CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 20-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1335 |
1.1162 |
-0.0173 |
-1.5% |
1.1224 |
| High |
1.1343 |
1.1167 |
-0.0176 |
-1.6% |
1.1485 |
| Low |
1.1139 |
1.1080 |
-0.0059 |
-0.5% |
1.1152 |
| Close |
1.1173 |
1.1134 |
-0.0039 |
-0.3% |
1.1483 |
| Range |
0.0204 |
0.0087 |
-0.0117 |
-57.4% |
0.0333 |
| ATR |
0.0144 |
0.0141 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
1,559 |
4,214 |
2,655 |
170.3% |
10,917 |
|
| Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1388 |
1.1348 |
1.1182 |
|
| R3 |
1.1301 |
1.1261 |
1.1158 |
|
| R2 |
1.1214 |
1.1214 |
1.1150 |
|
| R1 |
1.1174 |
1.1174 |
1.1142 |
1.1151 |
| PP |
1.1127 |
1.1127 |
1.1127 |
1.1115 |
| S1 |
1.1087 |
1.1087 |
1.1126 |
1.1064 |
| S2 |
1.1040 |
1.1040 |
1.1118 |
|
| S3 |
1.0953 |
1.1000 |
1.1110 |
|
| S4 |
1.0866 |
1.0913 |
1.1086 |
|
|
| 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 |
1.1080 |
0.0405 |
3.6% |
0.0136 |
1.2% |
13% |
False |
True |
2,659 |
| 10 |
1.1485 |
1.1080 |
0.0405 |
3.6% |
0.0135 |
1.2% |
13% |
False |
True |
2,439 |
| 20 |
1.1485 |
1.0690 |
0.0795 |
7.1% |
0.0142 |
1.3% |
56% |
False |
False |
2,010 |
| 40 |
1.1485 |
1.0545 |
0.0940 |
8.4% |
0.0135 |
1.2% |
63% |
False |
False |
1,399 |
| 60 |
1.1485 |
1.0494 |
0.0991 |
8.9% |
0.0142 |
1.3% |
65% |
False |
False |
1,071 |
| 80 |
1.1560 |
1.0494 |
0.1066 |
9.6% |
0.0129 |
1.2% |
60% |
False |
False |
826 |
| 100 |
1.2243 |
1.0494 |
0.1749 |
15.7% |
0.0124 |
1.1% |
37% |
False |
False |
679 |
| 120 |
1.2564 |
1.0494 |
0.2070 |
18.6% |
0.0110 |
1.0% |
31% |
False |
False |
568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1537 |
|
2.618 |
1.1395 |
|
1.618 |
1.1308 |
|
1.000 |
1.1254 |
|
0.618 |
1.1221 |
|
HIGH |
1.1167 |
|
0.618 |
1.1134 |
|
0.500 |
1.1124 |
|
0.382 |
1.1113 |
|
LOW |
1.1080 |
|
0.618 |
1.1026 |
|
1.000 |
1.0993 |
|
1.618 |
1.0939 |
|
2.618 |
1.0852 |
|
4.250 |
1.0710 |
|
|
| Fisher Pivots for day following 20-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1131 |
1.1274 |
| PP |
1.1127 |
1.1227 |
| S1 |
1.1124 |
1.1181 |
|