CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 22-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2015 |
22-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0715 |
1.0769 |
0.0054 |
0.5% |
1.0637 |
| High |
1.0803 |
1.0824 |
0.0021 |
0.2% |
1.0861 |
| Low |
1.0715 |
1.0760 |
0.0045 |
0.4% |
1.0570 |
| Close |
1.0778 |
1.0783 |
0.0005 |
0.0% |
1.0837 |
| Range |
0.0088 |
0.0064 |
-0.0024 |
-27.3% |
0.0291 |
| ATR |
0.0115 |
0.0111 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
12 |
7 |
-5 |
-41.7% |
319 |
|
| Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0981 |
1.0946 |
1.0818 |
|
| R3 |
1.0917 |
1.0882 |
1.0801 |
|
| R2 |
1.0853 |
1.0853 |
1.0795 |
|
| R1 |
1.0818 |
1.0818 |
1.0789 |
1.0836 |
| PP |
1.0789 |
1.0789 |
1.0789 |
1.0798 |
| S1 |
1.0754 |
1.0754 |
1.0777 |
1.0772 |
| S2 |
1.0725 |
1.0725 |
1.0771 |
|
| S3 |
1.0661 |
1.0690 |
1.0765 |
|
| S4 |
1.0597 |
1.0626 |
1.0748 |
|
|
| 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 |
1.1096 |
|
2.618 |
1.0992 |
|
1.618 |
1.0928 |
|
1.000 |
1.0888 |
|
0.618 |
1.0864 |
|
HIGH |
1.0824 |
|
0.618 |
1.0800 |
|
0.500 |
1.0792 |
|
0.382 |
1.0784 |
|
LOW |
1.0760 |
|
0.618 |
1.0720 |
|
1.000 |
1.0696 |
|
1.618 |
1.0656 |
|
2.618 |
1.0592 |
|
4.250 |
1.0488 |
|
|
| Fisher Pivots for day following 22-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0792 |
1.0781 |
| PP |
1.0789 |
1.0779 |
| S1 |
1.0786 |
1.0778 |
|