CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 20-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1320 |
1.1151 |
-0.0169 |
-1.5% |
1.1206 |
| High |
1.1331 |
1.1156 |
-0.0175 |
-1.5% |
1.1472 |
| Low |
1.1122 |
1.1066 |
-0.0056 |
-0.5% |
1.1136 |
| Close |
1.1159 |
1.1120 |
-0.0039 |
-0.3% |
1.1469 |
| Range |
0.0209 |
0.0090 |
-0.0119 |
-56.9% |
0.0336 |
| ATR |
0.0148 |
0.0144 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
329,743 |
296,365 |
-33,378 |
-10.1% |
1,281,533 |
|
| Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1384 |
1.1342 |
1.1170 |
|
| R3 |
1.1294 |
1.1252 |
1.1145 |
|
| R2 |
1.1204 |
1.1204 |
1.1137 |
|
| R1 |
1.1162 |
1.1162 |
1.1128 |
1.1138 |
| PP |
1.1114 |
1.1114 |
1.1114 |
1.1102 |
| S1 |
1.1072 |
1.1072 |
1.1112 |
1.1048 |
| S2 |
1.1024 |
1.1024 |
1.1104 |
|
| S3 |
1.0934 |
1.0982 |
1.1095 |
|
| S4 |
1.0844 |
1.0892 |
1.1071 |
|
|
| 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 |
1.1066 |
0.0406 |
3.7% |
0.0141 |
1.3% |
13% |
False |
True |
282,059 |
| 10 |
1.1472 |
1.1066 |
0.0406 |
3.7% |
0.0138 |
1.2% |
13% |
False |
True |
274,319 |
| 20 |
1.1472 |
1.0672 |
0.0800 |
7.2% |
0.0146 |
1.3% |
56% |
False |
False |
284,259 |
| 40 |
1.1472 |
1.0529 |
0.0943 |
8.5% |
0.0139 |
1.2% |
63% |
False |
False |
266,218 |
| 60 |
1.1472 |
1.0473 |
0.0999 |
9.0% |
0.0147 |
1.3% |
65% |
False |
False |
238,442 |
| 80 |
1.1546 |
1.0473 |
0.1073 |
9.6% |
0.0138 |
1.2% |
60% |
False |
False |
179,279 |
| 100 |
1.2234 |
1.0473 |
0.1761 |
15.8% |
0.0135 |
1.2% |
37% |
False |
False |
143,623 |
| 120 |
1.2582 |
1.0473 |
0.2109 |
19.0% |
0.0128 |
1.2% |
31% |
False |
False |
119,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1539 |
|
2.618 |
1.1392 |
|
1.618 |
1.1302 |
|
1.000 |
1.1246 |
|
0.618 |
1.1212 |
|
HIGH |
1.1156 |
|
0.618 |
1.1122 |
|
0.500 |
1.1111 |
|
0.382 |
1.1100 |
|
LOW |
1.1066 |
|
0.618 |
1.1010 |
|
1.000 |
1.0976 |
|
1.618 |
1.0920 |
|
2.618 |
1.0830 |
|
4.250 |
1.0684 |
|
|
| Fisher Pivots for day following 20-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1117 |
1.1259 |
| PP |
1.1114 |
1.1213 |
| S1 |
1.1111 |
1.1166 |
|