CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 01-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
01-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1142 |
1.1239 |
0.0097 |
0.9% |
1.0878 |
| High |
1.1290 |
1.1308 |
0.0018 |
0.2% |
1.1308 |
| Low |
1.1092 |
1.1202 |
0.0110 |
1.0% |
1.0843 |
| Close |
1.1280 |
1.1213 |
-0.0067 |
-0.6% |
1.1213 |
| Range |
0.0198 |
0.0106 |
-0.0092 |
-46.5% |
0.0465 |
| ATR |
0.0144 |
0.0141 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
3,936 |
3,508 |
-428 |
-10.9% |
10,045 |
|
| Daily Pivots for day following 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1559 |
1.1492 |
1.1271 |
|
| R3 |
1.1453 |
1.1386 |
1.1242 |
|
| R2 |
1.1347 |
1.1347 |
1.1232 |
|
| R1 |
1.1280 |
1.1280 |
1.1223 |
1.1261 |
| PP |
1.1241 |
1.1241 |
1.1241 |
1.1231 |
| S1 |
1.1174 |
1.1174 |
1.1203 |
1.1155 |
| S2 |
1.1135 |
1.1135 |
1.1194 |
|
| S3 |
1.1029 |
1.1068 |
1.1184 |
|
| S4 |
1.0923 |
1.0962 |
1.1155 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2516 |
1.2330 |
1.1469 |
|
| R3 |
1.2051 |
1.1865 |
1.1341 |
|
| R2 |
1.1586 |
1.1586 |
1.1298 |
|
| R1 |
1.1400 |
1.1400 |
1.1256 |
1.1493 |
| PP |
1.1121 |
1.1121 |
1.1121 |
1.1168 |
| S1 |
1.0935 |
1.0935 |
1.1170 |
1.1028 |
| S2 |
1.0656 |
1.0656 |
1.1128 |
|
| S3 |
1.0191 |
1.0470 |
1.1085 |
|
| S4 |
0.9726 |
1.0005 |
1.0957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1308 |
1.0843 |
0.0465 |
4.1% |
0.0152 |
1.4% |
80% |
True |
False |
2,009 |
| 10 |
1.1308 |
1.0687 |
0.0621 |
5.5% |
0.0136 |
1.2% |
85% |
True |
False |
1,305 |
| 20 |
1.1308 |
1.0545 |
0.0763 |
6.8% |
0.0135 |
1.2% |
88% |
True |
False |
1,021 |
| 40 |
1.1308 |
1.0494 |
0.0814 |
7.3% |
0.0150 |
1.3% |
88% |
True |
False |
851 |
| 60 |
1.1503 |
1.0494 |
0.1009 |
9.0% |
0.0130 |
1.2% |
71% |
False |
False |
599 |
| 80 |
1.1900 |
1.0494 |
0.1406 |
12.5% |
0.0127 |
1.1% |
51% |
False |
False |
482 |
| 100 |
1.2564 |
1.0494 |
0.2070 |
18.5% |
0.0111 |
1.0% |
35% |
False |
False |
391 |
| 120 |
1.2610 |
1.0494 |
0.2116 |
18.9% |
0.0099 |
0.9% |
34% |
False |
False |
326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1759 |
|
2.618 |
1.1586 |
|
1.618 |
1.1480 |
|
1.000 |
1.1414 |
|
0.618 |
1.1374 |
|
HIGH |
1.1308 |
|
0.618 |
1.1268 |
|
0.500 |
1.1255 |
|
0.382 |
1.1242 |
|
LOW |
1.1202 |
|
0.618 |
1.1136 |
|
1.000 |
1.1096 |
|
1.618 |
1.1030 |
|
2.618 |
1.0924 |
|
4.250 |
1.0752 |
|
|
| Fisher Pivots for day following 01-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1255 |
1.1191 |
| PP |
1.1241 |
1.1169 |
| S1 |
1.1227 |
1.1148 |
|