CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 10-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2015 |
10-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0810 |
1.0687 |
-0.0123 |
-1.1% |
1.1019 |
| High |
1.0811 |
1.0705 |
-0.0106 |
-1.0% |
1.1059 |
| Low |
1.0661 |
1.0595 |
-0.0066 |
-0.6% |
1.0595 |
| Close |
1.0663 |
1.0628 |
-0.0035 |
-0.3% |
1.0628 |
| Range |
0.0150 |
0.0110 |
-0.0040 |
-26.7% |
0.0464 |
| ATR |
0.0147 |
0.0144 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
677 |
738 |
61 |
9.0% |
3,029 |
|
| Daily Pivots for day following 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0973 |
1.0910 |
1.0689 |
|
| R3 |
1.0863 |
1.0800 |
1.0658 |
|
| R2 |
1.0753 |
1.0753 |
1.0648 |
|
| R1 |
1.0690 |
1.0690 |
1.0638 |
1.0667 |
| PP |
1.0643 |
1.0643 |
1.0643 |
1.0631 |
| S1 |
1.0580 |
1.0580 |
1.0618 |
1.0557 |
| S2 |
1.0533 |
1.0533 |
1.0608 |
|
| S3 |
1.0423 |
1.0470 |
1.0598 |
|
| S4 |
1.0313 |
1.0360 |
1.0568 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2153 |
1.1854 |
1.0883 |
|
| R3 |
1.1689 |
1.1390 |
1.0756 |
|
| R2 |
1.1225 |
1.1225 |
1.0713 |
|
| R1 |
1.0926 |
1.0926 |
1.0671 |
1.0844 |
| PP |
1.0761 |
1.0761 |
1.0761 |
1.0719 |
| S1 |
1.0462 |
1.0462 |
1.0585 |
1.0380 |
| S2 |
1.0297 |
1.0297 |
1.0543 |
|
| S3 |
0.9833 |
0.9998 |
1.0500 |
|
| S4 |
0.9369 |
0.9534 |
1.0373 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1059 |
1.0595 |
0.0464 |
4.4% |
0.0128 |
1.2% |
7% |
False |
True |
605 |
| 10 |
1.1059 |
1.0595 |
0.0464 |
4.4% |
0.0123 |
1.2% |
7% |
False |
True |
806 |
| 20 |
1.1079 |
1.0510 |
0.0569 |
5.4% |
0.0159 |
1.5% |
21% |
False |
False |
741 |
| 40 |
1.1480 |
1.0494 |
0.0986 |
9.3% |
0.0132 |
1.2% |
14% |
False |
False |
458 |
| 60 |
1.1777 |
1.0494 |
0.1283 |
12.1% |
0.0129 |
1.2% |
10% |
False |
False |
346 |
| 80 |
1.2564 |
1.0494 |
0.2070 |
19.5% |
0.0111 |
1.0% |
6% |
False |
False |
271 |
| 100 |
1.2610 |
1.0494 |
0.2116 |
19.9% |
0.0096 |
0.9% |
6% |
False |
False |
217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1173 |
|
2.618 |
1.0993 |
|
1.618 |
1.0883 |
|
1.000 |
1.0815 |
|
0.618 |
1.0773 |
|
HIGH |
1.0705 |
|
0.618 |
1.0663 |
|
0.500 |
1.0650 |
|
0.382 |
1.0637 |
|
LOW |
1.0595 |
|
0.618 |
1.0527 |
|
1.000 |
1.0485 |
|
1.618 |
1.0417 |
|
2.618 |
1.0307 |
|
4.250 |
1.0128 |
|
|
| Fisher Pivots for day following 10-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0650 |
1.0752 |
| PP |
1.0643 |
1.0710 |
| S1 |
1.0635 |
1.0669 |
|