CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 09-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2015 |
09-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0822 |
1.0791 |
-0.0031 |
-0.3% |
1.0900 |
| High |
1.0897 |
1.0797 |
-0.0100 |
-0.9% |
1.0916 |
| Low |
1.0772 |
1.0645 |
-0.0127 |
-1.2% |
1.0724 |
| Close |
1.0808 |
1.0648 |
-0.0160 |
-1.5% |
1.0905 |
| Range |
0.0125 |
0.0152 |
0.0027 |
21.6% |
0.0192 |
| ATR |
0.0152 |
0.0153 |
0.0001 |
0.5% |
0.0000 |
| Volume |
261,593 |
261,250 |
-343 |
-0.1% |
891,698 |
|
| Daily Pivots for day following 09-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1153 |
1.1052 |
1.0732 |
|
| R3 |
1.1001 |
1.0900 |
1.0690 |
|
| R2 |
1.0849 |
1.0849 |
1.0676 |
|
| R1 |
1.0748 |
1.0748 |
1.0662 |
1.0723 |
| PP |
1.0697 |
1.0697 |
1.0697 |
1.0684 |
| S1 |
1.0596 |
1.0596 |
1.0634 |
1.0571 |
| S2 |
1.0545 |
1.0545 |
1.0620 |
|
| S3 |
1.0393 |
1.0444 |
1.0606 |
|
| S4 |
1.0241 |
1.0292 |
1.0564 |
|
|
| 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 |
1.0645 |
0.0402 |
3.8% |
0.0142 |
1.3% |
1% |
False |
True |
215,503 |
| 10 |
1.1064 |
1.0645 |
0.0419 |
3.9% |
0.0136 |
1.3% |
1% |
False |
True |
234,715 |
| 20 |
1.1064 |
1.0473 |
0.0591 |
5.6% |
0.0169 |
1.6% |
30% |
False |
False |
276,881 |
| 40 |
1.1466 |
1.0473 |
0.0993 |
9.3% |
0.0139 |
1.3% |
18% |
False |
False |
156,158 |
| 60 |
1.1872 |
1.0473 |
0.1399 |
13.1% |
0.0144 |
1.3% |
13% |
False |
False |
104,676 |
| 80 |
1.2582 |
1.0473 |
0.2109 |
19.8% |
0.0128 |
1.2% |
8% |
False |
False |
78,629 |
| 100 |
1.2610 |
1.0473 |
0.2137 |
20.1% |
0.0122 |
1.1% |
8% |
False |
False |
62,932 |
| 120 |
1.2850 |
1.0473 |
0.2377 |
22.3% |
0.0113 |
1.1% |
7% |
False |
False |
52,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1443 |
|
2.618 |
1.1195 |
|
1.618 |
1.1043 |
|
1.000 |
1.0949 |
|
0.618 |
1.0891 |
|
HIGH |
1.0797 |
|
0.618 |
1.0739 |
|
0.500 |
1.0721 |
|
0.382 |
1.0703 |
|
LOW |
1.0645 |
|
0.618 |
1.0551 |
|
1.000 |
1.0493 |
|
1.618 |
1.0399 |
|
2.618 |
1.0247 |
|
4.250 |
0.9999 |
|
|
| Fisher Pivots for day following 09-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0721 |
1.0805 |
| PP |
1.0697 |
1.0753 |
| S1 |
1.0672 |
1.0700 |
|