CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 30-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2015 |
30-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1031 |
1.1115 |
0.0084 |
0.8% |
1.0840 |
| High |
1.1216 |
1.1300 |
0.0084 |
0.7% |
1.0934 |
| Low |
1.1031 |
1.1115 |
0.0084 |
0.8% |
1.0711 |
| Close |
1.1153 |
1.1300 |
0.0147 |
1.3% |
1.0910 |
| Range |
0.0185 |
0.0185 |
0.0000 |
0.0% |
0.0223 |
| ATR |
0.0116 |
0.0121 |
0.0005 |
4.3% |
0.0000 |
| Volume |
163 |
129 |
-34 |
-20.9% |
97 |
|
| Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1793 |
1.1732 |
1.1402 |
|
| R3 |
1.1608 |
1.1547 |
1.1351 |
|
| R2 |
1.1423 |
1.1423 |
1.1334 |
|
| R1 |
1.1362 |
1.1362 |
1.1317 |
1.1393 |
| PP |
1.1238 |
1.1238 |
1.1238 |
1.1254 |
| S1 |
1.1177 |
1.1177 |
1.1283 |
1.1208 |
| S2 |
1.1053 |
1.1053 |
1.1266 |
|
| S3 |
1.0868 |
1.0992 |
1.1249 |
|
| S4 |
1.0683 |
1.0807 |
1.1198 |
|
|
| 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 |
1.1300 |
1.0857 |
0.0443 |
3.9% |
0.0128 |
1.1% |
100% |
True |
False |
111 |
| 10 |
1.1300 |
1.0711 |
0.0589 |
5.2% |
0.0109 |
1.0% |
100% |
True |
False |
70 |
| 20 |
1.1300 |
1.0570 |
0.0730 |
6.5% |
0.0112 |
1.0% |
100% |
True |
False |
52 |
| 40 |
1.1300 |
1.0520 |
0.0780 |
6.9% |
0.0122 |
1.1% |
100% |
True |
False |
45 |
| 60 |
1.1535 |
1.0520 |
0.1015 |
9.0% |
0.0098 |
0.9% |
77% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2086 |
|
2.618 |
1.1784 |
|
1.618 |
1.1599 |
|
1.000 |
1.1485 |
|
0.618 |
1.1414 |
|
HIGH |
1.1300 |
|
0.618 |
1.1229 |
|
0.500 |
1.1208 |
|
0.382 |
1.1186 |
|
LOW |
1.1115 |
|
0.618 |
1.1001 |
|
1.000 |
1.0930 |
|
1.618 |
1.0816 |
|
2.618 |
1.0631 |
|
4.250 |
1.0329 |
|
|
| Fisher Pivots for day following 30-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1269 |
1.1237 |
| PP |
1.1238 |
1.1173 |
| S1 |
1.1208 |
1.1110 |
|