CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 16-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2015 |
16-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0683 |
1.0768 |
0.0085 |
0.8% |
1.1028 |
| High |
1.0741 |
1.0861 |
0.0120 |
1.1% |
1.1070 |
| Low |
1.0618 |
1.0696 |
0.0078 |
0.7% |
1.0615 |
| Close |
1.0729 |
1.0842 |
0.0113 |
1.1% |
1.0649 |
| Range |
0.0123 |
0.0165 |
0.0042 |
34.1% |
0.0455 |
| ATR |
0.0121 |
0.0124 |
0.0003 |
2.6% |
0.0000 |
| Volume |
131 |
31 |
-100 |
-76.3% |
95 |
|
| Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1295 |
1.1233 |
1.0933 |
|
| R3 |
1.1130 |
1.1068 |
1.0887 |
|
| R2 |
1.0965 |
1.0965 |
1.0872 |
|
| R1 |
1.0903 |
1.0903 |
1.0857 |
1.0934 |
| PP |
1.0800 |
1.0800 |
1.0800 |
1.0815 |
| S1 |
1.0738 |
1.0738 |
1.0827 |
1.0769 |
| S2 |
1.0635 |
1.0635 |
1.0812 |
|
| S3 |
1.0470 |
1.0573 |
1.0797 |
|
| S4 |
1.0305 |
1.0408 |
1.0751 |
|
|
| 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 |
1.1562 |
|
2.618 |
1.1293 |
|
1.618 |
1.1128 |
|
1.000 |
1.1026 |
|
0.618 |
1.0963 |
|
HIGH |
1.0861 |
|
0.618 |
1.0798 |
|
0.500 |
1.0779 |
|
0.382 |
1.0759 |
|
LOW |
1.0696 |
|
0.618 |
1.0594 |
|
1.000 |
1.0531 |
|
1.618 |
1.0429 |
|
2.618 |
1.0264 |
|
4.250 |
0.9995 |
|
|
| Fisher Pivots for day following 16-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0821 |
1.0802 |
| PP |
1.0800 |
1.0761 |
| S1 |
1.0779 |
1.0721 |
|