CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 15-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2015 |
15-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0575 |
1.0663 |
0.0088 |
0.8% |
1.1007 |
| High |
1.0717 |
1.0711 |
-0.0006 |
-0.1% |
1.1047 |
| Low |
1.0539 |
1.0579 |
0.0040 |
0.4% |
1.0577 |
| Close |
1.0668 |
1.0693 |
0.0025 |
0.2% |
1.0613 |
| Range |
0.0178 |
0.0132 |
-0.0046 |
-25.8% |
0.0470 |
| ATR |
0.0149 |
0.0147 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
309,968 |
343,237 |
33,269 |
10.7% |
1,083,045 |
|
| Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1057 |
1.1007 |
1.0766 |
|
| R3 |
1.0925 |
1.0875 |
1.0729 |
|
| R2 |
1.0793 |
1.0793 |
1.0717 |
|
| R1 |
1.0743 |
1.0743 |
1.0705 |
1.0768 |
| PP |
1.0661 |
1.0661 |
1.0661 |
1.0674 |
| S1 |
1.0611 |
1.0611 |
1.0681 |
1.0636 |
| S2 |
1.0529 |
1.0529 |
1.0669 |
|
| S3 |
1.0397 |
1.0479 |
1.0657 |
|
| S4 |
1.0265 |
1.0347 |
1.0620 |
|
|
| 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 |
1.0797 |
1.0529 |
0.0268 |
2.5% |
0.0135 |
1.3% |
61% |
False |
False |
276,547 |
| 10 |
1.1047 |
1.0529 |
0.0518 |
4.8% |
0.0132 |
1.2% |
32% |
False |
False |
243,624 |
| 20 |
1.1064 |
1.0529 |
0.0535 |
5.0% |
0.0165 |
1.5% |
31% |
False |
False |
280,550 |
| 40 |
1.1466 |
1.0473 |
0.0993 |
9.3% |
0.0143 |
1.3% |
22% |
False |
False |
184,074 |
| 60 |
1.1695 |
1.0473 |
0.1222 |
11.4% |
0.0142 |
1.3% |
18% |
False |
False |
123,308 |
| 80 |
1.2366 |
1.0473 |
0.1893 |
17.7% |
0.0129 |
1.2% |
12% |
False |
False |
92,620 |
| 100 |
1.2610 |
1.0473 |
0.2137 |
20.0% |
0.0123 |
1.2% |
10% |
False |
False |
74,145 |
| 120 |
1.2781 |
1.0473 |
0.2308 |
21.6% |
0.0115 |
1.1% |
10% |
False |
False |
61,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1272 |
|
2.618 |
1.1057 |
|
1.618 |
1.0925 |
|
1.000 |
1.0843 |
|
0.618 |
1.0793 |
|
HIGH |
1.0711 |
|
0.618 |
1.0661 |
|
0.500 |
1.0645 |
|
0.382 |
1.0629 |
|
LOW |
1.0579 |
|
0.618 |
1.0497 |
|
1.000 |
1.0447 |
|
1.618 |
1.0365 |
|
2.618 |
1.0233 |
|
4.250 |
1.0018 |
|
|
| Fisher Pivots for day following 15-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0677 |
1.0670 |
| PP |
1.0661 |
1.0646 |
| S1 |
1.0645 |
1.0623 |
|