CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 18-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1419 |
1.1467 |
0.0048 |
0.4% |
1.1224 |
| High |
1.1485 |
1.1467 |
-0.0018 |
-0.2% |
1.1485 |
| Low |
1.1344 |
1.1319 |
-0.0025 |
-0.2% |
1.1152 |
| Close |
1.1483 |
1.1322 |
-0.0161 |
-1.4% |
1.1483 |
| Range |
0.0141 |
0.0148 |
0.0007 |
5.0% |
0.0333 |
| ATR |
0.0138 |
0.0140 |
0.0002 |
1.4% |
0.0000 |
| Volume |
1,933 |
2,557 |
624 |
32.3% |
10,917 |
|
| Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1813 |
1.1716 |
1.1403 |
|
| R3 |
1.1665 |
1.1568 |
1.1363 |
|
| R2 |
1.1517 |
1.1517 |
1.1349 |
|
| R1 |
1.1420 |
1.1420 |
1.1336 |
1.1395 |
| PP |
1.1369 |
1.1369 |
1.1369 |
1.1357 |
| S1 |
1.1272 |
1.1272 |
1.1308 |
1.1247 |
| S2 |
1.1221 |
1.1221 |
1.1295 |
|
| S3 |
1.1073 |
1.1124 |
1.1281 |
|
| S4 |
1.0925 |
1.0976 |
1.1241 |
|
|
| 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 |
1.1155 |
0.0330 |
2.9% |
0.0142 |
1.3% |
51% |
False |
False |
1,914 |
| 10 |
1.1485 |
1.1088 |
0.0397 |
3.5% |
0.0140 |
1.2% |
59% |
False |
False |
2,139 |
| 20 |
1.1485 |
1.0687 |
0.0798 |
7.0% |
0.0138 |
1.2% |
80% |
False |
False |
1,781 |
| 40 |
1.1485 |
1.0545 |
0.0940 |
8.3% |
0.0134 |
1.2% |
83% |
False |
False |
1,309 |
| 60 |
1.1485 |
1.0494 |
0.0991 |
8.8% |
0.0139 |
1.2% |
84% |
False |
False |
977 |
| 80 |
1.1560 |
1.0494 |
0.1066 |
9.4% |
0.0129 |
1.1% |
78% |
False |
False |
758 |
| 100 |
1.2251 |
1.0494 |
0.1757 |
15.5% |
0.0121 |
1.1% |
47% |
False |
False |
622 |
| 120 |
1.2564 |
1.0494 |
0.2070 |
18.3% |
0.0108 |
1.0% |
40% |
False |
False |
520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2096 |
|
2.618 |
1.1854 |
|
1.618 |
1.1706 |
|
1.000 |
1.1615 |
|
0.618 |
1.1558 |
|
HIGH |
1.1467 |
|
0.618 |
1.1410 |
|
0.500 |
1.1393 |
|
0.382 |
1.1376 |
|
LOW |
1.1319 |
|
0.618 |
1.1228 |
|
1.000 |
1.1171 |
|
1.618 |
1.1080 |
|
2.618 |
1.0932 |
|
4.250 |
1.0690 |
|
|
| Fisher Pivots for day following 18-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1393 |
1.1402 |
| PP |
1.1369 |
1.1375 |
| S1 |
1.1346 |
1.1349 |
|