CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 22-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1095 |
1.1111 |
0.0016 |
0.1% |
1.1450 |
| High |
1.1185 |
1.1212 |
0.0027 |
0.2% |
1.1452 |
| Low |
1.1082 |
1.1005 |
-0.0077 |
-0.7% |
1.1005 |
| Close |
1.1134 |
1.1043 |
-0.0091 |
-0.8% |
1.1043 |
| Range |
0.0103 |
0.0207 |
0.0104 |
101.0% |
0.0447 |
| ATR |
0.0141 |
0.0146 |
0.0005 |
3.3% |
0.0000 |
| Volume |
241,783 |
291,161 |
49,378 |
20.4% |
1,365,041 |
|
| Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1708 |
1.1582 |
1.1157 |
|
| R3 |
1.1501 |
1.1375 |
1.1100 |
|
| R2 |
1.1294 |
1.1294 |
1.1081 |
|
| R1 |
1.1168 |
1.1168 |
1.1062 |
1.1128 |
| PP |
1.1087 |
1.1087 |
1.1087 |
1.1066 |
| S1 |
1.0961 |
1.0961 |
1.1024 |
1.0921 |
| S2 |
1.0880 |
1.0880 |
1.1005 |
|
| S3 |
1.0673 |
1.0754 |
1.0986 |
|
| S4 |
1.0466 |
1.0547 |
1.0929 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2508 |
1.2222 |
1.1289 |
|
| R3 |
1.2061 |
1.1775 |
1.1166 |
|
| R2 |
1.1614 |
1.1614 |
1.1125 |
|
| R1 |
1.1328 |
1.1328 |
1.1084 |
1.1248 |
| PP |
1.1167 |
1.1167 |
1.1167 |
1.1126 |
| S1 |
1.0881 |
1.0881 |
1.1002 |
1.0801 |
| S2 |
1.0720 |
1.0720 |
1.0961 |
|
| S3 |
1.0273 |
1.0434 |
1.0920 |
|
| S4 |
0.9826 |
0.9987 |
1.0797 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1452 |
1.1005 |
0.0447 |
4.0% |
0.0152 |
1.4% |
9% |
False |
True |
273,008 |
| 10 |
1.1472 |
1.1005 |
0.0467 |
4.2% |
0.0142 |
1.3% |
8% |
False |
True |
264,657 |
| 20 |
1.1472 |
1.0826 |
0.0646 |
5.8% |
0.0146 |
1.3% |
34% |
False |
False |
282,845 |
| 40 |
1.1472 |
1.0529 |
0.0943 |
8.5% |
0.0138 |
1.3% |
55% |
False |
False |
265,860 |
| 60 |
1.1472 |
1.0473 |
0.0999 |
9.0% |
0.0148 |
1.3% |
57% |
False |
False |
247,253 |
| 80 |
1.1546 |
1.0473 |
0.1073 |
9.7% |
0.0139 |
1.3% |
53% |
False |
False |
185,872 |
| 100 |
1.2203 |
1.0473 |
0.1730 |
15.7% |
0.0137 |
1.2% |
33% |
False |
False |
148,952 |
| 120 |
1.2582 |
1.0473 |
0.2109 |
19.1% |
0.0130 |
1.2% |
27% |
False |
False |
124,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2092 |
|
2.618 |
1.1754 |
|
1.618 |
1.1547 |
|
1.000 |
1.1419 |
|
0.618 |
1.1340 |
|
HIGH |
1.1212 |
|
0.618 |
1.1133 |
|
0.500 |
1.1109 |
|
0.382 |
1.1084 |
|
LOW |
1.1005 |
|
0.618 |
1.0877 |
|
1.000 |
1.0798 |
|
1.618 |
1.0670 |
|
2.618 |
1.0463 |
|
4.250 |
1.0125 |
|
|
| Fisher Pivots for day following 22-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1109 |
1.1109 |
| PP |
1.1087 |
1.1087 |
| S1 |
1.1065 |
1.1065 |
|