CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 06-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2015 |
06-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0930 |
1.1028 |
0.0098 |
0.9% |
1.0888 |
| High |
1.1070 |
1.1070 |
0.0000 |
0.0% |
1.1070 |
| Low |
1.0930 |
1.0987 |
0.0057 |
0.5% |
1.0770 |
| Close |
1.1040 |
1.1023 |
-0.0017 |
-0.2% |
1.1040 |
| Range |
0.0140 |
0.0083 |
-0.0057 |
-40.7% |
0.0300 |
| ATR |
0.0123 |
0.0120 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
13 |
9 |
-4 |
-30.8% |
177 |
|
| Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1276 |
1.1232 |
1.1069 |
|
| R3 |
1.1193 |
1.1149 |
1.1046 |
|
| R2 |
1.1110 |
1.1110 |
1.1038 |
|
| R1 |
1.1066 |
1.1066 |
1.1031 |
1.1047 |
| PP |
1.1027 |
1.1027 |
1.1027 |
1.1017 |
| S1 |
1.0983 |
1.0983 |
1.1015 |
1.0964 |
| S2 |
1.0944 |
1.0944 |
1.1008 |
|
| S3 |
1.0861 |
1.0900 |
1.1000 |
|
| S4 |
1.0778 |
1.0817 |
1.0977 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1860 |
1.1750 |
1.1205 |
|
| R3 |
1.1560 |
1.1450 |
1.1123 |
|
| R2 |
1.1260 |
1.1260 |
1.1095 |
|
| R1 |
1.1150 |
1.1150 |
1.1068 |
1.1205 |
| PP |
1.0960 |
1.0960 |
1.0960 |
1.0988 |
| S1 |
1.0850 |
1.0850 |
1.1013 |
1.0905 |
| S2 |
1.0660 |
1.0660 |
1.0985 |
|
| S3 |
1.0360 |
1.0550 |
1.0958 |
|
| S4 |
1.0060 |
1.0250 |
1.0875 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1423 |
|
2.618 |
1.1287 |
|
1.618 |
1.1204 |
|
1.000 |
1.1153 |
|
0.618 |
1.1121 |
|
HIGH |
1.1070 |
|
0.618 |
1.1038 |
|
0.500 |
1.1029 |
|
0.382 |
1.1019 |
|
LOW |
1.0987 |
|
0.618 |
1.0936 |
|
1.000 |
1.0904 |
|
1.618 |
1.0853 |
|
2.618 |
1.0770 |
|
4.250 |
1.0634 |
|
|
| Fisher Pivots for day following 06-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1029 |
1.1006 |
| PP |
1.1027 |
1.0989 |
| S1 |
1.1025 |
1.0973 |
|