CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 24-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2015 |
24-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0734 |
1.0858 |
0.0124 |
1.2% |
1.0840 |
| High |
1.0870 |
1.0934 |
0.0064 |
0.6% |
1.0934 |
| Low |
1.0711 |
1.0857 |
0.0146 |
1.4% |
1.0711 |
| Close |
1.0867 |
1.0910 |
0.0043 |
0.4% |
1.0910 |
| Range |
0.0159 |
0.0077 |
-0.0082 |
-51.6% |
0.0223 |
| ATR |
0.0114 |
0.0112 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
20 |
33 |
13 |
65.0% |
97 |
|
| Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1131 |
1.1098 |
1.0952 |
|
| R3 |
1.1054 |
1.1021 |
1.0931 |
|
| R2 |
1.0977 |
1.0977 |
1.0924 |
|
| R1 |
1.0944 |
1.0944 |
1.0917 |
1.0961 |
| PP |
1.0900 |
1.0900 |
1.0900 |
1.0909 |
| S1 |
1.0867 |
1.0867 |
1.0903 |
1.0884 |
| S2 |
1.0823 |
1.0823 |
1.0896 |
|
| S3 |
1.0746 |
1.0790 |
1.0889 |
|
| S4 |
1.0669 |
1.0713 |
1.0868 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1521 |
1.1438 |
1.1033 |
|
| R3 |
1.1298 |
1.1215 |
1.0971 |
|
| R2 |
1.1075 |
1.1075 |
1.0951 |
|
| R1 |
1.0992 |
1.0992 |
1.0930 |
1.1034 |
| PP |
1.0852 |
1.0852 |
1.0852 |
1.0872 |
| S1 |
1.0769 |
1.0769 |
1.0890 |
1.0811 |
| S2 |
1.0629 |
1.0629 |
1.0869 |
|
| S3 |
1.0406 |
1.0546 |
1.0849 |
|
| S4 |
1.0183 |
1.0323 |
1.0787 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0934 |
1.0711 |
0.0223 |
2.0% |
0.0092 |
0.8% |
89% |
True |
False |
19 |
| 10 |
1.0934 |
1.0570 |
0.0364 |
3.3% |
0.0106 |
1.0% |
93% |
True |
False |
41 |
| 20 |
1.1070 |
1.0570 |
0.0500 |
4.6% |
0.0096 |
0.9% |
68% |
False |
False |
34 |
| 40 |
1.1280 |
1.0520 |
0.0760 |
7.0% |
0.0113 |
1.0% |
51% |
False |
False |
34 |
| 60 |
1.1542 |
1.0520 |
0.1022 |
9.4% |
0.0093 |
0.9% |
38% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1261 |
|
2.618 |
1.1136 |
|
1.618 |
1.1059 |
|
1.000 |
1.1011 |
|
0.618 |
1.0982 |
|
HIGH |
1.0934 |
|
0.618 |
1.0905 |
|
0.500 |
1.0896 |
|
0.382 |
1.0886 |
|
LOW |
1.0857 |
|
0.618 |
1.0809 |
|
1.000 |
1.0780 |
|
1.618 |
1.0732 |
|
2.618 |
1.0655 |
|
4.250 |
1.0530 |
|
|
| Fisher Pivots for day following 24-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0905 |
1.0881 |
| PP |
1.0900 |
1.0852 |
| S1 |
1.0896 |
1.0823 |
|