CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 19-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1467 |
1.1335 |
-0.0132 |
-1.2% |
1.1224 |
| High |
1.1467 |
1.1343 |
-0.0124 |
-1.1% |
1.1485 |
| Low |
1.1319 |
1.1139 |
-0.0180 |
-1.6% |
1.1152 |
| Close |
1.1322 |
1.1173 |
-0.0149 |
-1.3% |
1.1483 |
| Range |
0.0148 |
0.0204 |
0.0056 |
37.8% |
0.0333 |
| ATR |
0.0140 |
0.0144 |
0.0005 |
3.3% |
0.0000 |
| Volume |
2,557 |
1,559 |
-998 |
-39.0% |
10,917 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1830 |
1.1706 |
1.1285 |
|
| R3 |
1.1626 |
1.1502 |
1.1229 |
|
| R2 |
1.1422 |
1.1422 |
1.1210 |
|
| R1 |
1.1298 |
1.1298 |
1.1192 |
1.1258 |
| PP |
1.1218 |
1.1218 |
1.1218 |
1.1199 |
| S1 |
1.1094 |
1.1094 |
1.1154 |
1.1054 |
| S2 |
1.1014 |
1.1014 |
1.1136 |
|
| S3 |
1.0810 |
1.0890 |
1.1117 |
|
| S4 |
1.0606 |
1.0686 |
1.1061 |
|
|
| 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 |
1.1139 |
0.0346 |
3.1% |
0.0154 |
1.4% |
10% |
False |
True |
2,015 |
| 10 |
1.1485 |
1.1139 |
0.0346 |
3.1% |
0.0145 |
1.3% |
10% |
False |
True |
2,171 |
| 20 |
1.1485 |
1.0690 |
0.0795 |
7.1% |
0.0142 |
1.3% |
61% |
False |
False |
1,837 |
| 40 |
1.1485 |
1.0545 |
0.0940 |
8.4% |
0.0136 |
1.2% |
67% |
False |
False |
1,323 |
| 60 |
1.1485 |
1.0494 |
0.0991 |
8.9% |
0.0141 |
1.3% |
69% |
False |
False |
1,002 |
| 80 |
1.1560 |
1.0494 |
0.1066 |
9.5% |
0.0130 |
1.2% |
64% |
False |
False |
774 |
| 100 |
1.2251 |
1.0494 |
0.1757 |
15.7% |
0.0123 |
1.1% |
39% |
False |
False |
637 |
| 120 |
1.2564 |
1.0494 |
0.2070 |
18.5% |
0.0109 |
1.0% |
33% |
False |
False |
533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2210 |
|
2.618 |
1.1877 |
|
1.618 |
1.1673 |
|
1.000 |
1.1547 |
|
0.618 |
1.1469 |
|
HIGH |
1.1343 |
|
0.618 |
1.1265 |
|
0.500 |
1.1241 |
|
0.382 |
1.1217 |
|
LOW |
1.1139 |
|
0.618 |
1.1013 |
|
1.000 |
1.0935 |
|
1.618 |
1.0809 |
|
2.618 |
1.0605 |
|
4.250 |
1.0272 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1241 |
1.1312 |
| PP |
1.1218 |
1.1266 |
| S1 |
1.1196 |
1.1219 |
|