CME Euro FX (E) Future June 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 |
1.0746 |
1.0744 |
-0.0002 |
0.0% |
1.0603 |
| High |
1.0789 |
1.0809 |
0.0020 |
0.2% |
1.0857 |
| Low |
1.0667 |
1.0716 |
0.0049 |
0.5% |
1.0529 |
| Close |
1.0742 |
1.0747 |
0.0005 |
0.0% |
1.0800 |
| Range |
0.0122 |
0.0093 |
-0.0029 |
-23.8% |
0.0328 |
| ATR |
0.0143 |
0.0140 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
212,133 |
219,904 |
7,771 |
3.7% |
1,546,927 |
|
| Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1036 |
1.0985 |
1.0798 |
|
| R3 |
1.0943 |
1.0892 |
1.0773 |
|
| R2 |
1.0850 |
1.0850 |
1.0764 |
|
| R1 |
1.0799 |
1.0799 |
1.0756 |
1.0825 |
| PP |
1.0757 |
1.0757 |
1.0757 |
1.0770 |
| S1 |
1.0706 |
1.0706 |
1.0738 |
1.0732 |
| S2 |
1.0664 |
1.0664 |
1.0730 |
|
| S3 |
1.0571 |
1.0613 |
1.0721 |
|
| S4 |
1.0478 |
1.0520 |
1.0696 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1713 |
1.1584 |
1.0980 |
|
| R3 |
1.1385 |
1.1256 |
1.0890 |
|
| R2 |
1.1057 |
1.1057 |
1.0860 |
|
| R1 |
1.0928 |
1.0928 |
1.0830 |
1.0993 |
| PP |
1.0729 |
1.0729 |
1.0729 |
1.0761 |
| S1 |
1.0600 |
1.0600 |
1.0770 |
1.0665 |
| S2 |
1.0401 |
1.0401 |
1.0740 |
|
| S3 |
1.0073 |
1.0272 |
1.0710 |
|
| S4 |
0.9745 |
0.9944 |
1.0620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0857 |
1.0633 |
0.0224 |
2.1% |
0.0126 |
1.2% |
51% |
False |
False |
253,801 |
| 10 |
1.0857 |
1.0529 |
0.0328 |
3.1% |
0.0131 |
1.2% |
66% |
False |
False |
265,174 |
| 20 |
1.1064 |
1.0529 |
0.0535 |
5.0% |
0.0131 |
1.2% |
41% |
False |
False |
248,177 |
| 40 |
1.1402 |
1.0473 |
0.0929 |
8.6% |
0.0147 |
1.4% |
29% |
False |
False |
215,534 |
| 60 |
1.1546 |
1.0473 |
0.1073 |
10.0% |
0.0136 |
1.3% |
26% |
False |
False |
144,286 |
| 80 |
1.2234 |
1.0473 |
0.1761 |
16.4% |
0.0133 |
1.2% |
16% |
False |
False |
108,465 |
| 100 |
1.2582 |
1.0473 |
0.2109 |
19.6% |
0.0125 |
1.2% |
13% |
False |
False |
86,828 |
| 120 |
1.2778 |
1.0473 |
0.2305 |
21.4% |
0.0119 |
1.1% |
12% |
False |
False |
72,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1204 |
|
2.618 |
1.1052 |
|
1.618 |
1.0959 |
|
1.000 |
1.0902 |
|
0.618 |
1.0866 |
|
HIGH |
1.0809 |
|
0.618 |
1.0773 |
|
0.500 |
1.0763 |
|
0.382 |
1.0752 |
|
LOW |
1.0716 |
|
0.618 |
1.0659 |
|
1.000 |
1.0623 |
|
1.618 |
1.0566 |
|
2.618 |
1.0473 |
|
4.250 |
1.0321 |
|
|
| Fisher Pivots for day following 22-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0763 |
1.0747 |
| PP |
1.0757 |
1.0747 |
| S1 |
1.0752 |
1.0747 |
|