CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 13-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2015 |
13-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0671 |
1.0603 |
-0.0068 |
-0.6% |
1.1007 |
| High |
1.0692 |
1.0628 |
-0.0064 |
-0.6% |
1.1047 |
| Low |
1.0577 |
1.0529 |
-0.0048 |
-0.5% |
1.0577 |
| Close |
1.0613 |
1.0578 |
-0.0035 |
-0.3% |
1.0613 |
| Range |
0.0115 |
0.0099 |
-0.0016 |
-13.9% |
0.0470 |
| ATR |
0.0150 |
0.0146 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
228,803 |
239,479 |
10,676 |
4.7% |
1,083,045 |
|
| Daily Pivots for day following 13-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0875 |
1.0826 |
1.0632 |
|
| R3 |
1.0776 |
1.0727 |
1.0605 |
|
| R2 |
1.0677 |
1.0677 |
1.0596 |
|
| R1 |
1.0628 |
1.0628 |
1.0587 |
1.0603 |
| PP |
1.0578 |
1.0578 |
1.0578 |
1.0566 |
| S1 |
1.0529 |
1.0529 |
1.0569 |
1.0504 |
| S2 |
1.0479 |
1.0479 |
1.0560 |
|
| S3 |
1.0380 |
1.0430 |
1.0551 |
|
| S4 |
1.0281 |
1.0331 |
1.0524 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2156 |
1.1854 |
1.0872 |
|
| R3 |
1.1686 |
1.1384 |
1.0742 |
|
| R2 |
1.1216 |
1.1216 |
1.0699 |
|
| R1 |
1.0914 |
1.0914 |
1.0656 |
1.0830 |
| PP |
1.0746 |
1.0746 |
1.0746 |
1.0704 |
| S1 |
1.0444 |
1.0444 |
1.0570 |
1.0360 |
| S2 |
1.0276 |
1.0276 |
1.0527 |
|
| S3 |
0.9806 |
0.9974 |
1.0484 |
|
| S4 |
0.9336 |
0.9504 |
1.0355 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0965 |
1.0529 |
0.0436 |
4.1% |
0.0129 |
1.2% |
11% |
False |
True |
242,858 |
| 10 |
1.1047 |
1.0529 |
0.0518 |
4.9% |
0.0123 |
1.2% |
9% |
False |
True |
221,422 |
| 20 |
1.1064 |
1.0491 |
0.0573 |
5.4% |
0.0161 |
1.5% |
15% |
False |
False |
272,447 |
| 40 |
1.1466 |
1.0473 |
0.0993 |
9.4% |
0.0140 |
1.3% |
11% |
False |
False |
167,804 |
| 60 |
1.1806 |
1.0473 |
0.1333 |
12.6% |
0.0144 |
1.4% |
8% |
False |
False |
112,468 |
| 80 |
1.2582 |
1.0473 |
0.2109 |
19.9% |
0.0129 |
1.2% |
5% |
False |
False |
84,475 |
| 100 |
1.2610 |
1.0473 |
0.2137 |
20.2% |
0.0122 |
1.2% |
5% |
False |
False |
67,614 |
| 120 |
1.2831 |
1.0473 |
0.2358 |
22.3% |
0.0114 |
1.1% |
4% |
False |
False |
56,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1049 |
|
2.618 |
1.0887 |
|
1.618 |
1.0788 |
|
1.000 |
1.0727 |
|
0.618 |
1.0689 |
|
HIGH |
1.0628 |
|
0.618 |
1.0590 |
|
0.500 |
1.0579 |
|
0.382 |
1.0567 |
|
LOW |
1.0529 |
|
0.618 |
1.0468 |
|
1.000 |
1.0430 |
|
1.618 |
1.0369 |
|
2.618 |
1.0270 |
|
4.250 |
1.0108 |
|
|
| Fisher Pivots for day following 13-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0579 |
1.0663 |
| PP |
1.0578 |
1.0635 |
| S1 |
1.0578 |
1.0606 |
|