CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 14-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1224 |
1.1357 |
0.0133 |
1.2% |
1.1199 |
| High |
1.1387 |
1.1457 |
0.0070 |
0.6% |
1.1398 |
| Low |
1.1207 |
1.1344 |
0.0137 |
1.2% |
1.1072 |
| Close |
1.1365 |
1.1400 |
0.0035 |
0.3% |
1.1210 |
| Range |
0.0180 |
0.0113 |
-0.0067 |
-37.2% |
0.0326 |
| ATR |
0.0144 |
0.0142 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
260,784 |
293,565 |
32,781 |
12.6% |
1,464,933 |
|
| Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1739 |
1.1683 |
1.1462 |
|
| R3 |
1.1626 |
1.1570 |
1.1431 |
|
| R2 |
1.1513 |
1.1513 |
1.1421 |
|
| R1 |
1.1457 |
1.1457 |
1.1410 |
1.1485 |
| PP |
1.1400 |
1.1400 |
1.1400 |
1.1415 |
| S1 |
1.1344 |
1.1344 |
1.1390 |
1.1372 |
| S2 |
1.1287 |
1.1287 |
1.1379 |
|
| S3 |
1.1174 |
1.1231 |
1.1369 |
|
| S4 |
1.1061 |
1.1118 |
1.1338 |
|
|
| 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 |
1.1457 |
1.1136 |
0.0321 |
2.8% |
0.0126 |
1.1% |
82% |
True |
False |
265,182 |
| 10 |
1.1457 |
1.1072 |
0.0385 |
3.4% |
0.0136 |
1.2% |
85% |
True |
False |
265,625 |
| 20 |
1.1457 |
1.0667 |
0.0790 |
6.9% |
0.0138 |
1.2% |
93% |
True |
False |
274,281 |
| 40 |
1.1457 |
1.0529 |
0.0928 |
8.1% |
0.0146 |
1.3% |
94% |
True |
False |
274,382 |
| 60 |
1.1466 |
1.0473 |
0.0993 |
8.7% |
0.0143 |
1.3% |
93% |
False |
False |
219,977 |
| 80 |
1.1695 |
1.0473 |
0.1222 |
10.7% |
0.0142 |
1.2% |
76% |
False |
False |
165,423 |
| 100 |
1.2322 |
1.0473 |
0.1849 |
16.2% |
0.0132 |
1.2% |
50% |
False |
False |
132,466 |
| 120 |
1.2582 |
1.0473 |
0.2109 |
18.5% |
0.0127 |
1.1% |
44% |
False |
False |
110,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1937 |
|
2.618 |
1.1753 |
|
1.618 |
1.1640 |
|
1.000 |
1.1570 |
|
0.618 |
1.1527 |
|
HIGH |
1.1457 |
|
0.618 |
1.1414 |
|
0.500 |
1.1401 |
|
0.382 |
1.1387 |
|
LOW |
1.1344 |
|
0.618 |
1.1274 |
|
1.000 |
1.1231 |
|
1.618 |
1.1161 |
|
2.618 |
1.1048 |
|
4.250 |
1.0864 |
|
|
| Fisher Pivots for day following 14-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1401 |
1.1366 |
| PP |
1.1400 |
1.1332 |
| S1 |
1.1400 |
1.1298 |
|