CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 14-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2015 |
14-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0603 |
1.0575 |
-0.0028 |
-0.3% |
1.1007 |
| High |
1.0628 |
1.0717 |
0.0089 |
0.8% |
1.1047 |
| Low |
1.0529 |
1.0539 |
0.0010 |
0.1% |
1.0577 |
| Close |
1.0578 |
1.0668 |
0.0090 |
0.9% |
1.0613 |
| Range |
0.0099 |
0.0178 |
0.0079 |
79.8% |
0.0470 |
| ATR |
0.0146 |
0.0149 |
0.0002 |
1.6% |
0.0000 |
| Volume |
239,479 |
309,968 |
70,489 |
29.4% |
1,083,045 |
|
| Daily Pivots for day following 14-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1175 |
1.1100 |
1.0766 |
|
| R3 |
1.0997 |
1.0922 |
1.0717 |
|
| R2 |
1.0819 |
1.0819 |
1.0701 |
|
| R1 |
1.0744 |
1.0744 |
1.0684 |
1.0782 |
| PP |
1.0641 |
1.0641 |
1.0641 |
1.0660 |
| S1 |
1.0566 |
1.0566 |
1.0652 |
1.0604 |
| S2 |
1.0463 |
1.0463 |
1.0635 |
|
| S3 |
1.0285 |
1.0388 |
1.0619 |
|
| S4 |
1.0107 |
1.0210 |
1.0570 |
|
|
| 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 |
1.0897 |
1.0529 |
0.0368 |
3.4% |
0.0134 |
1.3% |
38% |
False |
False |
260,218 |
| 10 |
1.1047 |
1.0529 |
0.0518 |
4.9% |
0.0132 |
1.2% |
27% |
False |
False |
232,230 |
| 20 |
1.1064 |
1.0529 |
0.0535 |
5.0% |
0.0163 |
1.5% |
26% |
False |
False |
275,473 |
| 40 |
1.1466 |
1.0473 |
0.0993 |
9.3% |
0.0143 |
1.3% |
20% |
False |
False |
175,517 |
| 60 |
1.1695 |
1.0473 |
0.1222 |
11.5% |
0.0143 |
1.3% |
16% |
False |
False |
117,626 |
| 80 |
1.2531 |
1.0473 |
0.2058 |
19.3% |
0.0130 |
1.2% |
9% |
False |
False |
88,347 |
| 100 |
1.2610 |
1.0473 |
0.2137 |
20.0% |
0.0122 |
1.1% |
9% |
False |
False |
70,713 |
| 120 |
1.2782 |
1.0473 |
0.2309 |
21.6% |
0.0114 |
1.1% |
8% |
False |
False |
58,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1474 |
|
2.618 |
1.1183 |
|
1.618 |
1.1005 |
|
1.000 |
1.0895 |
|
0.618 |
1.0827 |
|
HIGH |
1.0717 |
|
0.618 |
1.0649 |
|
0.500 |
1.0628 |
|
0.382 |
1.0607 |
|
LOW |
1.0539 |
|
0.618 |
1.0429 |
|
1.000 |
1.0361 |
|
1.618 |
1.0251 |
|
2.618 |
1.0073 |
|
4.250 |
0.9783 |
|
|
| Fisher Pivots for day following 14-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0655 |
1.0653 |
| PP |
1.0641 |
1.0638 |
| S1 |
1.0628 |
1.0623 |
|