CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 03-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
03-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0875 |
1.0930 |
0.0055 |
0.5% |
1.0888 |
| High |
1.0942 |
1.1070 |
0.0128 |
1.2% |
1.1070 |
| Low |
1.0875 |
1.0930 |
0.0055 |
0.5% |
1.0770 |
| Close |
1.0942 |
1.1040 |
0.0098 |
0.9% |
1.1040 |
| Range |
0.0067 |
0.0140 |
0.0073 |
109.0% |
0.0300 |
| ATR |
0.0122 |
0.0123 |
0.0001 |
1.1% |
0.0000 |
| Volume |
37 |
13 |
-24 |
-64.9% |
177 |
|
| Daily Pivots for day following 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1433 |
1.1377 |
1.1117 |
|
| R3 |
1.1293 |
1.1237 |
1.1079 |
|
| R2 |
1.1153 |
1.1153 |
1.1066 |
|
| R1 |
1.1097 |
1.1097 |
1.1053 |
1.1125 |
| PP |
1.1013 |
1.1013 |
1.1013 |
1.1028 |
| S1 |
1.0957 |
1.0957 |
1.1027 |
1.0985 |
| S2 |
1.0873 |
1.0873 |
1.1014 |
|
| S3 |
1.0733 |
1.0817 |
1.1002 |
|
| S4 |
1.0593 |
1.0677 |
1.0963 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1860 |
1.1750 |
1.1205 |
|
| R3 |
1.1560 |
1.1450 |
1.1123 |
|
| R2 |
1.1260 |
1.1260 |
1.1095 |
|
| R1 |
1.1150 |
1.1150 |
1.1068 |
1.1205 |
| PP |
1.0960 |
1.0960 |
1.0960 |
1.0988 |
| S1 |
1.0850 |
1.0850 |
1.1013 |
1.0905 |
| S2 |
1.0660 |
1.0660 |
1.0985 |
|
| S3 |
1.0360 |
1.0550 |
1.0958 |
|
| S4 |
1.0060 |
1.0250 |
1.0875 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1665 |
|
2.618 |
1.1437 |
|
1.618 |
1.1297 |
|
1.000 |
1.1210 |
|
0.618 |
1.1157 |
|
HIGH |
1.1070 |
|
0.618 |
1.1017 |
|
0.500 |
1.1000 |
|
0.382 |
1.0983 |
|
LOW |
1.0930 |
|
0.618 |
1.0843 |
|
1.000 |
1.0790 |
|
1.618 |
1.0703 |
|
2.618 |
1.0563 |
|
4.250 |
1.0335 |
|
|
| Fisher Pivots for day following 03-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1027 |
1.1003 |
| PP |
1.1013 |
1.0967 |
| S1 |
1.1000 |
1.0930 |
|