CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 04-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2015 |
04-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1224 |
1.1199 |
-0.0025 |
-0.2% |
1.0874 |
| High |
1.1297 |
1.1231 |
-0.0066 |
-0.6% |
1.1297 |
| Low |
1.1181 |
1.1129 |
-0.0052 |
-0.5% |
1.0826 |
| Close |
1.1198 |
1.1145 |
-0.0053 |
-0.5% |
1.1198 |
| Range |
0.0116 |
0.0102 |
-0.0014 |
-12.1% |
0.0471 |
| ATR |
0.0146 |
0.0143 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
194,427 |
174,738 |
-19,689 |
-10.1% |
1,545,404 |
|
| Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1474 |
1.1412 |
1.1201 |
|
| R3 |
1.1372 |
1.1310 |
1.1173 |
|
| R2 |
1.1270 |
1.1270 |
1.1164 |
|
| R1 |
1.1208 |
1.1208 |
1.1154 |
1.1188 |
| PP |
1.1168 |
1.1168 |
1.1168 |
1.1159 |
| S1 |
1.1106 |
1.1106 |
1.1136 |
1.1086 |
| S2 |
1.1066 |
1.1066 |
1.1126 |
|
| S3 |
1.0964 |
1.1004 |
1.1117 |
|
| S4 |
1.0862 |
1.0902 |
1.1089 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2520 |
1.2330 |
1.1457 |
|
| R3 |
1.2049 |
1.1859 |
1.1328 |
|
| R2 |
1.1578 |
1.1578 |
1.1284 |
|
| R1 |
1.1388 |
1.1388 |
1.1241 |
1.1483 |
| PP |
1.1107 |
1.1107 |
1.1107 |
1.1155 |
| S1 |
1.0917 |
1.0917 |
1.1155 |
1.1012 |
| S2 |
1.0636 |
1.0636 |
1.1112 |
|
| S3 |
1.0165 |
1.0446 |
1.1068 |
|
| S4 |
0.9694 |
0.9975 |
1.0939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1297 |
1.0867 |
0.0430 |
3.9% |
0.0155 |
1.4% |
65% |
False |
False |
303,834 |
| 10 |
1.1297 |
1.0667 |
0.0630 |
5.7% |
0.0140 |
1.3% |
76% |
False |
False |
271,340 |
| 20 |
1.1297 |
1.0529 |
0.0768 |
6.9% |
0.0138 |
1.2% |
80% |
False |
False |
270,893 |
| 40 |
1.1297 |
1.0473 |
0.0824 |
7.4% |
0.0154 |
1.4% |
82% |
False |
False |
268,524 |
| 60 |
1.1493 |
1.0473 |
0.1020 |
9.2% |
0.0137 |
1.2% |
66% |
False |
False |
182,056 |
| 80 |
1.1888 |
1.0473 |
0.1415 |
12.7% |
0.0140 |
1.3% |
47% |
False |
False |
136,945 |
| 100 |
1.2582 |
1.0473 |
0.2109 |
18.9% |
0.0129 |
1.2% |
32% |
False |
False |
109,631 |
| 120 |
1.2610 |
1.0473 |
0.2137 |
19.2% |
0.0123 |
1.1% |
31% |
False |
False |
91,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1665 |
|
2.618 |
1.1498 |
|
1.618 |
1.1396 |
|
1.000 |
1.1333 |
|
0.618 |
1.1294 |
|
HIGH |
1.1231 |
|
0.618 |
1.1192 |
|
0.500 |
1.1180 |
|
0.382 |
1.1168 |
|
LOW |
1.1129 |
|
0.618 |
1.1066 |
|
1.000 |
1.1027 |
|
1.618 |
1.0964 |
|
2.618 |
1.0862 |
|
4.250 |
1.0696 |
|
|
| Fisher Pivots for day following 04-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1180 |
1.1187 |
| PP |
1.1168 |
1.1173 |
| S1 |
1.1157 |
1.1159 |
|