CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 29-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2015 |
29-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0922 |
1.1031 |
0.0109 |
1.0% |
1.0840 |
| High |
1.1027 |
1.1216 |
0.0189 |
1.7% |
1.0934 |
| Low |
1.0920 |
1.1031 |
0.0111 |
1.0% |
1.0711 |
| Close |
1.1020 |
1.1153 |
0.0133 |
1.2% |
1.0910 |
| Range |
0.0107 |
0.0185 |
0.0078 |
72.9% |
0.0223 |
| ATR |
0.0110 |
0.0116 |
0.0006 |
5.6% |
0.0000 |
| Volume |
113 |
163 |
50 |
44.2% |
97 |
|
| Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1688 |
1.1606 |
1.1255 |
|
| R3 |
1.1503 |
1.1421 |
1.1204 |
|
| R2 |
1.1318 |
1.1318 |
1.1187 |
|
| R1 |
1.1236 |
1.1236 |
1.1170 |
1.1277 |
| PP |
1.1133 |
1.1133 |
1.1133 |
1.1154 |
| S1 |
1.1051 |
1.1051 |
1.1136 |
1.1092 |
| S2 |
1.0948 |
1.0948 |
1.1119 |
|
| S3 |
1.0763 |
1.0866 |
1.1102 |
|
| S4 |
1.0578 |
1.0681 |
1.1051 |
|
|
| 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 |
1.1216 |
1.0711 |
0.0505 |
4.5% |
0.0122 |
1.1% |
88% |
True |
False |
89 |
| 10 |
1.1216 |
1.0696 |
0.0520 |
4.7% |
0.0107 |
1.0% |
88% |
True |
False |
61 |
| 20 |
1.1216 |
1.0570 |
0.0646 |
5.8% |
0.0106 |
1.0% |
90% |
True |
False |
47 |
| 40 |
1.1216 |
1.0520 |
0.0696 |
6.2% |
0.0119 |
1.1% |
91% |
True |
False |
43 |
| 60 |
1.1535 |
1.0520 |
0.1015 |
9.1% |
0.0096 |
0.9% |
62% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2002 |
|
2.618 |
1.1700 |
|
1.618 |
1.1515 |
|
1.000 |
1.1401 |
|
0.618 |
1.1330 |
|
HIGH |
1.1216 |
|
0.618 |
1.1145 |
|
0.500 |
1.1124 |
|
0.382 |
1.1102 |
|
LOW |
1.1031 |
|
0.618 |
1.0917 |
|
1.000 |
1.0846 |
|
1.618 |
1.0732 |
|
2.618 |
1.0547 |
|
4.250 |
1.0245 |
|
|
| Fisher Pivots for day following 29-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1143 |
1.1116 |
| PP |
1.1133 |
1.1079 |
| S1 |
1.1124 |
1.1042 |
|