CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 15-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1372 |
1.1419 |
0.0047 |
0.4% |
1.1224 |
| High |
1.1463 |
1.1485 |
0.0022 |
0.2% |
1.1485 |
| Low |
1.1362 |
1.1344 |
-0.0018 |
-0.2% |
1.1152 |
| Close |
1.1414 |
1.1483 |
0.0069 |
0.6% |
1.1483 |
| Range |
0.0101 |
0.0141 |
0.0040 |
39.6% |
0.0333 |
| ATR |
0.0138 |
0.0138 |
0.0000 |
0.2% |
0.0000 |
| Volume |
3,035 |
1,933 |
-1,102 |
-36.3% |
10,917 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1860 |
1.1813 |
1.1561 |
|
| R3 |
1.1719 |
1.1672 |
1.1522 |
|
| R2 |
1.1578 |
1.1578 |
1.1509 |
|
| R1 |
1.1531 |
1.1531 |
1.1496 |
1.1555 |
| PP |
1.1437 |
1.1437 |
1.1437 |
1.1449 |
| S1 |
1.1390 |
1.1390 |
1.1470 |
1.1414 |
| S2 |
1.1296 |
1.1296 |
1.1457 |
|
| S3 |
1.1155 |
1.1249 |
1.1444 |
|
| S4 |
1.1014 |
1.1108 |
1.1405 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2372 |
1.2261 |
1.1666 |
|
| R3 |
1.2039 |
1.1928 |
1.1575 |
|
| R2 |
1.1706 |
1.1706 |
1.1544 |
|
| R1 |
1.1595 |
1.1595 |
1.1514 |
1.1651 |
| PP |
1.1373 |
1.1373 |
1.1373 |
1.1401 |
| S1 |
1.1262 |
1.1262 |
1.1452 |
1.1318 |
| S2 |
1.1040 |
1.1040 |
1.1422 |
|
| S3 |
1.0707 |
1.0929 |
1.1391 |
|
| S4 |
1.0374 |
1.0596 |
1.1300 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1485 |
1.1152 |
0.0333 |
2.9% |
0.0127 |
1.1% |
99% |
True |
False |
2,183 |
| 10 |
1.1485 |
1.1088 |
0.0397 |
3.5% |
0.0135 |
1.2% |
99% |
True |
False |
2,067 |
| 20 |
1.1485 |
1.0687 |
0.0798 |
6.9% |
0.0135 |
1.2% |
100% |
True |
False |
1,686 |
| 40 |
1.1485 |
1.0545 |
0.0940 |
8.2% |
0.0136 |
1.2% |
100% |
True |
False |
1,260 |
| 60 |
1.1485 |
1.0494 |
0.0991 |
8.6% |
0.0138 |
1.2% |
100% |
True |
False |
936 |
| 80 |
1.1560 |
1.0494 |
0.1066 |
9.3% |
0.0131 |
1.1% |
93% |
False |
False |
727 |
| 100 |
1.2251 |
1.0494 |
0.1757 |
15.3% |
0.0120 |
1.0% |
56% |
False |
False |
596 |
| 120 |
1.2564 |
1.0494 |
0.2070 |
18.0% |
0.0107 |
0.9% |
48% |
False |
False |
498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2084 |
|
2.618 |
1.1854 |
|
1.618 |
1.1713 |
|
1.000 |
1.1626 |
|
0.618 |
1.1572 |
|
HIGH |
1.1485 |
|
0.618 |
1.1431 |
|
0.500 |
1.1415 |
|
0.382 |
1.1398 |
|
LOW |
1.1344 |
|
0.618 |
1.1257 |
|
1.000 |
1.1203 |
|
1.618 |
1.1116 |
|
2.618 |
1.0975 |
|
4.250 |
1.0745 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1460 |
1.1440 |
| PP |
1.1437 |
1.1397 |
| S1 |
1.1415 |
1.1354 |
|