CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 02-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2015 |
02-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0770 |
1.0792 |
0.0022 |
0.2% |
1.0897 |
| High |
1.0824 |
1.0931 |
0.0107 |
1.0% |
1.1079 |
| Low |
1.0746 |
1.0780 |
0.0034 |
0.3% |
1.0798 |
| Close |
1.0790 |
1.0920 |
0.0130 |
1.2% |
1.0932 |
| Range |
0.0078 |
0.0151 |
0.0073 |
93.6% |
0.0281 |
| ATR |
0.0146 |
0.0147 |
0.0000 |
0.2% |
0.0000 |
| Volume |
1,007 |
552 |
-455 |
-45.2% |
4,282 |
|
| Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1330 |
1.1276 |
1.1003 |
|
| R3 |
1.1179 |
1.1125 |
1.0962 |
|
| R2 |
1.1028 |
1.1028 |
1.0948 |
|
| R1 |
1.0974 |
1.0974 |
1.0934 |
1.1001 |
| PP |
1.0877 |
1.0877 |
1.0877 |
1.0891 |
| S1 |
1.0823 |
1.0823 |
1.0906 |
1.0850 |
| S2 |
1.0726 |
1.0726 |
1.0892 |
|
| S3 |
1.0575 |
1.0672 |
1.0878 |
|
| S4 |
1.0424 |
1.0521 |
1.0837 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1779 |
1.1637 |
1.1087 |
|
| R3 |
1.1498 |
1.1356 |
1.1009 |
|
| R2 |
1.1217 |
1.1217 |
1.0984 |
|
| R1 |
1.1075 |
1.1075 |
1.0958 |
1.1146 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0972 |
| S1 |
1.0794 |
1.0794 |
1.0906 |
1.0865 |
| S2 |
1.0655 |
1.0655 |
1.0880 |
|
| S3 |
1.0374 |
1.0513 |
1.0855 |
|
| S4 |
1.0093 |
1.0232 |
1.0777 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0973 |
1.0729 |
0.0244 |
2.2% |
0.0116 |
1.1% |
78% |
False |
False |
975 |
| 10 |
1.1079 |
1.0686 |
0.0393 |
3.6% |
0.0145 |
1.3% |
60% |
False |
False |
882 |
| 20 |
1.1079 |
1.0494 |
0.0585 |
5.4% |
0.0167 |
1.5% |
73% |
False |
False |
645 |
| 40 |
1.1511 |
1.0494 |
0.1017 |
9.3% |
0.0127 |
1.2% |
42% |
False |
False |
362 |
| 60 |
1.1918 |
1.0494 |
0.1424 |
13.0% |
0.0123 |
1.1% |
30% |
False |
False |
285 |
| 80 |
1.2564 |
1.0494 |
0.2070 |
19.0% |
0.0104 |
1.0% |
21% |
False |
False |
220 |
| 100 |
1.2610 |
1.0494 |
0.2116 |
19.4% |
0.0091 |
0.8% |
20% |
False |
False |
176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1573 |
|
2.618 |
1.1326 |
|
1.618 |
1.1175 |
|
1.000 |
1.1082 |
|
0.618 |
1.1024 |
|
HIGH |
1.0931 |
|
0.618 |
1.0873 |
|
0.500 |
1.0856 |
|
0.382 |
1.0838 |
|
LOW |
1.0780 |
|
0.618 |
1.0687 |
|
1.000 |
1.0629 |
|
1.618 |
1.0536 |
|
2.618 |
1.0385 |
|
4.250 |
1.0138 |
|
|
| Fisher Pivots for day following 02-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0899 |
1.0890 |
| PP |
1.0877 |
1.0860 |
| S1 |
1.0856 |
1.0830 |
|