CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 22-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1106 |
1.1125 |
0.0019 |
0.2% |
1.1467 |
| High |
1.1198 |
1.1225 |
0.0027 |
0.2% |
1.1467 |
| Low |
1.1098 |
1.1020 |
-0.0078 |
-0.7% |
1.1020 |
| Close |
1.1148 |
1.1057 |
-0.0091 |
-0.8% |
1.1057 |
| Range |
0.0100 |
0.0205 |
0.0105 |
105.0% |
0.0447 |
| ATR |
0.0138 |
0.0143 |
0.0005 |
3.5% |
0.0000 |
| Volume |
4,055 |
1,548 |
-2,507 |
-61.8% |
13,933 |
|
| Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1716 |
1.1591 |
1.1170 |
|
| R3 |
1.1511 |
1.1386 |
1.1113 |
|
| R2 |
1.1306 |
1.1306 |
1.1095 |
|
| R1 |
1.1181 |
1.1181 |
1.1076 |
1.1141 |
| PP |
1.1101 |
1.1101 |
1.1101 |
1.1081 |
| S1 |
1.0976 |
1.0976 |
1.1038 |
1.0936 |
| S2 |
1.0896 |
1.0896 |
1.1019 |
|
| S3 |
1.0691 |
1.0771 |
1.1001 |
|
| S4 |
1.0486 |
1.0566 |
1.0944 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2522 |
1.2237 |
1.1303 |
|
| R3 |
1.2075 |
1.1790 |
1.1180 |
|
| R2 |
1.1628 |
1.1628 |
1.1139 |
|
| R1 |
1.1343 |
1.1343 |
1.1098 |
1.1262 |
| PP |
1.1181 |
1.1181 |
1.1181 |
1.1141 |
| S1 |
1.0896 |
1.0896 |
1.1016 |
1.0815 |
| S2 |
1.0734 |
1.0734 |
1.0975 |
|
| S3 |
1.0287 |
1.0449 |
1.0934 |
|
| S4 |
0.9840 |
1.0002 |
1.0811 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1467 |
1.1020 |
0.0447 |
4.0% |
0.0149 |
1.3% |
8% |
False |
True |
2,786 |
| 10 |
1.1485 |
1.1020 |
0.0465 |
4.2% |
0.0138 |
1.2% |
8% |
False |
True |
2,485 |
| 20 |
1.1485 |
1.0843 |
0.0642 |
5.8% |
0.0143 |
1.3% |
33% |
False |
False |
2,232 |
| 40 |
1.1485 |
1.0545 |
0.0940 |
8.5% |
0.0134 |
1.2% |
54% |
False |
False |
1,502 |
| 60 |
1.1485 |
1.0494 |
0.0991 |
9.0% |
0.0143 |
1.3% |
57% |
False |
False |
1,160 |
| 80 |
1.1560 |
1.0494 |
0.1066 |
9.6% |
0.0131 |
1.2% |
53% |
False |
False |
890 |
| 100 |
1.2184 |
1.0494 |
0.1690 |
15.3% |
0.0126 |
1.1% |
33% |
False |
False |
735 |
| 120 |
1.2564 |
1.0494 |
0.2070 |
18.7% |
0.0112 |
1.0% |
27% |
False |
False |
614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2096 |
|
2.618 |
1.1762 |
|
1.618 |
1.1557 |
|
1.000 |
1.1430 |
|
0.618 |
1.1352 |
|
HIGH |
1.1225 |
|
0.618 |
1.1147 |
|
0.500 |
1.1123 |
|
0.382 |
1.1098 |
|
LOW |
1.1020 |
|
0.618 |
1.0893 |
|
1.000 |
1.0815 |
|
1.618 |
1.0688 |
|
2.618 |
1.0483 |
|
4.250 |
1.0149 |
|
|
| Fisher Pivots for day following 22-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1123 |
1.1123 |
| PP |
1.1101 |
1.1101 |
| S1 |
1.1079 |
1.1079 |
|