CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 30-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2015 |
30-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0985 |
1.1124 |
0.0139 |
1.3% |
1.0820 |
| High |
1.1195 |
1.1273 |
0.0078 |
0.7% |
1.0907 |
| Low |
1.0965 |
1.1077 |
0.0112 |
1.0% |
1.0667 |
| Close |
1.1118 |
1.1266 |
0.0148 |
1.3% |
1.0875 |
| Range |
0.0230 |
0.0196 |
-0.0034 |
-14.8% |
0.0240 |
| ATR |
0.0145 |
0.0148 |
0.0004 |
2.5% |
0.0000 |
| Volume |
457,377 |
445,064 |
-12,313 |
-2.7% |
1,175,991 |
|
| Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1793 |
1.1726 |
1.1374 |
|
| R3 |
1.1597 |
1.1530 |
1.1320 |
|
| R2 |
1.1401 |
1.1401 |
1.1302 |
|
| R1 |
1.1334 |
1.1334 |
1.1284 |
1.1368 |
| PP |
1.1205 |
1.1205 |
1.1205 |
1.1222 |
| S1 |
1.1138 |
1.1138 |
1.1248 |
1.1172 |
| S2 |
1.1009 |
1.1009 |
1.1230 |
|
| S3 |
1.0813 |
1.0942 |
1.1212 |
|
| S4 |
1.0617 |
1.0746 |
1.1158 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1536 |
1.1446 |
1.1007 |
|
| R3 |
1.1296 |
1.1206 |
1.0941 |
|
| R2 |
1.1056 |
1.1056 |
1.0919 |
|
| R1 |
1.0966 |
1.0966 |
1.0897 |
1.1011 |
| PP |
1.0816 |
1.0816 |
1.0816 |
1.0839 |
| S1 |
1.0726 |
1.0726 |
1.0853 |
1.0771 |
| S2 |
1.0576 |
1.0576 |
1.0831 |
|
| S3 |
1.0336 |
1.0486 |
1.0809 |
|
| S4 |
1.0096 |
1.0246 |
1.0743 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1273 |
1.0791 |
0.0482 |
4.3% |
0.0156 |
1.4% |
99% |
True |
False |
326,859 |
| 10 |
1.1273 |
1.0667 |
0.0606 |
5.4% |
0.0140 |
1.2% |
99% |
True |
False |
282,936 |
| 20 |
1.1273 |
1.0529 |
0.0744 |
6.6% |
0.0141 |
1.3% |
99% |
True |
False |
269,010 |
| 40 |
1.1273 |
1.0473 |
0.0800 |
7.1% |
0.0157 |
1.4% |
99% |
True |
False |
261,664 |
| 60 |
1.1513 |
1.0473 |
0.1040 |
9.2% |
0.0139 |
1.2% |
76% |
False |
False |
175,996 |
| 80 |
1.1985 |
1.0473 |
0.1512 |
13.4% |
0.0139 |
1.2% |
52% |
False |
False |
132,347 |
| 100 |
1.2582 |
1.0473 |
0.2109 |
18.7% |
0.0129 |
1.1% |
38% |
False |
False |
105,944 |
| 120 |
1.2610 |
1.0473 |
0.2137 |
19.0% |
0.0123 |
1.1% |
37% |
False |
False |
88,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2106 |
|
2.618 |
1.1786 |
|
1.618 |
1.1590 |
|
1.000 |
1.1469 |
|
0.618 |
1.1394 |
|
HIGH |
1.1273 |
|
0.618 |
1.1198 |
|
0.500 |
1.1175 |
|
0.382 |
1.1152 |
|
LOW |
1.1077 |
|
0.618 |
1.0956 |
|
1.000 |
1.0881 |
|
1.618 |
1.0760 |
|
2.618 |
1.0564 |
|
4.250 |
1.0244 |
|
|
| Fisher Pivots for day following 30-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1236 |
1.1201 |
| PP |
1.1205 |
1.1135 |
| S1 |
1.1175 |
1.1070 |
|