CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 20-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0773 |
1.0820 |
0.0047 |
0.4% |
1.0603 |
| High |
1.0857 |
1.0827 |
-0.0030 |
-0.3% |
1.0857 |
| Low |
1.0742 |
1.0720 |
-0.0022 |
-0.2% |
1.0529 |
| Close |
1.0800 |
1.0744 |
-0.0056 |
-0.5% |
1.0800 |
| Range |
0.0115 |
0.0107 |
-0.0008 |
-7.0% |
0.0328 |
| ATR |
0.0148 |
0.0145 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
302,400 |
182,729 |
-119,671 |
-39.6% |
1,546,927 |
|
| Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1085 |
1.1021 |
1.0803 |
|
| R3 |
1.0978 |
1.0914 |
1.0773 |
|
| R2 |
1.0871 |
1.0871 |
1.0764 |
|
| R1 |
1.0807 |
1.0807 |
1.0754 |
1.0786 |
| PP |
1.0764 |
1.0764 |
1.0764 |
1.0753 |
| S1 |
1.0700 |
1.0700 |
1.0734 |
1.0679 |
| S2 |
1.0657 |
1.0657 |
1.0724 |
|
| S3 |
1.0550 |
1.0593 |
1.0715 |
|
| S4 |
1.0443 |
1.0486 |
1.0685 |
|
|
| 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 |
1.0539 |
0.0318 |
3.0% |
0.0145 |
1.3% |
64% |
False |
False |
298,035 |
| 10 |
1.0965 |
1.0529 |
0.0436 |
4.1% |
0.0137 |
1.3% |
49% |
False |
False |
270,447 |
| 20 |
1.1064 |
1.0529 |
0.0535 |
5.0% |
0.0138 |
1.3% |
40% |
False |
False |
262,151 |
| 40 |
1.1409 |
1.0473 |
0.0936 |
8.7% |
0.0146 |
1.4% |
29% |
False |
False |
204,879 |
| 60 |
1.1546 |
1.0473 |
0.1073 |
10.0% |
0.0140 |
1.3% |
25% |
False |
False |
137,177 |
| 80 |
1.2256 |
1.0473 |
0.1783 |
16.6% |
0.0131 |
1.2% |
15% |
False |
False |
103,068 |
| 100 |
1.2582 |
1.0473 |
0.2109 |
19.6% |
0.0124 |
1.2% |
13% |
False |
False |
82,513 |
| 120 |
1.2781 |
1.0473 |
0.2308 |
21.5% |
0.0118 |
1.1% |
12% |
False |
False |
68,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1282 |
|
2.618 |
1.1107 |
|
1.618 |
1.1000 |
|
1.000 |
1.0934 |
|
0.618 |
1.0893 |
|
HIGH |
1.0827 |
|
0.618 |
1.0786 |
|
0.500 |
1.0774 |
|
0.382 |
1.0761 |
|
LOW |
1.0720 |
|
0.618 |
1.0654 |
|
1.000 |
1.0613 |
|
1.618 |
1.0547 |
|
2.618 |
1.0440 |
|
4.250 |
1.0265 |
|
|
| Fisher Pivots for day following 20-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0774 |
1.0745 |
| PP |
1.0764 |
1.0745 |
| S1 |
1.0754 |
1.0744 |
|