CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 09-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2015 |
09-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0865 |
1.0830 |
-0.0035 |
-0.3% |
1.0888 |
| High |
1.0915 |
1.0830 |
-0.0085 |
-0.8% |
1.1070 |
| Low |
1.0844 |
1.0684 |
-0.0160 |
-1.5% |
1.0770 |
| Close |
1.0844 |
1.0684 |
-0.0160 |
-1.5% |
1.1040 |
| Range |
0.0071 |
0.0146 |
0.0075 |
105.6% |
0.0300 |
| ATR |
0.0118 |
0.0121 |
0.0003 |
2.5% |
0.0000 |
| Volume |
7 |
13 |
6 |
85.7% |
177 |
|
| Daily Pivots for day following 09-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1171 |
1.1073 |
1.0764 |
|
| R3 |
1.1025 |
1.0927 |
1.0724 |
|
| R2 |
1.0879 |
1.0879 |
1.0711 |
|
| R1 |
1.0781 |
1.0781 |
1.0697 |
1.0757 |
| PP |
1.0733 |
1.0733 |
1.0733 |
1.0721 |
| S1 |
1.0635 |
1.0635 |
1.0671 |
1.0611 |
| S2 |
1.0587 |
1.0587 |
1.0657 |
|
| S3 |
1.0441 |
1.0489 |
1.0644 |
|
| S4 |
1.0295 |
1.0343 |
1.0604 |
|
|
| 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 |
1.1451 |
|
2.618 |
1.1212 |
|
1.618 |
1.1066 |
|
1.000 |
1.0976 |
|
0.618 |
1.0920 |
|
HIGH |
1.0830 |
|
0.618 |
1.0774 |
|
0.500 |
1.0757 |
|
0.382 |
1.0740 |
|
LOW |
1.0684 |
|
0.618 |
1.0594 |
|
1.000 |
1.0538 |
|
1.618 |
1.0448 |
|
2.618 |
1.0302 |
|
4.250 |
1.0064 |
|
|
| Fisher Pivots for day following 09-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0757 |
1.0818 |
| PP |
1.0733 |
1.0773 |
| S1 |
1.0708 |
1.0729 |
|