CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 01-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0855 |
1.0833 |
-0.0022 |
-0.2% |
1.0861 |
| High |
1.0855 |
1.0836 |
-0.0019 |
-0.2% |
1.1100 |
| Low |
1.0770 |
1.0790 |
0.0020 |
0.2% |
1.0855 |
| Close |
1.0791 |
1.0811 |
0.0020 |
0.2% |
1.0953 |
| Range |
0.0085 |
0.0046 |
-0.0039 |
-45.9% |
0.0245 |
| ATR |
0.0127 |
0.0121 |
-0.0006 |
-4.5% |
0.0000 |
| Volume |
24 |
91 |
67 |
279.2% |
137 |
|
| Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0950 |
1.0927 |
1.0836 |
|
| R3 |
1.0904 |
1.0881 |
1.0824 |
|
| R2 |
1.0858 |
1.0858 |
1.0819 |
|
| R1 |
1.0835 |
1.0835 |
1.0815 |
1.0824 |
| PP |
1.0812 |
1.0812 |
1.0812 |
1.0807 |
| S1 |
1.0789 |
1.0789 |
1.0807 |
1.0778 |
| S2 |
1.0766 |
1.0766 |
1.0803 |
|
| S3 |
1.0720 |
1.0743 |
1.0798 |
|
| S4 |
1.0674 |
1.0697 |
1.0786 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1704 |
1.1574 |
1.1088 |
|
| R3 |
1.1459 |
1.1329 |
1.1020 |
|
| R2 |
1.1214 |
1.1214 |
1.0998 |
|
| R1 |
1.1084 |
1.1084 |
1.0975 |
1.1149 |
| PP |
1.0969 |
1.0969 |
1.0969 |
1.1002 |
| S1 |
1.0839 |
1.0839 |
1.0931 |
1.0904 |
| S2 |
1.0724 |
1.0724 |
1.0908 |
|
| S3 |
1.0479 |
1.0594 |
1.0886 |
|
| S4 |
1.0234 |
1.0349 |
1.0818 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1032 |
|
2.618 |
1.0956 |
|
1.618 |
1.0910 |
|
1.000 |
1.0882 |
|
0.618 |
1.0864 |
|
HIGH |
1.0836 |
|
0.618 |
1.0818 |
|
0.500 |
1.0813 |
|
0.382 |
1.0808 |
|
LOW |
1.0790 |
|
0.618 |
1.0762 |
|
1.000 |
1.0744 |
|
1.618 |
1.0716 |
|
2.618 |
1.0670 |
|
4.250 |
1.0595 |
|
|
| Fisher Pivots for day following 01-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0813 |
1.0835 |
| PP |
1.0812 |
1.0827 |
| S1 |
1.0812 |
1.0819 |
|