CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 23-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0769 |
1.0734 |
-0.0035 |
-0.3% |
1.0637 |
| High |
1.0824 |
1.0870 |
0.0046 |
0.4% |
1.0861 |
| Low |
1.0760 |
1.0711 |
-0.0049 |
-0.5% |
1.0570 |
| Close |
1.0783 |
1.0867 |
0.0084 |
0.8% |
1.0837 |
| Range |
0.0064 |
0.0159 |
0.0095 |
148.4% |
0.0291 |
| ATR |
0.0111 |
0.0114 |
0.0003 |
3.1% |
0.0000 |
| Volume |
7 |
20 |
13 |
185.7% |
319 |
|
| Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1293 |
1.1239 |
1.0954 |
|
| R3 |
1.1134 |
1.1080 |
1.0911 |
|
| R2 |
1.0975 |
1.0975 |
1.0896 |
|
| R1 |
1.0921 |
1.0921 |
1.0882 |
1.0948 |
| PP |
1.0816 |
1.0816 |
1.0816 |
1.0830 |
| S1 |
1.0762 |
1.0762 |
1.0852 |
1.0789 |
| S2 |
1.0657 |
1.0657 |
1.0838 |
|
| S3 |
1.0498 |
1.0603 |
1.0823 |
|
| S4 |
1.0339 |
1.0444 |
1.0780 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1629 |
1.1524 |
1.0997 |
|
| R3 |
1.1338 |
1.1233 |
1.0917 |
|
| R2 |
1.1047 |
1.1047 |
1.0890 |
|
| R1 |
1.0942 |
1.0942 |
1.0864 |
1.0995 |
| PP |
1.0756 |
1.0756 |
1.0756 |
1.0782 |
| S1 |
1.0651 |
1.0651 |
1.0810 |
1.0704 |
| S2 |
1.0465 |
1.0465 |
1.0784 |
|
| S3 |
1.0174 |
1.0360 |
1.0757 |
|
| S4 |
0.9883 |
1.0069 |
1.0677 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0870 |
1.0711 |
0.0159 |
1.5% |
0.0091 |
0.8% |
98% |
True |
True |
30 |
| 10 |
1.0870 |
1.0570 |
0.0300 |
2.8% |
0.0109 |
1.0% |
99% |
True |
False |
42 |
| 20 |
1.1070 |
1.0570 |
0.0500 |
4.6% |
0.0099 |
0.9% |
59% |
False |
False |
33 |
| 40 |
1.1280 |
1.0520 |
0.0760 |
7.0% |
0.0112 |
1.0% |
46% |
False |
False |
34 |
| 60 |
1.1542 |
1.0520 |
0.1022 |
9.4% |
0.0093 |
0.9% |
34% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1546 |
|
2.618 |
1.1286 |
|
1.618 |
1.1127 |
|
1.000 |
1.1029 |
|
0.618 |
1.0968 |
|
HIGH |
1.0870 |
|
0.618 |
1.0809 |
|
0.500 |
1.0791 |
|
0.382 |
1.0772 |
|
LOW |
1.0711 |
|
0.618 |
1.0613 |
|
1.000 |
1.0552 |
|
1.618 |
1.0454 |
|
2.618 |
1.0295 |
|
4.250 |
1.0035 |
|
|
| Fisher Pivots for day following 23-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0842 |
1.0842 |
| PP |
1.0816 |
1.0816 |
| S1 |
1.0791 |
1.0791 |
|