CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 21-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1151 |
1.1095 |
-0.0056 |
-0.5% |
1.1206 |
| High |
1.1156 |
1.1185 |
0.0029 |
0.3% |
1.1472 |
| Low |
1.1066 |
1.1082 |
0.0016 |
0.1% |
1.1136 |
| Close |
1.1120 |
1.1134 |
0.0014 |
0.1% |
1.1469 |
| Range |
0.0090 |
0.0103 |
0.0013 |
14.4% |
0.0336 |
| ATR |
0.0144 |
0.0141 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
296,365 |
241,783 |
-54,582 |
-18.4% |
1,281,533 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1443 |
1.1391 |
1.1191 |
|
| R3 |
1.1340 |
1.1288 |
1.1162 |
|
| R2 |
1.1237 |
1.1237 |
1.1153 |
|
| R1 |
1.1185 |
1.1185 |
1.1143 |
1.1211 |
| PP |
1.1134 |
1.1134 |
1.1134 |
1.1147 |
| S1 |
1.1082 |
1.1082 |
1.1125 |
1.1108 |
| S2 |
1.1031 |
1.1031 |
1.1115 |
|
| S3 |
1.0928 |
1.0979 |
1.1106 |
|
| S4 |
1.0825 |
1.0876 |
1.1077 |
|
|
| 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 |
3.6% |
0.0139 |
1.3% |
17% |
False |
False |
271,703 |
| 10 |
1.1472 |
1.1066 |
0.0406 |
3.6% |
0.0133 |
1.2% |
17% |
False |
False |
268,442 |
| 20 |
1.1472 |
1.0791 |
0.0681 |
6.1% |
0.0142 |
1.3% |
50% |
False |
False |
282,453 |
| 40 |
1.1472 |
1.0529 |
0.0943 |
8.5% |
0.0138 |
1.2% |
64% |
False |
False |
266,615 |
| 60 |
1.1472 |
1.0473 |
0.0999 |
9.0% |
0.0147 |
1.3% |
66% |
False |
False |
242,428 |
| 80 |
1.1546 |
1.0473 |
0.1073 |
9.6% |
0.0137 |
1.2% |
62% |
False |
False |
182,270 |
| 100 |
1.2234 |
1.0473 |
0.1761 |
15.8% |
0.0136 |
1.2% |
38% |
False |
False |
146,041 |
| 120 |
1.2582 |
1.0473 |
0.2109 |
18.9% |
0.0129 |
1.2% |
31% |
False |
False |
121,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1623 |
|
2.618 |
1.1455 |
|
1.618 |
1.1352 |
|
1.000 |
1.1288 |
|
0.618 |
1.1249 |
|
HIGH |
1.1185 |
|
0.618 |
1.1146 |
|
0.500 |
1.1134 |
|
0.382 |
1.1121 |
|
LOW |
1.1082 |
|
0.618 |
1.1018 |
|
1.000 |
1.0979 |
|
1.618 |
1.0915 |
|
2.618 |
1.0812 |
|
4.250 |
1.0644 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1134 |
1.1199 |
| PP |
1.1134 |
1.1177 |
| S1 |
1.1134 |
1.1156 |
|