CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 11-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1261 |
1.1206 |
-0.0055 |
-0.5% |
1.1199 |
| High |
1.1303 |
1.1211 |
-0.0092 |
-0.8% |
1.1398 |
| Low |
1.1184 |
1.1136 |
-0.0048 |
-0.4% |
1.1072 |
| Close |
1.1210 |
1.1161 |
-0.0049 |
-0.4% |
1.1210 |
| Range |
0.0119 |
0.0075 |
-0.0044 |
-37.0% |
0.0326 |
| ATR |
0.0146 |
0.0141 |
-0.0005 |
-3.5% |
0.0000 |
| Volume |
329,016 |
214,954 |
-114,062 |
-34.7% |
1,464,933 |
|
| Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1394 |
1.1353 |
1.1202 |
|
| R3 |
1.1319 |
1.1278 |
1.1182 |
|
| R2 |
1.1244 |
1.1244 |
1.1175 |
|
| R1 |
1.1203 |
1.1203 |
1.1168 |
1.1186 |
| PP |
1.1169 |
1.1169 |
1.1169 |
1.1161 |
| S1 |
1.1128 |
1.1128 |
1.1154 |
1.1111 |
| S2 |
1.1094 |
1.1094 |
1.1147 |
|
| S3 |
1.1019 |
1.1053 |
1.1140 |
|
| S4 |
1.0944 |
1.0978 |
1.1120 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2205 |
1.2033 |
1.1389 |
|
| R3 |
1.1879 |
1.1707 |
1.1300 |
|
| R2 |
1.1553 |
1.1553 |
1.1270 |
|
| R1 |
1.1381 |
1.1381 |
1.1240 |
1.1467 |
| PP |
1.1227 |
1.1227 |
1.1227 |
1.1270 |
| S1 |
1.1055 |
1.1055 |
1.1180 |
1.1141 |
| S2 |
1.0901 |
1.0901 |
1.1150 |
|
| S3 |
1.0575 |
1.0729 |
1.1120 |
|
| S4 |
1.0249 |
1.0403 |
1.1031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1398 |
1.1072 |
0.0326 |
2.9% |
0.0140 |
1.3% |
27% |
False |
False |
301,029 |
| 10 |
1.1398 |
1.0867 |
0.0531 |
4.8% |
0.0148 |
1.3% |
55% |
False |
False |
302,432 |
| 20 |
1.1398 |
1.0539 |
0.0859 |
7.7% |
0.0141 |
1.3% |
72% |
False |
False |
285,436 |
| 40 |
1.1398 |
1.0491 |
0.0907 |
8.1% |
0.0151 |
1.4% |
74% |
False |
False |
278,942 |
| 60 |
1.1466 |
1.0473 |
0.0993 |
8.9% |
0.0140 |
1.3% |
69% |
False |
False |
207,015 |
| 80 |
1.1806 |
1.0473 |
0.1333 |
11.9% |
0.0143 |
1.3% |
52% |
False |
False |
155,710 |
| 100 |
1.2582 |
1.0473 |
0.2109 |
18.9% |
0.0131 |
1.2% |
33% |
False |
False |
124,667 |
| 120 |
1.2610 |
1.0473 |
0.2137 |
19.1% |
0.0125 |
1.1% |
32% |
False |
False |
103,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1530 |
|
2.618 |
1.1407 |
|
1.618 |
1.1332 |
|
1.000 |
1.1286 |
|
0.618 |
1.1257 |
|
HIGH |
1.1211 |
|
0.618 |
1.1182 |
|
0.500 |
1.1174 |
|
0.382 |
1.1165 |
|
LOW |
1.1136 |
|
0.618 |
1.1090 |
|
1.000 |
1.1061 |
|
1.618 |
1.1015 |
|
2.618 |
1.0940 |
|
4.250 |
1.0817 |
|
|
| Fisher Pivots for day following 11-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1174 |
1.1267 |
| PP |
1.1169 |
1.1232 |
| S1 |
1.1165 |
1.1196 |
|