CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 12-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1206 |
1.1157 |
-0.0049 |
-0.4% |
1.1199 |
| High |
1.1211 |
1.1284 |
0.0073 |
0.7% |
1.1398 |
| Low |
1.1136 |
1.1139 |
0.0003 |
0.0% |
1.1072 |
| Close |
1.1161 |
1.1225 |
0.0064 |
0.6% |
1.1210 |
| Range |
0.0075 |
0.0145 |
0.0070 |
93.3% |
0.0326 |
| ATR |
0.0141 |
0.0141 |
0.0000 |
0.2% |
0.0000 |
| Volume |
214,954 |
227,594 |
12,640 |
5.9% |
1,464,933 |
|
| Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1651 |
1.1583 |
1.1305 |
|
| R3 |
1.1506 |
1.1438 |
1.1265 |
|
| R2 |
1.1361 |
1.1361 |
1.1252 |
|
| R1 |
1.1293 |
1.1293 |
1.1238 |
1.1327 |
| PP |
1.1216 |
1.1216 |
1.1216 |
1.1233 |
| S1 |
1.1148 |
1.1148 |
1.1212 |
1.1182 |
| S2 |
1.1071 |
1.1071 |
1.1198 |
|
| S3 |
1.0926 |
1.1003 |
1.1185 |
|
| S4 |
1.0781 |
1.0858 |
1.1145 |
|
|
| 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 |
1.1136 |
0.0262 |
2.3% |
0.0138 |
1.2% |
34% |
False |
False |
291,338 |
| 10 |
1.1398 |
1.0965 |
0.0433 |
3.9% |
0.0149 |
1.3% |
60% |
False |
False |
300,434 |
| 20 |
1.1398 |
1.0579 |
0.0819 |
7.3% |
0.0139 |
1.2% |
79% |
False |
False |
281,317 |
| 40 |
1.1398 |
1.0529 |
0.0869 |
7.7% |
0.0151 |
1.3% |
80% |
False |
False |
278,395 |
| 60 |
1.1466 |
1.0473 |
0.0993 |
8.8% |
0.0142 |
1.3% |
76% |
False |
False |
210,784 |
| 80 |
1.1695 |
1.0473 |
0.1222 |
10.9% |
0.0142 |
1.3% |
62% |
False |
False |
158,548 |
| 100 |
1.2531 |
1.0473 |
0.2058 |
18.3% |
0.0132 |
1.2% |
37% |
False |
False |
126,941 |
| 120 |
1.2610 |
1.0473 |
0.2137 |
19.0% |
0.0125 |
1.1% |
35% |
False |
False |
105,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1900 |
|
2.618 |
1.1664 |
|
1.618 |
1.1519 |
|
1.000 |
1.1429 |
|
0.618 |
1.1374 |
|
HIGH |
1.1284 |
|
0.618 |
1.1229 |
|
0.500 |
1.1212 |
|
0.382 |
1.1194 |
|
LOW |
1.1139 |
|
0.618 |
1.1049 |
|
1.000 |
1.0994 |
|
1.618 |
1.0904 |
|
2.618 |
1.0759 |
|
4.250 |
1.0523 |
|
|
| Fisher Pivots for day following 12-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1221 |
1.1223 |
| PP |
1.1216 |
1.1221 |
| S1 |
1.1212 |
1.1220 |
|