CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 27-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0858 |
1.0906 |
0.0048 |
0.4% |
1.0840 |
| High |
1.0934 |
1.0952 |
0.0018 |
0.2% |
1.0934 |
| Low |
1.0857 |
1.0868 |
0.0011 |
0.1% |
1.0711 |
| Close |
1.0910 |
1.0922 |
0.0012 |
0.1% |
1.0910 |
| Range |
0.0077 |
0.0084 |
0.0007 |
9.1% |
0.0223 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
33 |
117 |
84 |
254.5% |
97 |
|
| Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1166 |
1.1128 |
1.0968 |
|
| R3 |
1.1082 |
1.1044 |
1.0945 |
|
| R2 |
1.0998 |
1.0998 |
1.0937 |
|
| R1 |
1.0960 |
1.0960 |
1.0930 |
1.0979 |
| PP |
1.0914 |
1.0914 |
1.0914 |
1.0924 |
| S1 |
1.0876 |
1.0876 |
1.0914 |
1.0895 |
| S2 |
1.0830 |
1.0830 |
1.0907 |
|
| S3 |
1.0746 |
1.0792 |
1.0899 |
|
| S4 |
1.0662 |
1.0708 |
1.0876 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1521 |
1.1438 |
1.1033 |
|
| R3 |
1.1298 |
1.1215 |
1.0971 |
|
| R2 |
1.1075 |
1.1075 |
1.0951 |
|
| R1 |
1.0992 |
1.0992 |
1.0930 |
1.1034 |
| PP |
1.0852 |
1.0852 |
1.0852 |
1.0872 |
| S1 |
1.0769 |
1.0769 |
1.0890 |
1.0811 |
| S2 |
1.0629 |
1.0629 |
1.0869 |
|
| S3 |
1.0406 |
1.0546 |
1.0849 |
|
| S4 |
1.0183 |
1.0323 |
1.0787 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0952 |
1.0711 |
0.0241 |
2.2% |
0.0094 |
0.9% |
88% |
True |
False |
37 |
| 10 |
1.0952 |
1.0580 |
0.0372 |
3.4% |
0.0106 |
1.0% |
92% |
True |
False |
49 |
| 20 |
1.1070 |
1.0570 |
0.0500 |
4.6% |
0.0098 |
0.9% |
70% |
False |
False |
39 |
| 40 |
1.1235 |
1.0520 |
0.0715 |
6.5% |
0.0114 |
1.0% |
56% |
False |
False |
37 |
| 60 |
1.1542 |
1.0520 |
0.1022 |
9.4% |
0.0094 |
0.9% |
39% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1309 |
|
2.618 |
1.1172 |
|
1.618 |
1.1088 |
|
1.000 |
1.1036 |
|
0.618 |
1.1004 |
|
HIGH |
1.0952 |
|
0.618 |
1.0920 |
|
0.500 |
1.0910 |
|
0.382 |
1.0900 |
|
LOW |
1.0868 |
|
0.618 |
1.0816 |
|
1.000 |
1.0784 |
|
1.618 |
1.0732 |
|
2.618 |
1.0648 |
|
4.250 |
1.0511 |
|
|
| Fisher Pivots for day following 27-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0918 |
1.0892 |
| PP |
1.0914 |
1.0862 |
| S1 |
1.0910 |
1.0832 |
|