CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 07-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2015 |
07-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1007 |
1.0942 |
-0.0065 |
-0.6% |
1.0900 |
| High |
1.1047 |
1.0965 |
-0.0082 |
-0.7% |
1.0916 |
| Low |
1.0920 |
1.0813 |
-0.0107 |
-1.0% |
1.0724 |
| Close |
1.0987 |
1.0839 |
-0.0148 |
-1.3% |
1.0905 |
| Range |
0.0127 |
0.0152 |
0.0025 |
19.7% |
0.0192 |
| ATR |
0.0152 |
0.0154 |
0.0002 |
1.0% |
0.0000 |
| Volume |
108,231 |
223,168 |
114,937 |
106.2% |
891,698 |
|
| Daily Pivots for day following 07-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1328 |
1.1236 |
1.0923 |
|
| R3 |
1.1176 |
1.1084 |
1.0881 |
|
| R2 |
1.1024 |
1.1024 |
1.0867 |
|
| R1 |
1.0932 |
1.0932 |
1.0853 |
1.0902 |
| PP |
1.0872 |
1.0872 |
1.0872 |
1.0858 |
| S1 |
1.0780 |
1.0780 |
1.0825 |
1.0750 |
| S2 |
1.0720 |
1.0720 |
1.0811 |
|
| S3 |
1.0568 |
1.0628 |
1.0797 |
|
| S4 |
1.0416 |
1.0476 |
1.0755 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1424 |
1.1357 |
1.1011 |
|
| R3 |
1.1232 |
1.1165 |
1.0958 |
|
| R2 |
1.1040 |
1.1040 |
1.0940 |
|
| R1 |
1.0973 |
1.0973 |
1.0923 |
1.1007 |
| PP |
1.0848 |
1.0848 |
1.0848 |
1.0865 |
| S1 |
1.0781 |
1.0781 |
1.0887 |
1.0815 |
| S2 |
1.0656 |
1.0656 |
1.0870 |
|
| S3 |
1.0464 |
1.0589 |
1.0852 |
|
| S4 |
1.0272 |
1.0397 |
1.0799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1047 |
1.0724 |
0.0323 |
3.0% |
0.0130 |
1.2% |
36% |
False |
False |
204,241 |
| 10 |
1.1064 |
1.0724 |
0.0340 |
3.1% |
0.0133 |
1.2% |
34% |
False |
False |
241,230 |
| 20 |
1.1064 |
1.0473 |
0.0591 |
5.5% |
0.0173 |
1.6% |
62% |
False |
False |
274,237 |
| 40 |
1.1466 |
1.0473 |
0.0993 |
9.2% |
0.0136 |
1.3% |
37% |
False |
False |
143,173 |
| 60 |
1.1888 |
1.0473 |
0.1415 |
13.1% |
0.0142 |
1.3% |
26% |
False |
False |
95,998 |
| 80 |
1.2582 |
1.0473 |
0.2109 |
19.5% |
0.0127 |
1.2% |
17% |
False |
False |
72,102 |
| 100 |
1.2610 |
1.0473 |
0.2137 |
19.7% |
0.0120 |
1.1% |
17% |
False |
False |
57,705 |
| 120 |
1.2865 |
1.0473 |
0.2392 |
22.1% |
0.0113 |
1.0% |
15% |
False |
False |
48,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1611 |
|
2.618 |
1.1363 |
|
1.618 |
1.1211 |
|
1.000 |
1.1117 |
|
0.618 |
1.1059 |
|
HIGH |
1.0965 |
|
0.618 |
1.0907 |
|
0.500 |
1.0889 |
|
0.382 |
1.0871 |
|
LOW |
1.0813 |
|
0.618 |
1.0719 |
|
1.000 |
1.0661 |
|
1.618 |
1.0567 |
|
2.618 |
1.0415 |
|
4.250 |
1.0167 |
|
|
| Fisher Pivots for day following 07-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0889 |
1.0904 |
| PP |
1.0872 |
1.0882 |
| S1 |
1.0856 |
1.0861 |
|