CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 02-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2015 |
02-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0752 |
1.0775 |
0.0023 |
0.2% |
1.0877 |
| High |
1.0811 |
1.0916 |
0.0105 |
1.0% |
1.1064 |
| Low |
1.0729 |
1.0760 |
0.0031 |
0.3% |
1.0780 |
| Close |
1.0775 |
1.0905 |
0.0130 |
1.2% |
1.0916 |
| Range |
0.0082 |
0.0156 |
0.0074 |
90.2% |
0.0284 |
| ATR |
0.0153 |
0.0153 |
0.0000 |
0.1% |
0.0000 |
| Volume |
237,236 |
223,277 |
-13,959 |
-5.9% |
1,538,625 |
|
| Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1328 |
1.1273 |
1.0991 |
|
| R3 |
1.1172 |
1.1117 |
1.0948 |
|
| R2 |
1.1016 |
1.1016 |
1.0934 |
|
| R1 |
1.0961 |
1.0961 |
1.0919 |
1.0989 |
| PP |
1.0860 |
1.0860 |
1.0860 |
1.0874 |
| S1 |
1.0805 |
1.0805 |
1.0891 |
1.0833 |
| S2 |
1.0704 |
1.0704 |
1.0876 |
|
| S3 |
1.0548 |
1.0649 |
1.0862 |
|
| S4 |
1.0392 |
1.0493 |
1.0819 |
|
|
| 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 |
1.0961 |
1.0724 |
0.0237 |
2.2% |
0.0121 |
1.1% |
76% |
False |
False |
234,310 |
| 10 |
1.1064 |
1.0668 |
0.0396 |
3.6% |
0.0149 |
1.4% |
60% |
False |
False |
275,210 |
| 20 |
1.1064 |
1.0473 |
0.0591 |
5.4% |
0.0173 |
1.6% |
73% |
False |
False |
263,361 |
| 40 |
1.1513 |
1.0473 |
0.1040 |
9.5% |
0.0138 |
1.3% |
42% |
False |
False |
134,999 |
| 60 |
1.1914 |
1.0473 |
0.1441 |
13.2% |
0.0140 |
1.3% |
30% |
False |
False |
90,500 |
| 80 |
1.2582 |
1.0473 |
0.2109 |
19.3% |
0.0127 |
1.2% |
20% |
False |
False |
67,965 |
| 100 |
1.2610 |
1.0473 |
0.2137 |
19.6% |
0.0119 |
1.1% |
20% |
False |
False |
54,393 |
| 120 |
1.2865 |
1.0473 |
0.2392 |
21.9% |
0.0112 |
1.0% |
18% |
False |
False |
45,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1579 |
|
2.618 |
1.1324 |
|
1.618 |
1.1168 |
|
1.000 |
1.1072 |
|
0.618 |
1.1012 |
|
HIGH |
1.0916 |
|
0.618 |
1.0856 |
|
0.500 |
1.0838 |
|
0.382 |
1.0820 |
|
LOW |
1.0760 |
|
0.618 |
1.0664 |
|
1.000 |
1.0604 |
|
1.618 |
1.0508 |
|
2.618 |
1.0352 |
|
4.250 |
1.0097 |
|
|
| Fisher Pivots for day following 02-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0883 |
1.0877 |
| PP |
1.0860 |
1.0848 |
| S1 |
1.0838 |
1.0820 |
|