CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 13-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1157 |
1.1224 |
0.0067 |
0.6% |
1.1199 |
| High |
1.1284 |
1.1387 |
0.0103 |
0.9% |
1.1398 |
| Low |
1.1139 |
1.1207 |
0.0068 |
0.6% |
1.1072 |
| Close |
1.1225 |
1.1365 |
0.0140 |
1.2% |
1.1210 |
| Range |
0.0145 |
0.0180 |
0.0035 |
24.1% |
0.0326 |
| ATR |
0.0141 |
0.0144 |
0.0003 |
2.0% |
0.0000 |
| Volume |
227,594 |
260,784 |
33,190 |
14.6% |
1,464,933 |
|
| Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1860 |
1.1792 |
1.1464 |
|
| R3 |
1.1680 |
1.1612 |
1.1415 |
|
| R2 |
1.1500 |
1.1500 |
1.1398 |
|
| R1 |
1.1432 |
1.1432 |
1.1382 |
1.1466 |
| PP |
1.1320 |
1.1320 |
1.1320 |
1.1337 |
| S1 |
1.1252 |
1.1252 |
1.1349 |
1.1286 |
| S2 |
1.1140 |
1.1140 |
1.1332 |
|
| S3 |
1.0960 |
1.1072 |
1.1316 |
|
| S4 |
1.0780 |
1.0892 |
1.1266 |
|
|
| 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% |
0.0135 |
1.2% |
87% |
False |
False |
266,578 |
| 10 |
1.1398 |
1.1072 |
0.0326 |
2.9% |
0.0144 |
1.3% |
90% |
False |
False |
280,775 |
| 20 |
1.1398 |
1.0633 |
0.0765 |
6.7% |
0.0142 |
1.2% |
96% |
False |
False |
277,195 |
| 40 |
1.1398 |
1.0529 |
0.0869 |
7.6% |
0.0153 |
1.3% |
96% |
False |
False |
278,872 |
| 60 |
1.1466 |
1.0473 |
0.0993 |
8.7% |
0.0143 |
1.3% |
90% |
False |
False |
215,115 |
| 80 |
1.1695 |
1.0473 |
0.1222 |
10.8% |
0.0142 |
1.3% |
73% |
False |
False |
161,779 |
| 100 |
1.2366 |
1.0473 |
0.1893 |
16.7% |
0.0131 |
1.2% |
47% |
False |
False |
129,535 |
| 120 |
1.2610 |
1.0473 |
0.2137 |
18.8% |
0.0126 |
1.1% |
42% |
False |
False |
107,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2152 |
|
2.618 |
1.1858 |
|
1.618 |
1.1678 |
|
1.000 |
1.1567 |
|
0.618 |
1.1498 |
|
HIGH |
1.1387 |
|
0.618 |
1.1318 |
|
0.500 |
1.1297 |
|
0.382 |
1.1276 |
|
LOW |
1.1207 |
|
0.618 |
1.1096 |
|
1.000 |
1.1027 |
|
1.618 |
1.0916 |
|
2.618 |
1.0736 |
|
4.250 |
1.0442 |
|
|
| Fisher Pivots for day following 13-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1342 |
1.1331 |
| PP |
1.1320 |
1.1296 |
| S1 |
1.1297 |
1.1262 |
|