CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 08-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2015 |
08-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1365 |
1.1268 |
-0.0097 |
-0.9% |
1.1210 |
| High |
1.1413 |
1.1328 |
-0.0085 |
-0.7% |
1.1413 |
| Low |
1.1259 |
1.1200 |
-0.0059 |
-0.5% |
1.1088 |
| Close |
1.1289 |
1.1225 |
-0.0064 |
-0.6% |
1.1225 |
| Range |
0.0154 |
0.0128 |
-0.0026 |
-16.9% |
0.0325 |
| ATR |
0.0143 |
0.0142 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
3,020 |
2,124 |
-896 |
-29.7% |
9,762 |
|
| Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1635 |
1.1558 |
1.1295 |
|
| R3 |
1.1507 |
1.1430 |
1.1260 |
|
| R2 |
1.1379 |
1.1379 |
1.1248 |
|
| R1 |
1.1302 |
1.1302 |
1.1237 |
1.1277 |
| PP |
1.1251 |
1.1251 |
1.1251 |
1.1238 |
| S1 |
1.1174 |
1.1174 |
1.1213 |
1.1149 |
| S2 |
1.1123 |
1.1123 |
1.1202 |
|
| S3 |
1.0995 |
1.1046 |
1.1190 |
|
| S4 |
1.0867 |
1.0918 |
1.1155 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2217 |
1.2046 |
1.1404 |
|
| R3 |
1.1892 |
1.1721 |
1.1314 |
|
| R2 |
1.1567 |
1.1567 |
1.1285 |
|
| R1 |
1.1396 |
1.1396 |
1.1255 |
1.1482 |
| PP |
1.1242 |
1.1242 |
1.1242 |
1.1285 |
| S1 |
1.1071 |
1.1071 |
1.1195 |
1.1157 |
| S2 |
1.0917 |
1.0917 |
1.1165 |
|
| S3 |
1.0592 |
1.0746 |
1.1136 |
|
| S4 |
1.0267 |
1.0421 |
1.1046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1413 |
1.1088 |
0.0325 |
2.9% |
0.0144 |
1.3% |
42% |
False |
False |
1,952 |
| 10 |
1.1413 |
1.0843 |
0.0570 |
5.1% |
0.0148 |
1.3% |
67% |
False |
False |
1,980 |
| 20 |
1.1413 |
1.0545 |
0.0868 |
7.7% |
0.0139 |
1.2% |
78% |
False |
False |
1,358 |
| 40 |
1.1413 |
1.0510 |
0.0903 |
8.0% |
0.0149 |
1.3% |
79% |
False |
False |
1,049 |
| 60 |
1.1480 |
1.0494 |
0.0986 |
8.8% |
0.0135 |
1.2% |
74% |
False |
False |
758 |
| 80 |
1.1777 |
1.0494 |
0.1283 |
11.4% |
0.0131 |
1.2% |
57% |
False |
False |
599 |
| 100 |
1.2564 |
1.0494 |
0.2070 |
18.4% |
0.0117 |
1.0% |
35% |
False |
False |
488 |
| 120 |
1.2610 |
1.0494 |
0.2116 |
18.9% |
0.0103 |
0.9% |
35% |
False |
False |
408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1872 |
|
2.618 |
1.1663 |
|
1.618 |
1.1535 |
|
1.000 |
1.1456 |
|
0.618 |
1.1407 |
|
HIGH |
1.1328 |
|
0.618 |
1.1279 |
|
0.500 |
1.1264 |
|
0.382 |
1.1249 |
|
LOW |
1.1200 |
|
0.618 |
1.1121 |
|
1.000 |
1.1072 |
|
1.618 |
1.0993 |
|
2.618 |
1.0865 |
|
4.250 |
1.0656 |
|
|
| Fisher Pivots for day following 08-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1264 |
1.1307 |
| PP |
1.1251 |
1.1279 |
| S1 |
1.1238 |
1.1252 |
|