CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 21-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2015 |
21-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0840 |
1.0715 |
-0.0125 |
-1.2% |
1.0637 |
| High |
1.0840 |
1.0803 |
-0.0037 |
-0.3% |
1.0861 |
| Low |
1.0766 |
1.0715 |
-0.0051 |
-0.5% |
1.0570 |
| Close |
1.0780 |
1.0778 |
-0.0002 |
0.0% |
1.0837 |
| Range |
0.0074 |
0.0088 |
0.0014 |
18.9% |
0.0291 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
25 |
12 |
-13 |
-52.0% |
319 |
|
| Daily Pivots for day following 21-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1029 |
1.0992 |
1.0826 |
|
| R3 |
1.0941 |
1.0904 |
1.0802 |
|
| R2 |
1.0853 |
1.0853 |
1.0794 |
|
| R1 |
1.0816 |
1.0816 |
1.0786 |
1.0835 |
| PP |
1.0765 |
1.0765 |
1.0765 |
1.0775 |
| S1 |
1.0728 |
1.0728 |
1.0770 |
1.0747 |
| S2 |
1.0677 |
1.0677 |
1.0762 |
|
| S3 |
1.0589 |
1.0640 |
1.0754 |
|
| S4 |
1.0501 |
1.0552 |
1.0730 |
|
|
| 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 |
1.1177 |
|
2.618 |
1.1033 |
|
1.618 |
1.0945 |
|
1.000 |
1.0891 |
|
0.618 |
1.0857 |
|
HIGH |
1.0803 |
|
0.618 |
1.0769 |
|
0.500 |
1.0759 |
|
0.382 |
1.0749 |
|
LOW |
1.0715 |
|
0.618 |
1.0661 |
|
1.000 |
1.0627 |
|
1.618 |
1.0573 |
|
2.618 |
1.0485 |
|
4.250 |
1.0341 |
|
|
| Fisher Pivots for day following 21-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0772 |
1.0783 |
| PP |
1.0765 |
1.0781 |
| S1 |
1.0759 |
1.0780 |
|