CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 14-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2015 |
14-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0619 |
1.0599 |
-0.0020 |
-0.2% |
1.1019 |
| High |
1.0639 |
1.0728 |
0.0089 |
0.8% |
1.1059 |
| Low |
1.0545 |
1.0556 |
0.0011 |
0.1% |
1.0595 |
| Close |
1.0593 |
1.0683 |
0.0090 |
0.8% |
1.0628 |
| Range |
0.0094 |
0.0172 |
0.0078 |
83.0% |
0.0464 |
| ATR |
0.0141 |
0.0143 |
0.0002 |
1.6% |
0.0000 |
| Volume |
891 |
651 |
-240 |
-26.9% |
3,029 |
|
| Daily Pivots for day following 14-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1172 |
1.1099 |
1.0778 |
|
| R3 |
1.1000 |
1.0927 |
1.0730 |
|
| R2 |
1.0828 |
1.0828 |
1.0715 |
|
| R1 |
1.0755 |
1.0755 |
1.0699 |
1.0792 |
| PP |
1.0656 |
1.0656 |
1.0656 |
1.0674 |
| S1 |
1.0583 |
1.0583 |
1.0667 |
1.0620 |
| S2 |
1.0484 |
1.0484 |
1.0651 |
|
| S3 |
1.0312 |
1.0411 |
1.0636 |
|
| S4 |
1.0140 |
1.0239 |
1.0588 |
|
|
| 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 |
1.0908 |
1.0545 |
0.0363 |
3.4% |
0.0130 |
1.2% |
38% |
False |
False |
724 |
| 10 |
1.1059 |
1.0545 |
0.0514 |
4.8% |
0.0129 |
1.2% |
27% |
False |
False |
724 |
| 20 |
1.1079 |
1.0545 |
0.0534 |
5.0% |
0.0161 |
1.5% |
26% |
False |
False |
787 |
| 40 |
1.1480 |
1.0494 |
0.0986 |
9.2% |
0.0135 |
1.3% |
19% |
False |
False |
494 |
| 60 |
1.1672 |
1.0494 |
0.1178 |
11.0% |
0.0128 |
1.2% |
16% |
False |
False |
368 |
| 80 |
1.2360 |
1.0494 |
0.1866 |
17.5% |
0.0112 |
1.1% |
10% |
False |
False |
290 |
| 100 |
1.2610 |
1.0494 |
0.2116 |
19.8% |
0.0098 |
0.9% |
9% |
False |
False |
233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1459 |
|
2.618 |
1.1178 |
|
1.618 |
1.1006 |
|
1.000 |
1.0900 |
|
0.618 |
1.0834 |
|
HIGH |
1.0728 |
|
0.618 |
1.0662 |
|
0.500 |
1.0642 |
|
0.382 |
1.0622 |
|
LOW |
1.0556 |
|
0.618 |
1.0450 |
|
1.000 |
1.0384 |
|
1.618 |
1.0278 |
|
2.618 |
1.0106 |
|
4.250 |
0.9825 |
|
|
| Fisher Pivots for day following 14-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0669 |
1.0668 |
| PP |
1.0656 |
1.0652 |
| S1 |
1.0642 |
1.0637 |
|