CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 04-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2015 |
04-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1239 |
1.1210 |
-0.0029 |
-0.3% |
1.0878 |
| High |
1.1308 |
1.1244 |
-0.0064 |
-0.6% |
1.1308 |
| Low |
1.1202 |
1.1146 |
-0.0056 |
-0.5% |
1.0843 |
| Close |
1.1213 |
1.1160 |
-0.0053 |
-0.5% |
1.1213 |
| Range |
0.0106 |
0.0098 |
-0.0008 |
-7.5% |
0.0465 |
| ATR |
0.0141 |
0.0138 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
3,508 |
1,844 |
-1,664 |
-47.4% |
10,045 |
|
| Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1477 |
1.1417 |
1.1214 |
|
| R3 |
1.1379 |
1.1319 |
1.1187 |
|
| R2 |
1.1281 |
1.1281 |
1.1178 |
|
| R1 |
1.1221 |
1.1221 |
1.1169 |
1.1202 |
| PP |
1.1183 |
1.1183 |
1.1183 |
1.1174 |
| S1 |
1.1123 |
1.1123 |
1.1151 |
1.1104 |
| S2 |
1.1085 |
1.1085 |
1.1142 |
|
| S3 |
1.0987 |
1.1025 |
1.1133 |
|
| S4 |
1.0889 |
1.0927 |
1.1106 |
|
|
| 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 |
1.0882 |
0.0426 |
3.8% |
0.0151 |
1.4% |
65% |
False |
False |
2,197 |
| 10 |
1.1308 |
1.0687 |
0.0621 |
5.6% |
0.0135 |
1.2% |
76% |
False |
False |
1,424 |
| 20 |
1.1308 |
1.0545 |
0.0763 |
6.8% |
0.0133 |
1.2% |
81% |
False |
False |
1,094 |
| 40 |
1.1308 |
1.0494 |
0.0814 |
7.3% |
0.0151 |
1.4% |
82% |
False |
False |
892 |
| 60 |
1.1480 |
1.0494 |
0.0986 |
8.8% |
0.0129 |
1.2% |
68% |
False |
False |
630 |
| 80 |
1.1900 |
1.0494 |
0.1406 |
12.6% |
0.0127 |
1.1% |
47% |
False |
False |
505 |
| 100 |
1.2564 |
1.0494 |
0.2070 |
18.5% |
0.0112 |
1.0% |
32% |
False |
False |
409 |
| 120 |
1.2610 |
1.0494 |
0.2116 |
19.0% |
0.0099 |
0.9% |
31% |
False |
False |
342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1661 |
|
2.618 |
1.1501 |
|
1.618 |
1.1403 |
|
1.000 |
1.1342 |
|
0.618 |
1.1305 |
|
HIGH |
1.1244 |
|
0.618 |
1.1207 |
|
0.500 |
1.1195 |
|
0.382 |
1.1183 |
|
LOW |
1.1146 |
|
0.618 |
1.1085 |
|
1.000 |
1.1048 |
|
1.618 |
1.0987 |
|
2.618 |
1.0889 |
|
4.250 |
1.0730 |
|
|
| Fisher Pivots for day following 04-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1195 |
1.1200 |
| PP |
1.1183 |
1.1187 |
| S1 |
1.1172 |
1.1173 |
|