CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 23-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0744 |
1.0731 |
-0.0013 |
-0.1% |
1.0603 |
| High |
1.0809 |
1.0853 |
0.0044 |
0.4% |
1.0857 |
| Low |
1.0716 |
1.0672 |
-0.0044 |
-0.4% |
1.0529 |
| Close |
1.0747 |
1.0832 |
0.0085 |
0.8% |
1.0800 |
| Range |
0.0093 |
0.0181 |
0.0088 |
94.6% |
0.0328 |
| ATR |
0.0140 |
0.0143 |
0.0003 |
2.1% |
0.0000 |
| Volume |
219,904 |
277,903 |
57,999 |
26.4% |
1,546,927 |
|
| Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1329 |
1.1261 |
1.0932 |
|
| R3 |
1.1148 |
1.1080 |
1.0882 |
|
| R2 |
1.0967 |
1.0967 |
1.0865 |
|
| R1 |
1.0899 |
1.0899 |
1.0849 |
1.0933 |
| PP |
1.0786 |
1.0786 |
1.0786 |
1.0803 |
| S1 |
1.0718 |
1.0718 |
1.0815 |
1.0752 |
| S2 |
1.0605 |
1.0605 |
1.0799 |
|
| S3 |
1.0424 |
1.0537 |
1.0782 |
|
| S4 |
1.0243 |
1.0356 |
1.0732 |
|
|
| 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 |
1.0667 |
0.0190 |
1.8% |
0.0124 |
1.1% |
87% |
False |
False |
239,013 |
| 10 |
1.0857 |
1.0529 |
0.0328 |
3.0% |
0.0134 |
1.2% |
92% |
False |
False |
266,839 |
| 20 |
1.1064 |
1.0529 |
0.0535 |
4.9% |
0.0135 |
1.2% |
57% |
False |
False |
250,777 |
| 40 |
1.1392 |
1.0473 |
0.0919 |
8.5% |
0.0150 |
1.4% |
39% |
False |
False |
222,415 |
| 60 |
1.1546 |
1.0473 |
0.1073 |
9.9% |
0.0136 |
1.3% |
33% |
False |
False |
148,875 |
| 80 |
1.2234 |
1.0473 |
0.1761 |
16.3% |
0.0134 |
1.2% |
20% |
False |
False |
111,937 |
| 100 |
1.2582 |
1.0473 |
0.2109 |
19.5% |
0.0126 |
1.2% |
17% |
False |
False |
89,605 |
| 120 |
1.2642 |
1.0473 |
0.2169 |
20.0% |
0.0119 |
1.1% |
17% |
False |
False |
74,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1622 |
|
2.618 |
1.1327 |
|
1.618 |
1.1146 |
|
1.000 |
1.1034 |
|
0.618 |
1.0965 |
|
HIGH |
1.0853 |
|
0.618 |
1.0784 |
|
0.500 |
1.0763 |
|
0.382 |
1.0741 |
|
LOW |
1.0672 |
|
0.618 |
1.0560 |
|
1.000 |
1.0491 |
|
1.618 |
1.0379 |
|
2.618 |
1.0198 |
|
4.250 |
0.9903 |
|
|
| Fisher Pivots for day following 23-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0809 |
1.0808 |
| PP |
1.0786 |
1.0784 |
| S1 |
1.0763 |
1.0760 |
|