CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 28-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2015 |
28-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0878 |
1.0895 |
0.0017 |
0.2% |
1.0828 |
| High |
1.0948 |
1.1012 |
0.0064 |
0.6% |
1.0921 |
| Low |
1.0843 |
1.0882 |
0.0039 |
0.4% |
1.0687 |
| Close |
1.0902 |
1.1000 |
0.0098 |
0.9% |
1.0890 |
| Range |
0.0105 |
0.0130 |
0.0025 |
23.8% |
0.0234 |
| ATR |
0.0134 |
0.0133 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
902 |
576 |
-326 |
-36.1% |
3,011 |
|
| Daily Pivots for day following 28-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1355 |
1.1307 |
1.1072 |
|
| R3 |
1.1225 |
1.1177 |
1.1036 |
|
| R2 |
1.1095 |
1.1095 |
1.1024 |
|
| R1 |
1.1047 |
1.1047 |
1.1012 |
1.1071 |
| PP |
1.0965 |
1.0965 |
1.0965 |
1.0977 |
| S1 |
1.0917 |
1.0917 |
1.0988 |
1.0941 |
| S2 |
1.0835 |
1.0835 |
1.0976 |
|
| S3 |
1.0705 |
1.0787 |
1.0964 |
|
| S4 |
1.0575 |
1.0657 |
1.0929 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1535 |
1.1446 |
1.1019 |
|
| R3 |
1.1301 |
1.1212 |
1.0954 |
|
| R2 |
1.1067 |
1.1067 |
1.0933 |
|
| R1 |
1.0978 |
1.0978 |
1.0911 |
1.1023 |
| PP |
1.0833 |
1.0833 |
1.0833 |
1.0855 |
| S1 |
1.0744 |
1.0744 |
1.0869 |
1.0789 |
| S2 |
1.0599 |
1.0599 |
1.0847 |
|
| S3 |
1.0365 |
1.0510 |
1.0826 |
|
| S4 |
1.0131 |
1.0276 |
1.0761 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1012 |
1.0690 |
0.0322 |
2.9% |
0.0123 |
1.1% |
96% |
True |
False |
679 |
| 10 |
1.1012 |
1.0595 |
0.0417 |
3.8% |
0.0126 |
1.1% |
97% |
True |
False |
729 |
| 20 |
1.1059 |
1.0545 |
0.0514 |
4.7% |
0.0128 |
1.2% |
89% |
False |
False |
727 |
| 40 |
1.1206 |
1.0494 |
0.0712 |
6.5% |
0.0147 |
1.3% |
71% |
False |
False |
653 |
| 60 |
1.1560 |
1.0494 |
0.1066 |
9.7% |
0.0128 |
1.2% |
47% |
False |
False |
463 |
| 80 |
1.2003 |
1.0494 |
0.1509 |
13.7% |
0.0123 |
1.1% |
34% |
False |
False |
378 |
| 100 |
1.2564 |
1.0494 |
0.2070 |
18.8% |
0.0108 |
1.0% |
24% |
False |
False |
305 |
| 120 |
1.2612 |
1.0494 |
0.2118 |
19.3% |
0.0097 |
0.9% |
24% |
False |
False |
255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1565 |
|
2.618 |
1.1352 |
|
1.618 |
1.1222 |
|
1.000 |
1.1142 |
|
0.618 |
1.1092 |
|
HIGH |
1.1012 |
|
0.618 |
1.0962 |
|
0.500 |
1.0947 |
|
0.382 |
1.0932 |
|
LOW |
1.0882 |
|
0.618 |
1.0802 |
|
1.000 |
1.0752 |
|
1.618 |
1.0672 |
|
2.618 |
1.0542 |
|
4.250 |
1.0330 |
|
|
| Fisher Pivots for day following 28-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0982 |
1.0970 |
| PP |
1.0965 |
1.0940 |
| S1 |
1.0947 |
1.0910 |
|