CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 20-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0780 |
1.0840 |
0.0060 |
0.6% |
1.0637 |
| High |
1.0850 |
1.0840 |
-0.0010 |
-0.1% |
1.0861 |
| Low |
1.0780 |
1.0766 |
-0.0014 |
-0.1% |
1.0570 |
| Close |
1.0837 |
1.0780 |
-0.0057 |
-0.5% |
1.0837 |
| Range |
0.0070 |
0.0074 |
0.0004 |
5.7% |
0.0291 |
| ATR |
0.0120 |
0.0117 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
89 |
25 |
-64 |
-71.9% |
319 |
|
| Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1017 |
1.0973 |
1.0821 |
|
| R3 |
1.0943 |
1.0899 |
1.0800 |
|
| R2 |
1.0869 |
1.0869 |
1.0794 |
|
| R1 |
1.0825 |
1.0825 |
1.0787 |
1.0810 |
| PP |
1.0795 |
1.0795 |
1.0795 |
1.0788 |
| S1 |
1.0751 |
1.0751 |
1.0773 |
1.0736 |
| S2 |
1.0721 |
1.0721 |
1.0766 |
|
| S3 |
1.0647 |
1.0677 |
1.0760 |
|
| S4 |
1.0573 |
1.0603 |
1.0739 |
|
|
| 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 |
1.1155 |
|
2.618 |
1.1034 |
|
1.618 |
1.0960 |
|
1.000 |
1.0914 |
|
0.618 |
1.0886 |
|
HIGH |
1.0840 |
|
0.618 |
1.0812 |
|
0.500 |
1.0803 |
|
0.382 |
1.0794 |
|
LOW |
1.0766 |
|
0.618 |
1.0720 |
|
1.000 |
1.0692 |
|
1.618 |
1.0646 |
|
2.618 |
1.0572 |
|
4.250 |
1.0452 |
|
|
| Fisher Pivots for day following 20-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0803 |
1.0780 |
| PP |
1.0795 |
1.0779 |
| S1 |
1.0788 |
1.0779 |
|