CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 13-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1172 |
1.1235 |
0.0063 |
0.6% |
1.1210 |
| High |
1.1297 |
1.1400 |
0.0103 |
0.9% |
1.1413 |
| Low |
1.1155 |
1.1223 |
0.0068 |
0.6% |
1.1088 |
| Close |
1.1239 |
1.1379 |
0.0140 |
1.2% |
1.1225 |
| Range |
0.0142 |
0.0177 |
0.0035 |
24.6% |
0.0325 |
| ATR |
0.0138 |
0.0140 |
0.0003 |
2.0% |
0.0000 |
| Volume |
1,057 |
991 |
-66 |
-6.2% |
9,762 |
|
| Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1865 |
1.1799 |
1.1476 |
|
| R3 |
1.1688 |
1.1622 |
1.1428 |
|
| R2 |
1.1511 |
1.1511 |
1.1411 |
|
| R1 |
1.1445 |
1.1445 |
1.1395 |
1.1478 |
| PP |
1.1334 |
1.1334 |
1.1334 |
1.1351 |
| S1 |
1.1268 |
1.1268 |
1.1363 |
1.1301 |
| S2 |
1.1157 |
1.1157 |
1.1347 |
|
| S3 |
1.0980 |
1.1091 |
1.1330 |
|
| S4 |
1.0803 |
1.0914 |
1.1282 |
|
|
| 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% |
0.0135 |
1.2% |
87% |
False |
False |
2,218 |
| 10 |
1.1413 |
1.1088 |
0.0325 |
2.9% |
0.0142 |
1.2% |
90% |
False |
False |
2,315 |
| 20 |
1.1413 |
1.0653 |
0.0760 |
6.7% |
0.0138 |
1.2% |
96% |
False |
False |
1,520 |
| 40 |
1.1413 |
1.0545 |
0.0868 |
7.6% |
0.0142 |
1.3% |
96% |
False |
False |
1,176 |
| 60 |
1.1480 |
1.0494 |
0.0986 |
8.7% |
0.0138 |
1.2% |
90% |
False |
False |
854 |
| 80 |
1.1649 |
1.0494 |
0.1155 |
10.2% |
0.0131 |
1.1% |
77% |
False |
False |
668 |
| 100 |
1.2320 |
1.0494 |
0.1826 |
16.0% |
0.0118 |
1.0% |
48% |
False |
False |
547 |
| 120 |
1.2584 |
1.0494 |
0.2090 |
18.4% |
0.0106 |
0.9% |
42% |
False |
False |
457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2152 |
|
2.618 |
1.1863 |
|
1.618 |
1.1686 |
|
1.000 |
1.1577 |
|
0.618 |
1.1509 |
|
HIGH |
1.1400 |
|
0.618 |
1.1332 |
|
0.500 |
1.1312 |
|
0.382 |
1.1291 |
|
LOW |
1.1223 |
|
0.618 |
1.1114 |
|
1.000 |
1.1046 |
|
1.618 |
1.0937 |
|
2.618 |
1.0760 |
|
4.250 |
1.0471 |
|
|
| Fisher Pivots for day following 13-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1357 |
1.1345 |
| PP |
1.1334 |
1.1310 |
| S1 |
1.1312 |
1.1276 |
|