CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 26-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1111 |
1.0987 |
-0.0124 |
-1.1% |
1.1450 |
| High |
1.1212 |
1.1013 |
-0.0199 |
-1.8% |
1.1452 |
| Low |
1.1005 |
1.0866 |
-0.0139 |
-1.3% |
1.1005 |
| Close |
1.1043 |
1.0874 |
-0.0169 |
-1.5% |
1.1043 |
| Range |
0.0207 |
0.0147 |
-0.0060 |
-29.0% |
0.0447 |
| ATR |
0.0146 |
0.0148 |
0.0002 |
1.5% |
0.0000 |
| Volume |
291,161 |
316,539 |
25,378 |
8.7% |
1,365,041 |
|
| Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1359 |
1.1263 |
1.0955 |
|
| R3 |
1.1212 |
1.1116 |
1.0914 |
|
| R2 |
1.1065 |
1.1065 |
1.0901 |
|
| R1 |
1.0969 |
1.0969 |
1.0887 |
1.0944 |
| PP |
1.0918 |
1.0918 |
1.0918 |
1.0905 |
| S1 |
1.0822 |
1.0822 |
1.0861 |
1.0797 |
| S2 |
1.0771 |
1.0771 |
1.0847 |
|
| S3 |
1.0624 |
1.0675 |
1.0834 |
|
| S4 |
1.0477 |
1.0528 |
1.0793 |
|
|
| 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 |
1.1331 |
1.0866 |
0.0465 |
4.3% |
0.0151 |
1.4% |
2% |
False |
True |
295,118 |
| 10 |
1.1472 |
1.0866 |
0.0606 |
5.6% |
0.0149 |
1.4% |
1% |
False |
True |
274,815 |
| 20 |
1.1472 |
1.0866 |
0.0606 |
5.6% |
0.0148 |
1.4% |
1% |
False |
True |
288,624 |
| 40 |
1.1472 |
1.0529 |
0.0943 |
8.7% |
0.0138 |
1.3% |
37% |
False |
False |
266,777 |
| 60 |
1.1472 |
1.0473 |
0.0999 |
9.2% |
0.0149 |
1.4% |
40% |
False |
False |
252,391 |
| 80 |
1.1546 |
1.0473 |
0.1073 |
9.9% |
0.0139 |
1.3% |
37% |
False |
False |
189,810 |
| 100 |
1.2185 |
1.0473 |
0.1712 |
15.7% |
0.0138 |
1.3% |
23% |
False |
False |
152,114 |
| 120 |
1.2582 |
1.0473 |
0.2109 |
19.4% |
0.0130 |
1.2% |
19% |
False |
False |
126,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1638 |
|
2.618 |
1.1398 |
|
1.618 |
1.1251 |
|
1.000 |
1.1160 |
|
0.618 |
1.1104 |
|
HIGH |
1.1013 |
|
0.618 |
1.0957 |
|
0.500 |
1.0940 |
|
0.382 |
1.0922 |
|
LOW |
1.0866 |
|
0.618 |
1.0775 |
|
1.000 |
1.0719 |
|
1.618 |
1.0628 |
|
2.618 |
1.0481 |
|
4.250 |
1.0241 |
|
|
| Fisher Pivots for day following 26-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0940 |
1.1039 |
| PP |
1.0918 |
1.0984 |
| S1 |
1.0896 |
1.0929 |
|