CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 12-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1224 |
1.1172 |
-0.0052 |
-0.5% |
1.1210 |
| High |
1.1224 |
1.1297 |
0.0073 |
0.7% |
1.1413 |
| Low |
1.1152 |
1.1155 |
0.0003 |
0.0% |
1.1088 |
| Close |
1.1175 |
1.1239 |
0.0064 |
0.6% |
1.1225 |
| Range |
0.0072 |
0.0142 |
0.0070 |
97.2% |
0.0325 |
| ATR |
0.0137 |
0.0138 |
0.0000 |
0.2% |
0.0000 |
| Volume |
3,901 |
1,057 |
-2,844 |
-72.9% |
9,762 |
|
| Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1656 |
1.1590 |
1.1317 |
|
| R3 |
1.1514 |
1.1448 |
1.1278 |
|
| R2 |
1.1372 |
1.1372 |
1.1265 |
|
| R1 |
1.1306 |
1.1306 |
1.1252 |
1.1339 |
| PP |
1.1230 |
1.1230 |
1.1230 |
1.1247 |
| S1 |
1.1164 |
1.1164 |
1.1226 |
1.1197 |
| S2 |
1.1088 |
1.1088 |
1.1213 |
|
| S3 |
1.0946 |
1.1022 |
1.1200 |
|
| S4 |
1.0804 |
1.0880 |
1.1161 |
|
|
| 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 |
1.1152 |
0.0261 |
2.3% |
0.0136 |
1.2% |
33% |
False |
False |
2,328 |
| 10 |
1.1413 |
1.0987 |
0.0426 |
3.8% |
0.0146 |
1.3% |
59% |
False |
False |
2,328 |
| 20 |
1.1413 |
1.0595 |
0.0818 |
7.3% |
0.0136 |
1.2% |
79% |
False |
False |
1,529 |
| 40 |
1.1413 |
1.0545 |
0.0868 |
7.7% |
0.0148 |
1.3% |
80% |
False |
False |
1,158 |
| 60 |
1.1480 |
1.0494 |
0.0986 |
8.8% |
0.0136 |
1.2% |
76% |
False |
False |
839 |
| 80 |
1.1672 |
1.0494 |
0.1178 |
10.5% |
0.0130 |
1.2% |
63% |
False |
False |
658 |
| 100 |
1.2360 |
1.0494 |
0.1866 |
16.6% |
0.0117 |
1.0% |
40% |
False |
False |
538 |
| 120 |
1.2610 |
1.0494 |
0.2116 |
18.8% |
0.0104 |
0.9% |
35% |
False |
False |
449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1901 |
|
2.618 |
1.1669 |
|
1.618 |
1.1527 |
|
1.000 |
1.1439 |
|
0.618 |
1.1385 |
|
HIGH |
1.1297 |
|
0.618 |
1.1243 |
|
0.500 |
1.1226 |
|
0.382 |
1.1209 |
|
LOW |
1.1155 |
|
0.618 |
1.1067 |
|
1.000 |
1.1013 |
|
1.618 |
1.0925 |
|
2.618 |
1.0783 |
|
4.250 |
1.0552 |
|
|
| Fisher Pivots for day following 12-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1235 |
1.1240 |
| PP |
1.1230 |
1.1240 |
| S1 |
1.1226 |
1.1239 |
|