CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 15-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2015 |
15-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0616 |
1.0683 |
0.0067 |
0.6% |
1.1028 |
| High |
1.0734 |
1.0741 |
0.0007 |
0.1% |
1.1070 |
| Low |
1.0580 |
1.0618 |
0.0038 |
0.4% |
1.0615 |
| Close |
1.0704 |
1.0729 |
0.0025 |
0.2% |
1.0649 |
| Range |
0.0154 |
0.0123 |
-0.0031 |
-20.1% |
0.0455 |
| ATR |
0.0120 |
0.0121 |
0.0000 |
0.2% |
0.0000 |
| Volume |
25 |
131 |
106 |
424.0% |
95 |
|
| Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1065 |
1.1020 |
1.0797 |
|
| R3 |
1.0942 |
1.0897 |
1.0763 |
|
| R2 |
1.0819 |
1.0819 |
1.0752 |
|
| R1 |
1.0774 |
1.0774 |
1.0740 |
1.0797 |
| PP |
1.0696 |
1.0696 |
1.0696 |
1.0707 |
| S1 |
1.0651 |
1.0651 |
1.0718 |
1.0674 |
| S2 |
1.0573 |
1.0573 |
1.0706 |
|
| S3 |
1.0450 |
1.0528 |
1.0695 |
|
| S4 |
1.0327 |
1.0405 |
1.0661 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2143 |
1.1851 |
1.0899 |
|
| R3 |
1.1688 |
1.1396 |
1.0774 |
|
| R2 |
1.1233 |
1.1233 |
1.0732 |
|
| R1 |
1.0941 |
1.0941 |
1.0691 |
1.0860 |
| PP |
1.0778 |
1.0778 |
1.0778 |
1.0737 |
| S1 |
1.0486 |
1.0486 |
1.0607 |
1.0405 |
| S2 |
1.0323 |
1.0323 |
1.0566 |
|
| S3 |
0.9868 |
1.0031 |
1.0524 |
|
| S4 |
0.9413 |
0.9576 |
1.0399 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1264 |
|
2.618 |
1.1063 |
|
1.618 |
1.0940 |
|
1.000 |
1.0864 |
|
0.618 |
1.0817 |
|
HIGH |
1.0741 |
|
0.618 |
1.0694 |
|
0.500 |
1.0680 |
|
0.382 |
1.0665 |
|
LOW |
1.0618 |
|
0.618 |
1.0542 |
|
1.000 |
1.0495 |
|
1.618 |
1.0419 |
|
2.618 |
1.0296 |
|
4.250 |
1.0095 |
|
|
| Fisher Pivots for day following 15-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0713 |
1.0705 |
| PP |
1.0696 |
1.0680 |
| S1 |
1.0680 |
1.0656 |
|