CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 01-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0838 |
1.0752 |
-0.0086 |
-0.8% |
1.0877 |
| High |
1.0857 |
1.0811 |
-0.0046 |
-0.4% |
1.1064 |
| Low |
1.0724 |
1.0729 |
0.0005 |
0.0% |
1.0780 |
| Close |
1.0754 |
1.0775 |
0.0021 |
0.2% |
1.0916 |
| Range |
0.0133 |
0.0082 |
-0.0051 |
-38.3% |
0.0284 |
| ATR |
0.0158 |
0.0153 |
-0.0005 |
-3.4% |
0.0000 |
| Volume |
229,296 |
237,236 |
7,940 |
3.5% |
1,538,625 |
|
| Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1018 |
1.0978 |
1.0820 |
|
| R3 |
1.0936 |
1.0896 |
1.0798 |
|
| R2 |
1.0854 |
1.0854 |
1.0790 |
|
| R1 |
1.0814 |
1.0814 |
1.0783 |
1.0834 |
| PP |
1.0772 |
1.0772 |
1.0772 |
1.0782 |
| S1 |
1.0732 |
1.0732 |
1.0767 |
1.0752 |
| S2 |
1.0690 |
1.0690 |
1.0760 |
|
| S3 |
1.0608 |
1.0650 |
1.0752 |
|
| S4 |
1.0526 |
1.0568 |
1.0730 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1772 |
1.1628 |
1.1072 |
|
| R3 |
1.1488 |
1.1344 |
1.0994 |
|
| R2 |
1.1204 |
1.1204 |
1.0968 |
|
| R1 |
1.1060 |
1.1060 |
1.0942 |
1.1132 |
| PP |
1.0920 |
1.0920 |
1.0920 |
1.0956 |
| S1 |
1.0776 |
1.0776 |
1.0890 |
1.0848 |
| S2 |
1.0636 |
1.0636 |
1.0864 |
|
| S3 |
1.0352 |
1.0492 |
1.0838 |
|
| S4 |
1.0068 |
1.0208 |
1.0760 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1064 |
1.0724 |
0.0340 |
3.2% |
0.0129 |
1.2% |
15% |
False |
False |
253,926 |
| 10 |
1.1064 |
1.0625 |
0.0439 |
4.1% |
0.0164 |
1.5% |
34% |
False |
False |
293,884 |
| 20 |
1.1129 |
1.0473 |
0.0656 |
6.1% |
0.0172 |
1.6% |
46% |
False |
False |
254,319 |
| 40 |
1.1513 |
1.0473 |
0.1040 |
9.7% |
0.0138 |
1.3% |
29% |
False |
False |
129,489 |
| 60 |
1.1985 |
1.0473 |
0.1512 |
14.0% |
0.0139 |
1.3% |
20% |
False |
False |
86,793 |
| 80 |
1.2582 |
1.0473 |
0.2109 |
19.6% |
0.0126 |
1.2% |
14% |
False |
False |
65,177 |
| 100 |
1.2610 |
1.0473 |
0.2137 |
19.8% |
0.0119 |
1.1% |
14% |
False |
False |
52,160 |
| 120 |
1.2865 |
1.0473 |
0.2392 |
22.2% |
0.0112 |
1.0% |
13% |
False |
False |
43,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1160 |
|
2.618 |
1.1026 |
|
1.618 |
1.0944 |
|
1.000 |
1.0893 |
|
0.618 |
1.0862 |
|
HIGH |
1.0811 |
|
0.618 |
1.0780 |
|
0.500 |
1.0770 |
|
0.382 |
1.0760 |
|
LOW |
1.0729 |
|
0.618 |
1.0678 |
|
1.000 |
1.0647 |
|
1.618 |
1.0596 |
|
2.618 |
1.0514 |
|
4.250 |
1.0381 |
|
|
| Fisher Pivots for day following 01-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0773 |
1.0816 |
| PP |
1.0772 |
1.0802 |
| S1 |
1.0770 |
1.0789 |
|