CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 17-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2015 |
17-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0768 |
1.0780 |
0.0012 |
0.1% |
1.0637 |
| High |
1.0861 |
1.0850 |
-0.0011 |
-0.1% |
1.0861 |
| Low |
1.0696 |
1.0780 |
0.0084 |
0.8% |
1.0570 |
| Close |
1.0842 |
1.0837 |
-0.0005 |
0.0% |
1.0837 |
| Range |
0.0165 |
0.0070 |
-0.0095 |
-57.6% |
0.0291 |
| ATR |
0.0124 |
0.0120 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
31 |
89 |
58 |
187.1% |
319 |
|
| Daily Pivots for day following 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1032 |
1.1005 |
1.0876 |
|
| R3 |
1.0962 |
1.0935 |
1.0856 |
|
| R2 |
1.0892 |
1.0892 |
1.0850 |
|
| R1 |
1.0865 |
1.0865 |
1.0843 |
1.0879 |
| PP |
1.0822 |
1.0822 |
1.0822 |
1.0829 |
| S1 |
1.0795 |
1.0795 |
1.0831 |
1.0809 |
| S2 |
1.0752 |
1.0752 |
1.0824 |
|
| S3 |
1.0682 |
1.0725 |
1.0818 |
|
| S4 |
1.0612 |
1.0655 |
1.0799 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1629 |
1.1524 |
1.0997 |
|
| R3 |
1.1338 |
1.1233 |
1.0917 |
|
| R2 |
1.1047 |
1.1047 |
1.0890 |
|
| R1 |
1.0942 |
1.0942 |
1.0864 |
1.0995 |
| PP |
1.0756 |
1.0756 |
1.0756 |
1.0782 |
| S1 |
1.0651 |
1.0651 |
1.0810 |
1.0704 |
| S2 |
1.0465 |
1.0465 |
1.0784 |
|
| S3 |
1.0174 |
1.0360 |
1.0757 |
|
| S4 |
0.9883 |
1.0069 |
1.0677 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1148 |
|
2.618 |
1.1033 |
|
1.618 |
1.0963 |
|
1.000 |
1.0920 |
|
0.618 |
1.0893 |
|
HIGH |
1.0850 |
|
0.618 |
1.0823 |
|
0.500 |
1.0815 |
|
0.382 |
1.0807 |
|
LOW |
1.0780 |
|
0.618 |
1.0737 |
|
1.000 |
1.0710 |
|
1.618 |
1.0667 |
|
2.618 |
1.0597 |
|
4.250 |
1.0483 |
|
|
| Fisher Pivots for day following 17-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0830 |
1.0805 |
| PP |
1.0822 |
1.0772 |
| S1 |
1.0815 |
1.0740 |
|