CME Euro FX (E) Future December 2015
Trading Metrics calculated at close of trading on 14-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2015 |
14-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
1.0637 |
1.0616 |
-0.0021 |
-0.2% |
1.1028 |
High |
1.0655 |
1.0734 |
0.0079 |
0.7% |
1.1070 |
Low |
1.0570 |
1.0580 |
0.0010 |
0.1% |
1.0615 |
Close |
1.0614 |
1.0704 |
0.0090 |
0.8% |
1.0649 |
Range |
0.0085 |
0.0154 |
0.0069 |
81.2% |
0.0455 |
ATR |
0.0118 |
0.0120 |
0.0003 |
2.2% |
0.0000 |
Volume |
43 |
25 |
-18 |
-41.9% |
95 |
|
Daily Pivots for day following 14-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1135 |
1.1073 |
1.0789 |
|
R3 |
1.0981 |
1.0919 |
1.0746 |
|
R2 |
1.0827 |
1.0827 |
1.0732 |
|
R1 |
1.0765 |
1.0765 |
1.0718 |
1.0796 |
PP |
1.0673 |
1.0673 |
1.0673 |
1.0688 |
S1 |
1.0611 |
1.0611 |
1.0690 |
1.0642 |
S2 |
1.0519 |
1.0519 |
1.0676 |
|
S3 |
1.0365 |
1.0457 |
1.0662 |
|
S4 |
1.0211 |
1.0303 |
1.0619 |
|
|
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 |
1.1389 |
2.618 |
1.1137 |
1.618 |
1.0983 |
1.000 |
1.0888 |
0.618 |
1.0829 |
HIGH |
1.0734 |
0.618 |
1.0675 |
0.500 |
1.0657 |
0.382 |
1.0639 |
LOW |
1.0580 |
0.618 |
1.0485 |
1.000 |
1.0426 |
1.618 |
1.0331 |
2.618 |
1.0177 |
4.250 |
0.9926 |
|
|
Fisher Pivots for day following 14-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
1.0688 |
1.0687 |
PP |
1.0673 |
1.0669 |
S1 |
1.0657 |
1.0652 |
|