CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 17-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2015 |
17-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0688 |
1.0773 |
0.0085 |
0.8% |
1.0603 |
| High |
1.0826 |
1.0857 |
0.0031 |
0.3% |
1.0857 |
| Low |
1.0633 |
1.0742 |
0.0109 |
1.0% |
1.0529 |
| Close |
1.0806 |
1.0800 |
-0.0006 |
-0.1% |
1.0800 |
| Range |
0.0193 |
0.0115 |
-0.0078 |
-40.4% |
0.0328 |
| ATR |
0.0151 |
0.0148 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
351,843 |
302,400 |
-49,443 |
-14.1% |
1,546,927 |
|
| Daily Pivots for day following 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1145 |
1.1087 |
1.0863 |
|
| R3 |
1.1030 |
1.0972 |
1.0832 |
|
| R2 |
1.0915 |
1.0915 |
1.0821 |
|
| R1 |
1.0857 |
1.0857 |
1.0811 |
1.0886 |
| PP |
1.0800 |
1.0800 |
1.0800 |
1.0814 |
| S1 |
1.0742 |
1.0742 |
1.0789 |
1.0771 |
| S2 |
1.0685 |
1.0685 |
1.0779 |
|
| S3 |
1.0570 |
1.0627 |
1.0768 |
|
| S4 |
1.0455 |
1.0512 |
1.0737 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1713 |
1.1584 |
1.0980 |
|
| R3 |
1.1385 |
1.1256 |
1.0890 |
|
| R2 |
1.1057 |
1.1057 |
1.0860 |
|
| R1 |
1.0928 |
1.0928 |
1.0830 |
1.0993 |
| PP |
1.0729 |
1.0729 |
1.0729 |
1.0761 |
| S1 |
1.0600 |
1.0600 |
1.0770 |
1.0665 |
| S2 |
1.0401 |
1.0401 |
1.0740 |
|
| S3 |
1.0073 |
1.0272 |
1.0710 |
|
| S4 |
0.9745 |
0.9944 |
1.0620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0857 |
1.0529 |
0.0328 |
3.0% |
0.0143 |
1.3% |
83% |
True |
False |
309,385 |
| 10 |
1.1047 |
1.0529 |
0.0518 |
4.8% |
0.0139 |
1.3% |
52% |
False |
False |
262,997 |
| 20 |
1.1064 |
1.0529 |
0.0535 |
5.0% |
0.0144 |
1.3% |
51% |
False |
False |
269,103 |
| 40 |
1.1440 |
1.0473 |
0.0967 |
9.0% |
0.0147 |
1.4% |
34% |
False |
False |
200,341 |
| 60 |
1.1671 |
1.0473 |
0.1198 |
11.1% |
0.0144 |
1.3% |
27% |
False |
False |
134,153 |
| 80 |
1.2290 |
1.0473 |
0.1817 |
16.8% |
0.0131 |
1.2% |
18% |
False |
False |
100,790 |
| 100 |
1.2582 |
1.0473 |
0.2109 |
19.5% |
0.0125 |
1.2% |
16% |
False |
False |
80,687 |
| 120 |
1.2781 |
1.0473 |
0.2308 |
21.4% |
0.0117 |
1.1% |
14% |
False |
False |
67,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1346 |
|
2.618 |
1.1158 |
|
1.618 |
1.1043 |
|
1.000 |
1.0972 |
|
0.618 |
1.0928 |
|
HIGH |
1.0857 |
|
0.618 |
1.0813 |
|
0.500 |
1.0800 |
|
0.382 |
1.0786 |
|
LOW |
1.0742 |
|
0.618 |
1.0671 |
|
1.000 |
1.0627 |
|
1.618 |
1.0556 |
|
2.618 |
1.0441 |
|
4.250 |
1.0253 |
|
|
| Fisher Pivots for day following 17-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0800 |
1.0773 |
| PP |
1.0800 |
1.0745 |
| S1 |
1.0800 |
1.0718 |
|