CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 13-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2015 |
13-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0723 |
1.0637 |
-0.0086 |
-0.8% |
1.1028 |
| High |
1.0723 |
1.0655 |
-0.0068 |
-0.6% |
1.1070 |
| Low |
1.0615 |
1.0570 |
-0.0045 |
-0.4% |
1.0615 |
| Close |
1.0649 |
1.0614 |
-0.0035 |
-0.3% |
1.0649 |
| Range |
0.0108 |
0.0085 |
-0.0023 |
-21.3% |
0.0455 |
| ATR |
0.0120 |
0.0118 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
37 |
43 |
6 |
16.2% |
95 |
|
| Daily Pivots for day following 13-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0868 |
1.0826 |
1.0661 |
|
| R3 |
1.0783 |
1.0741 |
1.0637 |
|
| R2 |
1.0698 |
1.0698 |
1.0630 |
|
| R1 |
1.0656 |
1.0656 |
1.0622 |
1.0635 |
| PP |
1.0613 |
1.0613 |
1.0613 |
1.0602 |
| S1 |
1.0571 |
1.0571 |
1.0606 |
1.0550 |
| S2 |
1.0528 |
1.0528 |
1.0598 |
|
| S3 |
1.0443 |
1.0486 |
1.0591 |
|
| S4 |
1.0358 |
1.0401 |
1.0567 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2143 |
1.1851 |
1.0899 |
|
| R3 |
1.1688 |
1.1396 |
1.0774 |
|
| R2 |
1.1233 |
1.1233 |
1.0732 |
|
| R1 |
1.0941 |
1.0941 |
1.0691 |
1.0860 |
| PP |
1.0778 |
1.0778 |
1.0778 |
1.0737 |
| S1 |
1.0486 |
1.0486 |
1.0607 |
1.0405 |
| S2 |
1.0323 |
1.0323 |
1.0566 |
|
| S3 |
0.9868 |
1.0031 |
1.0524 |
|
| S4 |
0.9413 |
0.9576 |
1.0399 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1016 |
|
2.618 |
1.0878 |
|
1.618 |
1.0793 |
|
1.000 |
1.0740 |
|
0.618 |
1.0708 |
|
HIGH |
1.0655 |
|
0.618 |
1.0623 |
|
0.500 |
1.0613 |
|
0.382 |
1.0602 |
|
LOW |
1.0570 |
|
0.618 |
1.0517 |
|
1.000 |
1.0485 |
|
1.618 |
1.0432 |
|
2.618 |
1.0347 |
|
4.250 |
1.0209 |
|
|
| Fisher Pivots for day following 13-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0614 |
1.0700 |
| PP |
1.0613 |
1.0671 |
| S1 |
1.0613 |
1.0643 |
|