CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 24-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2015 |
24-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0746 |
1.0838 |
0.0092 |
0.9% |
1.0828 |
| High |
1.0867 |
1.0921 |
0.0054 |
0.5% |
1.0921 |
| Low |
1.0690 |
1.0808 |
0.0118 |
1.1% |
1.0687 |
| Close |
1.0847 |
1.0890 |
0.0043 |
0.4% |
1.0890 |
| Range |
0.0177 |
0.0113 |
-0.0064 |
-36.2% |
0.0234 |
| ATR |
0.0138 |
0.0136 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
469 |
685 |
216 |
46.1% |
3,011 |
|
| Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1212 |
1.1164 |
1.0952 |
|
| R3 |
1.1099 |
1.1051 |
1.0921 |
|
| R2 |
1.0986 |
1.0986 |
1.0911 |
|
| R1 |
1.0938 |
1.0938 |
1.0900 |
1.0962 |
| PP |
1.0873 |
1.0873 |
1.0873 |
1.0885 |
| S1 |
1.0825 |
1.0825 |
1.0880 |
1.0849 |
| S2 |
1.0760 |
1.0760 |
1.0869 |
|
| S3 |
1.0647 |
1.0712 |
1.0859 |
|
| S4 |
1.0534 |
1.0599 |
1.0828 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1535 |
1.1446 |
1.1019 |
|
| R3 |
1.1301 |
1.1212 |
1.0954 |
|
| R2 |
1.1067 |
1.1067 |
1.0933 |
|
| R1 |
1.0978 |
1.0978 |
1.0911 |
1.1023 |
| PP |
1.0833 |
1.0833 |
1.0833 |
1.0855 |
| S1 |
1.0744 |
1.0744 |
1.0869 |
1.0789 |
| S2 |
1.0599 |
1.0599 |
1.0847 |
|
| S3 |
1.0365 |
1.0510 |
1.0826 |
|
| S4 |
1.0131 |
1.0276 |
1.0761 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0921 |
1.0687 |
0.0234 |
2.1% |
0.0119 |
1.1% |
87% |
True |
False |
602 |
| 10 |
1.0921 |
1.0545 |
0.0376 |
3.5% |
0.0129 |
1.2% |
92% |
True |
False |
736 |
| 20 |
1.1059 |
1.0545 |
0.0514 |
4.7% |
0.0126 |
1.2% |
67% |
False |
False |
771 |
| 40 |
1.1269 |
1.0494 |
0.0775 |
7.1% |
0.0144 |
1.3% |
51% |
False |
False |
623 |
| 60 |
1.1560 |
1.0494 |
0.1066 |
9.8% |
0.0126 |
1.2% |
37% |
False |
False |
443 |
| 80 |
1.2184 |
1.0494 |
0.1690 |
15.5% |
0.0121 |
1.1% |
23% |
False |
False |
361 |
| 100 |
1.2564 |
1.0494 |
0.2070 |
19.0% |
0.0106 |
1.0% |
19% |
False |
False |
291 |
| 120 |
1.2612 |
1.0494 |
0.2118 |
19.4% |
0.0095 |
0.9% |
19% |
False |
False |
243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1401 |
|
2.618 |
1.1217 |
|
1.618 |
1.1104 |
|
1.000 |
1.1034 |
|
0.618 |
1.0991 |
|
HIGH |
1.0921 |
|
0.618 |
1.0878 |
|
0.500 |
1.0865 |
|
0.382 |
1.0851 |
|
LOW |
1.0808 |
|
0.618 |
1.0738 |
|
1.000 |
1.0695 |
|
1.618 |
1.0625 |
|
2.618 |
1.0512 |
|
4.250 |
1.0328 |
|
|
| Fisher Pivots for day following 24-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0882 |
1.0862 |
| PP |
1.0873 |
1.0834 |
| S1 |
1.0865 |
1.0806 |
|