CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 23-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0762 |
1.0746 |
-0.0016 |
-0.1% |
1.0619 |
| High |
1.0822 |
1.0867 |
0.0045 |
0.4% |
1.0871 |
| Low |
1.0733 |
1.0690 |
-0.0043 |
-0.4% |
1.0545 |
| Close |
1.0762 |
1.0847 |
0.0085 |
0.8% |
1.0815 |
| Range |
0.0089 |
0.0177 |
0.0088 |
98.9% |
0.0326 |
| ATR |
0.0134 |
0.0138 |
0.0003 |
2.3% |
0.0000 |
| Volume |
764 |
469 |
-295 |
-38.6% |
4,351 |
|
| Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1332 |
1.1267 |
1.0944 |
|
| R3 |
1.1155 |
1.1090 |
1.0896 |
|
| R2 |
1.0978 |
1.0978 |
1.0879 |
|
| R1 |
1.0913 |
1.0913 |
1.0863 |
1.0946 |
| PP |
1.0801 |
1.0801 |
1.0801 |
1.0818 |
| S1 |
1.0736 |
1.0736 |
1.0831 |
1.0769 |
| S2 |
1.0624 |
1.0624 |
1.0815 |
|
| S3 |
1.0447 |
1.0559 |
1.0798 |
|
| S4 |
1.0270 |
1.0382 |
1.0750 |
|
|
| 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 |
1.0687 |
0.0184 |
1.7% |
0.0119 |
1.1% |
87% |
False |
False |
645 |
| 10 |
1.0871 |
1.0545 |
0.0326 |
3.0% |
0.0129 |
1.2% |
93% |
False |
False |
741 |
| 20 |
1.1059 |
1.0545 |
0.0514 |
4.7% |
0.0128 |
1.2% |
59% |
False |
False |
785 |
| 40 |
1.1271 |
1.0494 |
0.0777 |
7.2% |
0.0142 |
1.3% |
45% |
False |
False |
613 |
| 60 |
1.1560 |
1.0494 |
0.1066 |
9.8% |
0.0126 |
1.2% |
33% |
False |
False |
435 |
| 80 |
1.2217 |
1.0494 |
0.1723 |
15.9% |
0.0121 |
1.1% |
20% |
False |
False |
353 |
| 100 |
1.2564 |
1.0494 |
0.2070 |
19.1% |
0.0105 |
1.0% |
17% |
False |
False |
284 |
| 120 |
1.2612 |
1.0494 |
0.2118 |
19.5% |
0.0095 |
0.9% |
17% |
False |
False |
237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1619 |
|
2.618 |
1.1330 |
|
1.618 |
1.1153 |
|
1.000 |
1.1044 |
|
0.618 |
1.0976 |
|
HIGH |
1.0867 |
|
0.618 |
1.0799 |
|
0.500 |
1.0779 |
|
0.382 |
1.0758 |
|
LOW |
1.0690 |
|
0.618 |
1.0581 |
|
1.000 |
1.0513 |
|
1.618 |
1.0404 |
|
2.618 |
1.0227 |
|
4.250 |
0.9938 |
|
|
| Fisher Pivots for day following 23-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0824 |
1.0824 |
| PP |
1.0801 |
1.0800 |
| S1 |
1.0779 |
1.0777 |
|