CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 06-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1154 |
1.1193 |
0.0039 |
0.3% |
1.0874 |
| High |
1.1229 |
1.1377 |
0.0148 |
1.3% |
1.1297 |
| Low |
1.1072 |
1.1181 |
0.0109 |
1.0% |
1.0826 |
| Close |
1.1201 |
1.1357 |
0.0156 |
1.4% |
1.1198 |
| Range |
0.0157 |
0.0196 |
0.0039 |
24.8% |
0.0471 |
| ATR |
0.0144 |
0.0148 |
0.0004 |
2.6% |
0.0000 |
| Volume |
276,050 |
384,584 |
108,534 |
39.3% |
1,545,404 |
|
| Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1893 |
1.1821 |
1.1465 |
|
| R3 |
1.1697 |
1.1625 |
1.1411 |
|
| R2 |
1.1501 |
1.1501 |
1.1393 |
|
| R1 |
1.1429 |
1.1429 |
1.1375 |
1.1465 |
| PP |
1.1305 |
1.1305 |
1.1305 |
1.1323 |
| S1 |
1.1233 |
1.1233 |
1.1339 |
1.1269 |
| S2 |
1.1109 |
1.1109 |
1.1321 |
|
| S3 |
1.0913 |
1.1037 |
1.1303 |
|
| S4 |
1.0717 |
1.0841 |
1.1249 |
|
|
| 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 |
1.1377 |
1.1072 |
0.0305 |
2.7% |
0.0153 |
1.4% |
93% |
True |
False |
294,972 |
| 10 |
1.1377 |
1.0672 |
0.0705 |
6.2% |
0.0153 |
1.3% |
97% |
True |
False |
294,200 |
| 20 |
1.1377 |
1.0529 |
0.0848 |
7.5% |
0.0142 |
1.2% |
98% |
True |
False |
279,687 |
| 40 |
1.1377 |
1.0473 |
0.0904 |
8.0% |
0.0157 |
1.4% |
98% |
True |
False |
279,068 |
| 60 |
1.1466 |
1.0473 |
0.0993 |
8.7% |
0.0139 |
1.2% |
89% |
False |
False |
193,001 |
| 80 |
1.1888 |
1.0473 |
0.1415 |
12.5% |
0.0142 |
1.3% |
62% |
False |
False |
145,176 |
| 100 |
1.2582 |
1.0473 |
0.2109 |
18.6% |
0.0131 |
1.1% |
42% |
False |
False |
116,230 |
| 120 |
1.2610 |
1.0473 |
0.2137 |
18.8% |
0.0124 |
1.1% |
41% |
False |
False |
96,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2210 |
|
2.618 |
1.1890 |
|
1.618 |
1.1694 |
|
1.000 |
1.1573 |
|
0.618 |
1.1498 |
|
HIGH |
1.1377 |
|
0.618 |
1.1302 |
|
0.500 |
1.1279 |
|
0.382 |
1.1256 |
|
LOW |
1.1181 |
|
0.618 |
1.1060 |
|
1.000 |
1.0985 |
|
1.618 |
1.0864 |
|
2.618 |
1.0668 |
|
4.250 |
1.0348 |
|
|
| Fisher Pivots for day following 06-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1331 |
1.1313 |
| PP |
1.1305 |
1.1269 |
| S1 |
1.1279 |
1.1225 |
|