CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 15-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1357 |
1.1414 |
0.0057 |
0.5% |
1.1206 |
| High |
1.1457 |
1.1472 |
0.0015 |
0.1% |
1.1472 |
| Low |
1.1344 |
1.1328 |
-0.0016 |
-0.1% |
1.1136 |
| Close |
1.1400 |
1.1469 |
0.0069 |
0.6% |
1.1469 |
| Range |
0.0113 |
0.0144 |
0.0031 |
27.4% |
0.0336 |
| ATR |
0.0142 |
0.0142 |
0.0000 |
0.1% |
0.0000 |
| Volume |
293,565 |
284,636 |
-8,929 |
-3.0% |
1,281,533 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1855 |
1.1806 |
1.1548 |
|
| R3 |
1.1711 |
1.1662 |
1.1509 |
|
| R2 |
1.1567 |
1.1567 |
1.1495 |
|
| R1 |
1.1518 |
1.1518 |
1.1482 |
1.1543 |
| PP |
1.1423 |
1.1423 |
1.1423 |
1.1435 |
| S1 |
1.1374 |
1.1374 |
1.1456 |
1.1399 |
| S2 |
1.1279 |
1.1279 |
1.1443 |
|
| S3 |
1.1135 |
1.1230 |
1.1429 |
|
| S4 |
1.0991 |
1.1086 |
1.1390 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2367 |
1.2254 |
1.1654 |
|
| R3 |
1.2031 |
1.1918 |
1.1561 |
|
| R2 |
1.1695 |
1.1695 |
1.1531 |
|
| R1 |
1.1582 |
1.1582 |
1.1500 |
1.1639 |
| PP |
1.1359 |
1.1359 |
1.1359 |
1.1387 |
| S1 |
1.1246 |
1.1246 |
1.1438 |
1.1303 |
| S2 |
1.1023 |
1.1023 |
1.1407 |
|
| S3 |
1.0687 |
1.0910 |
1.1377 |
|
| S4 |
1.0351 |
1.0574 |
1.1284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1472 |
1.1136 |
0.0336 |
2.9% |
0.0131 |
1.1% |
99% |
True |
False |
256,306 |
| 10 |
1.1472 |
1.1072 |
0.0400 |
3.5% |
0.0139 |
1.2% |
99% |
True |
False |
274,646 |
| 20 |
1.1472 |
1.0667 |
0.0805 |
7.0% |
0.0139 |
1.2% |
100% |
True |
False |
273,393 |
| 40 |
1.1472 |
1.0529 |
0.0943 |
8.2% |
0.0141 |
1.2% |
100% |
True |
False |
271,248 |
| 60 |
1.1472 |
1.0473 |
0.0999 |
8.7% |
0.0144 |
1.3% |
100% |
True |
False |
224,691 |
| 80 |
1.1671 |
1.0473 |
0.1198 |
10.4% |
0.0143 |
1.2% |
83% |
False |
False |
168,963 |
| 100 |
1.2290 |
1.0473 |
0.1817 |
15.8% |
0.0132 |
1.2% |
55% |
False |
False |
135,310 |
| 120 |
1.2582 |
1.0473 |
0.2109 |
18.4% |
0.0127 |
1.1% |
47% |
False |
False |
112,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2084 |
|
2.618 |
1.1849 |
|
1.618 |
1.1705 |
|
1.000 |
1.1616 |
|
0.618 |
1.1561 |
|
HIGH |
1.1472 |
|
0.618 |
1.1417 |
|
0.500 |
1.1400 |
|
0.382 |
1.1383 |
|
LOW |
1.1328 |
|
0.618 |
1.1239 |
|
1.000 |
1.1184 |
|
1.618 |
1.1095 |
|
2.618 |
1.0951 |
|
4.250 |
1.0716 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1446 |
1.1426 |
| PP |
1.1423 |
1.1383 |
| S1 |
1.1400 |
1.1340 |
|