CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 21-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2015 |
21-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0828 |
1.0764 |
-0.0064 |
-0.6% |
1.0619 |
| High |
1.0838 |
1.0802 |
-0.0036 |
-0.3% |
1.0871 |
| Low |
1.0738 |
1.0687 |
-0.0051 |
-0.5% |
1.0545 |
| Close |
1.0759 |
1.0758 |
-0.0001 |
0.0% |
1.0815 |
| Range |
0.0100 |
0.0115 |
0.0015 |
15.0% |
0.0326 |
| ATR |
0.0140 |
0.0138 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
659 |
434 |
-225 |
-34.1% |
4,351 |
|
| Daily Pivots for day following 21-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1094 |
1.1041 |
1.0821 |
|
| R3 |
1.0979 |
1.0926 |
1.0790 |
|
| R2 |
1.0864 |
1.0864 |
1.0779 |
|
| R1 |
1.0811 |
1.0811 |
1.0769 |
1.0780 |
| PP |
1.0749 |
1.0749 |
1.0749 |
1.0734 |
| S1 |
1.0696 |
1.0696 |
1.0747 |
1.0665 |
| S2 |
1.0634 |
1.0634 |
1.0737 |
|
| S3 |
1.0519 |
1.0581 |
1.0726 |
|
| S4 |
1.0404 |
1.0466 |
1.0695 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1722 |
1.1594 |
1.0994 |
|
| R3 |
1.1396 |
1.1268 |
1.0905 |
|
| R2 |
1.1070 |
1.1070 |
1.0875 |
|
| R1 |
1.0942 |
1.0942 |
1.0845 |
1.1006 |
| PP |
1.0744 |
1.0744 |
1.0744 |
1.0776 |
| S1 |
1.0616 |
1.0616 |
1.0785 |
1.0680 |
| S2 |
1.0418 |
1.0418 |
1.0755 |
|
| S3 |
1.0092 |
1.0290 |
1.0725 |
|
| S4 |
0.9766 |
0.9964 |
1.0636 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0871 |
1.0595 |
0.0276 |
2.6% |
0.0129 |
1.2% |
59% |
False |
False |
780 |
| 10 |
1.0908 |
1.0545 |
0.0363 |
3.4% |
0.0130 |
1.2% |
59% |
False |
False |
752 |
| 20 |
1.1079 |
1.0545 |
0.0534 |
5.0% |
0.0130 |
1.2% |
40% |
False |
False |
808 |
| 40 |
1.1414 |
1.0494 |
0.0920 |
8.6% |
0.0141 |
1.3% |
29% |
False |
False |
585 |
| 60 |
1.1560 |
1.0494 |
0.1066 |
9.9% |
0.0126 |
1.2% |
25% |
False |
False |
420 |
| 80 |
1.2251 |
1.0494 |
0.1757 |
16.3% |
0.0118 |
1.1% |
15% |
False |
False |
337 |
| 100 |
1.2564 |
1.0494 |
0.2070 |
19.2% |
0.0103 |
1.0% |
13% |
False |
False |
272 |
| 120 |
1.2800 |
1.0494 |
0.2306 |
21.4% |
0.0093 |
0.9% |
11% |
False |
False |
227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1291 |
|
2.618 |
1.1103 |
|
1.618 |
1.0988 |
|
1.000 |
1.0917 |
|
0.618 |
1.0873 |
|
HIGH |
1.0802 |
|
0.618 |
1.0758 |
|
0.500 |
1.0745 |
|
0.382 |
1.0731 |
|
LOW |
1.0687 |
|
0.618 |
1.0616 |
|
1.000 |
1.0572 |
|
1.618 |
1.0501 |
|
2.618 |
1.0386 |
|
4.250 |
1.0198 |
|
|
| Fisher Pivots for day following 21-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0754 |
1.0779 |
| PP |
1.0749 |
1.0772 |
| S1 |
1.0745 |
1.0765 |
|