CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 30-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2015 |
30-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1003 |
1.1142 |
0.0139 |
1.3% |
1.0828 |
| High |
1.1209 |
1.1290 |
0.0081 |
0.7% |
1.0921 |
| Low |
1.0987 |
1.1092 |
0.0105 |
1.0% |
1.0687 |
| Close |
1.1132 |
1.1280 |
0.0148 |
1.3% |
1.0890 |
| Range |
0.0222 |
0.0198 |
-0.0024 |
-10.8% |
0.0234 |
| ATR |
0.0140 |
0.0144 |
0.0004 |
3.0% |
0.0000 |
| Volume |
1,123 |
3,936 |
2,813 |
250.5% |
3,011 |
|
| Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1815 |
1.1745 |
1.1389 |
|
| R3 |
1.1617 |
1.1547 |
1.1334 |
|
| R2 |
1.1419 |
1.1419 |
1.1316 |
|
| R1 |
1.1349 |
1.1349 |
1.1298 |
1.1384 |
| PP |
1.1221 |
1.1221 |
1.1221 |
1.1238 |
| S1 |
1.1151 |
1.1151 |
1.1262 |
1.1186 |
| S2 |
1.1023 |
1.1023 |
1.1244 |
|
| S3 |
1.0825 |
1.0953 |
1.1226 |
|
| S4 |
1.0627 |
1.0755 |
1.1171 |
|
|
| 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 |
1.1290 |
1.0808 |
0.0482 |
4.3% |
0.0154 |
1.4% |
98% |
True |
False |
1,444 |
| 10 |
1.1290 |
1.0687 |
0.0603 |
5.3% |
0.0136 |
1.2% |
98% |
True |
False |
1,044 |
| 20 |
1.1290 |
1.0545 |
0.0745 |
6.6% |
0.0137 |
1.2% |
99% |
True |
False |
902 |
| 40 |
1.1290 |
1.0494 |
0.0796 |
7.1% |
0.0152 |
1.3% |
99% |
True |
False |
773 |
| 60 |
1.1511 |
1.0494 |
0.1017 |
9.0% |
0.0130 |
1.2% |
77% |
False |
False |
542 |
| 80 |
1.1918 |
1.0494 |
0.1424 |
12.6% |
0.0126 |
1.1% |
55% |
False |
False |
440 |
| 100 |
1.2564 |
1.0494 |
0.2070 |
18.4% |
0.0111 |
1.0% |
38% |
False |
False |
356 |
| 120 |
1.2610 |
1.0494 |
0.2116 |
18.8% |
0.0099 |
0.9% |
37% |
False |
False |
297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2132 |
|
2.618 |
1.1808 |
|
1.618 |
1.1610 |
|
1.000 |
1.1488 |
|
0.618 |
1.1412 |
|
HIGH |
1.1290 |
|
0.618 |
1.1214 |
|
0.500 |
1.1191 |
|
0.382 |
1.1168 |
|
LOW |
1.1092 |
|
0.618 |
1.0970 |
|
1.000 |
1.0894 |
|
1.618 |
1.0772 |
|
2.618 |
1.0574 |
|
4.250 |
1.0251 |
|
|
| Fisher Pivots for day following 30-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1250 |
1.1215 |
| PP |
1.1221 |
1.1151 |
| S1 |
1.1191 |
1.1086 |
|