CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 28-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2015 |
28-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0906 |
1.0922 |
0.0016 |
0.1% |
1.0840 |
| High |
1.0952 |
1.1027 |
0.0075 |
0.7% |
1.0934 |
| Low |
1.0868 |
1.0920 |
0.0052 |
0.5% |
1.0711 |
| Close |
1.0922 |
1.1020 |
0.0098 |
0.9% |
1.0910 |
| Range |
0.0084 |
0.0107 |
0.0023 |
27.4% |
0.0223 |
| ATR |
0.0110 |
0.0110 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
117 |
113 |
-4 |
-3.4% |
97 |
|
| Daily Pivots for day following 28-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1310 |
1.1272 |
1.1079 |
|
| R3 |
1.1203 |
1.1165 |
1.1049 |
|
| R2 |
1.1096 |
1.1096 |
1.1040 |
|
| R1 |
1.1058 |
1.1058 |
1.1030 |
1.1077 |
| PP |
1.0989 |
1.0989 |
1.0989 |
1.0999 |
| S1 |
1.0951 |
1.0951 |
1.1010 |
1.0970 |
| S2 |
1.0882 |
1.0882 |
1.1000 |
|
| S3 |
1.0775 |
1.0844 |
1.0991 |
|
| S4 |
1.0668 |
1.0737 |
1.0961 |
|
|
| 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 |
1.1027 |
1.0711 |
0.0316 |
2.9% |
0.0098 |
0.9% |
98% |
True |
False |
58 |
| 10 |
1.1027 |
1.0618 |
0.0409 |
3.7% |
0.0101 |
0.9% |
98% |
True |
False |
57 |
| 20 |
1.1070 |
1.0570 |
0.0500 |
4.5% |
0.0099 |
0.9% |
90% |
False |
False |
44 |
| 40 |
1.1208 |
1.0520 |
0.0688 |
6.2% |
0.0116 |
1.1% |
73% |
False |
False |
39 |
| 60 |
1.1542 |
1.0520 |
0.1022 |
9.3% |
0.0095 |
0.9% |
49% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1482 |
|
2.618 |
1.1307 |
|
1.618 |
1.1200 |
|
1.000 |
1.1134 |
|
0.618 |
1.1093 |
|
HIGH |
1.1027 |
|
0.618 |
1.0986 |
|
0.500 |
1.0974 |
|
0.382 |
1.0961 |
|
LOW |
1.0920 |
|
0.618 |
1.0854 |
|
1.000 |
1.0813 |
|
1.618 |
1.0747 |
|
2.618 |
1.0640 |
|
4.250 |
1.0465 |
|
|
| Fisher Pivots for day following 28-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1005 |
1.0994 |
| PP |
1.0989 |
1.0968 |
| S1 |
1.0974 |
1.0942 |
|