CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 29-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2015 |
29-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0895 |
1.1003 |
0.0108 |
1.0% |
1.0828 |
| High |
1.1012 |
1.1209 |
0.0197 |
1.8% |
1.0921 |
| Low |
1.0882 |
1.0987 |
0.0105 |
1.0% |
1.0687 |
| Close |
1.1000 |
1.1132 |
0.0132 |
1.2% |
1.0890 |
| Range |
0.0130 |
0.0222 |
0.0092 |
70.8% |
0.0234 |
| ATR |
0.0133 |
0.0140 |
0.0006 |
4.8% |
0.0000 |
| Volume |
576 |
1,123 |
547 |
95.0% |
3,011 |
|
| Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1775 |
1.1676 |
1.1254 |
|
| R3 |
1.1553 |
1.1454 |
1.1193 |
|
| R2 |
1.1331 |
1.1331 |
1.1173 |
|
| R1 |
1.1232 |
1.1232 |
1.1152 |
1.1282 |
| PP |
1.1109 |
1.1109 |
1.1109 |
1.1134 |
| S1 |
1.1010 |
1.1010 |
1.1112 |
1.1060 |
| S2 |
1.0887 |
1.0887 |
1.1091 |
|
| S3 |
1.0665 |
1.0788 |
1.1071 |
|
| S4 |
1.0443 |
1.0566 |
1.1010 |
|
|
| 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 |
1.1209 |
1.0690 |
0.0519 |
4.7% |
0.0149 |
1.3% |
85% |
True |
False |
751 |
| 10 |
1.1209 |
1.0653 |
0.0556 |
5.0% |
0.0135 |
1.2% |
86% |
True |
False |
726 |
| 20 |
1.1209 |
1.0545 |
0.0664 |
6.0% |
0.0135 |
1.2% |
88% |
True |
False |
733 |
| 40 |
1.1209 |
1.0494 |
0.0715 |
6.4% |
0.0149 |
1.3% |
89% |
True |
False |
679 |
| 60 |
1.1520 |
1.0494 |
0.1026 |
9.2% |
0.0129 |
1.2% |
62% |
False |
False |
481 |
| 80 |
1.2000 |
1.0494 |
0.1506 |
13.5% |
0.0125 |
1.1% |
42% |
False |
False |
392 |
| 100 |
1.2564 |
1.0494 |
0.2070 |
18.6% |
0.0109 |
1.0% |
31% |
False |
False |
317 |
| 120 |
1.2610 |
1.0494 |
0.2116 |
19.0% |
0.0098 |
0.9% |
30% |
False |
False |
264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2153 |
|
2.618 |
1.1790 |
|
1.618 |
1.1568 |
|
1.000 |
1.1431 |
|
0.618 |
1.1346 |
|
HIGH |
1.1209 |
|
0.618 |
1.1124 |
|
0.500 |
1.1098 |
|
0.382 |
1.1072 |
|
LOW |
1.0987 |
|
0.618 |
1.0850 |
|
1.000 |
1.0765 |
|
1.618 |
1.0628 |
|
2.618 |
1.0406 |
|
4.250 |
1.0044 |
|
|
| Fisher Pivots for day following 29-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1121 |
1.1097 |
| PP |
1.1109 |
1.1061 |
| S1 |
1.1098 |
1.1026 |
|