1100 |
|
1.618 |
1.1000 |
|
1.000 |
1.0938 |
|
0.618 |
1.0900 |
|
HIGH |
1.0838 |
|
0.618 |
1.0800 |
|
0.500 |
1.0788 |
|
0.382 |
1.0776 |
|
LOW |
1.0738 |
|
0.618 |
1.0676 |
|
1.000 |
1.0638 |
|
1.618 |
1.0576 |
|
2.618 |
1.0476 |
|
4.250 |
1.0313 |
|
|
| Fisher Pivots for day following 20-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0788 |
1.0762 |
| PP |
1.0778 |
1.0761 |
| S1 |
1.0769 |
1.0760 |
|