CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 22-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2015 |
22-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0764 |
1.0762 |
-0.0002 |
0.0% |
1.0619 |
| High |
1.0802 |
1.0822 |
0.0020 |
0.2% |
1.0871 |
| Low |
1.0687 |
1.0733 |
0.0046 |
0.4% |
1.0545 |
| Close |
1.0758 |
1.0762 |
0.0004 |
0.0% |
1.0815 |
| Range |
0.0115 |
0.0089 |
-0.0026 |
-22.6% |
0.0326 |
| ATR |
0.0138 |
0.0134 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
434 |
764 |
330 |
76.0% |
4,351 |
|
| Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1039 |
1.0990 |
1.0811 |
|
| R3 |
1.0950 |
1.0901 |
1.0786 |
|
| R2 |
1.0861 |
1.0861 |
1.0778 |
|
| R1 |
1.0812 |
1.0812 |
1.0770 |
1.0807 |
| PP |
1.0772 |
1.0772 |
1.0772 |
1.0770 |
| S1 |
1.0723 |
1.0723 |
1.0754 |
1.0718 |
| S2 |
1.0683 |
1.0683 |
1.0746 |
|
| S3 |
1.0594 |
1.0634 |
1.0738 |
|
| S4 |
1.0505 |
1.0545 |
1.0713 |
|
|
| 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 |
1.0653 |
0.0218 |
2.0% |
0.0121 |
1.1% |
50% |
False |
False |
701 |
| 10 |
1.0871 |
1.0545 |
0.0326 |
3.0% |
0.0126 |
1.2% |
67% |
False |
False |
762 |
| 20 |
1.1079 |
1.0545 |
0.0534 |
5.0% |
0.0128 |
1.2% |
41% |
False |
False |
788 |
| 40 |
1.1407 |
1.0494 |
0.0913 |
8.5% |
0.0142 |
1.3% |
29% |
False |
False |
601 |
| 60 |
1.1560 |
1.0494 |
0.1066 |
9.9% |
0.0125 |
1.2% |
25% |
False |
False |
431 |
| 80 |
1.2243 |
1.0494 |
0.1749 |
16.3% |
0.0119 |
1.1% |
15% |
False |
False |
347 |
| 100 |
1.2564 |
1.0494 |
0.2070 |
19.2% |
0.0104 |
1.0% |
13% |
False |
False |
279 |
| 120 |
1.2646 |
1.0494 |
0.2152 |
20.0% |
0.0093 |
0.9% |
12% |
False |
False |
233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1200 |
|
2.618 |
1.1055 |
|
1.618 |
1.0966 |
|
1.000 |
1.0911 |
|
0.618 |
1.0877 |
|
HIGH |
1.0822 |
|
0.618 |
1.0788 |
|
0.500 |
1.0778 |
|
0.382 |
1.0767 |
|
LOW |
1.0733 |
|
0.618 |
1.0678 |
|
1.000 |
1.0644 |
|
1.618 |
1.0589 |
|
2.618 |
1.0500 |
|
4.250 |
1.0355 |
|
|
| Fisher Pivots for day following 22-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0778 |
1.0763 |
| PP |
1.0772 |
1.0762 |
| S1 |
1.0767 |
1.0762 |
|