CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 08-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2015 |
08-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0961 |
1.0836 |
-0.0125 |
-1.1% |
1.0913 |
| High |
1.0966 |
1.0908 |
-0.0058 |
-0.5% |
1.1050 |
| Low |
1.0830 |
1.0784 |
-0.0046 |
-0.4% |
1.0729 |
| Close |
1.0854 |
1.0823 |
-0.0031 |
-0.3% |
1.1018 |
| Range |
0.0136 |
0.0124 |
-0.0012 |
-8.8% |
0.0321 |
| ATR |
0.0147 |
0.0146 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
566 |
666 |
100 |
17.7% |
5,038 |
|
| Daily Pivots for day following 08-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1210 |
1.1141 |
1.0891 |
|
| R3 |
1.1086 |
1.1017 |
1.0857 |
|
| R2 |
1.0962 |
1.0962 |
1.0846 |
|
| R1 |
1.0893 |
1.0893 |
1.0834 |
1.0866 |
| PP |
1.0838 |
1.0838 |
1.0838 |
1.0825 |
| S1 |
1.0769 |
1.0769 |
1.0812 |
1.0742 |
| S2 |
1.0714 |
1.0714 |
1.0800 |
|
| S3 |
1.0590 |
1.0645 |
1.0789 |
|
| S4 |
1.0466 |
1.0521 |
1.0755 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1895 |
1.1778 |
1.1195 |
|
| R3 |
1.1574 |
1.1457 |
1.1106 |
|
| R2 |
1.1253 |
1.1253 |
1.1077 |
|
| R1 |
1.1136 |
1.1136 |
1.1047 |
1.1195 |
| PP |
1.0932 |
1.0932 |
1.0932 |
1.0962 |
| S1 |
1.0815 |
1.0815 |
1.0989 |
1.0874 |
| S2 |
1.0611 |
1.0611 |
1.0959 |
|
| S3 |
1.0290 |
1.0494 |
1.0930 |
|
| S4 |
0.9969 |
1.0173 |
1.0841 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1059 |
1.0780 |
0.0279 |
2.6% |
0.0137 |
1.3% |
15% |
False |
False |
656 |
| 10 |
1.1079 |
1.0729 |
0.0350 |
3.2% |
0.0131 |
1.2% |
27% |
False |
False |
814 |
| 20 |
1.1079 |
1.0494 |
0.0585 |
5.4% |
0.0164 |
1.5% |
56% |
False |
False |
735 |
| 40 |
1.1480 |
1.0494 |
0.0986 |
9.1% |
0.0130 |
1.2% |
33% |
False |
False |
425 |
| 60 |
1.1877 |
1.0494 |
0.1383 |
12.8% |
0.0127 |
1.2% |
24% |
False |
False |
324 |
| 80 |
1.2564 |
1.0494 |
0.2070 |
19.1% |
0.0109 |
1.0% |
16% |
False |
False |
254 |
| 100 |
1.2610 |
1.0494 |
0.2116 |
19.6% |
0.0095 |
0.9% |
16% |
False |
False |
203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1435 |
|
2.618 |
1.1233 |
|
1.618 |
1.1109 |
|
1.000 |
1.1032 |
|
0.618 |
1.0985 |
|
HIGH |
1.0908 |
|
0.618 |
1.0861 |
|
0.500 |
1.0846 |
|
0.382 |
1.0831 |
|
LOW |
1.0784 |
|
0.618 |
1.0707 |
|
1.000 |
1.0660 |
|
1.618 |
1.0583 |
|
2.618 |
1.0459 |
|
4.250 |
1.0257 |
|
|
| Fisher Pivots for day following 08-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0846 |
1.0922 |
| PP |
1.0838 |
1.0889 |
| S1 |
1.0831 |
1.0856 |
|