CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 27-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0838 |
1.0878 |
0.0040 |
0.4% |
1.0828 |
| High |
1.0921 |
1.0948 |
0.0027 |
0.2% |
1.0921 |
| Low |
1.0808 |
1.0843 |
0.0035 |
0.3% |
1.0687 |
| Close |
1.0890 |
1.0902 |
0.0012 |
0.1% |
1.0890 |
| Range |
0.0113 |
0.0105 |
-0.0008 |
-7.1% |
0.0234 |
| ATR |
0.0136 |
0.0134 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
685 |
902 |
217 |
31.7% |
3,011 |
|
| Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1213 |
1.1162 |
1.0960 |
|
| R3 |
1.1108 |
1.1057 |
1.0931 |
|
| R2 |
1.1003 |
1.1003 |
1.0921 |
|
| R1 |
1.0952 |
1.0952 |
1.0912 |
1.0978 |
| PP |
1.0898 |
1.0898 |
1.0898 |
1.0910 |
| S1 |
1.0847 |
1.0847 |
1.0892 |
1.0873 |
| S2 |
1.0793 |
1.0793 |
1.0883 |
|
| S3 |
1.0688 |
1.0742 |
1.0873 |
|
| S4 |
1.0583 |
1.0637 |
1.0844 |
|
|
| 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 |
1.0948 |
1.0687 |
0.0261 |
2.4% |
0.0120 |
1.1% |
82% |
True |
False |
650 |
| 10 |
1.0948 |
1.0556 |
0.0392 |
3.6% |
0.0130 |
1.2% |
88% |
True |
False |
737 |
| 20 |
1.1059 |
1.0545 |
0.0514 |
4.7% |
0.0127 |
1.2% |
69% |
False |
False |
763 |
| 40 |
1.1241 |
1.0494 |
0.0747 |
6.9% |
0.0145 |
1.3% |
55% |
False |
False |
642 |
| 60 |
1.1560 |
1.0494 |
0.1066 |
9.8% |
0.0127 |
1.2% |
38% |
False |
False |
455 |
| 80 |
1.2099 |
1.0494 |
0.1605 |
14.7% |
0.0122 |
1.1% |
25% |
False |
False |
371 |
| 100 |
1.2564 |
1.0494 |
0.2070 |
19.0% |
0.0107 |
1.0% |
20% |
False |
False |
300 |
| 120 |
1.2612 |
1.0494 |
0.2118 |
19.4% |
0.0096 |
0.9% |
19% |
False |
False |
250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1394 |
|
2.618 |
1.1223 |
|
1.618 |
1.1118 |
|
1.000 |
1.1053 |
|
0.618 |
1.1013 |
|
HIGH |
1.0948 |
|
0.618 |
1.0908 |
|
0.500 |
1.0896 |
|
0.382 |
1.0883 |
|
LOW |
1.0843 |
|
0.618 |
1.0778 |
|
1.000 |
1.0738 |
|
1.618 |
1.0673 |
|
2.618 |
1.0568 |
|
4.250 |
1.0397 |
|
|
| Fisher Pivots for day following 27-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0900 |
1.0874 |
| PP |
1.0898 |
1.0847 |
| S1 |
1.0896 |
1.0819 |
|