CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 29-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0915 |
1.0972 |
0.0057 |
0.5% |
1.0999 |
| High |
1.0975 |
1.1023 |
0.0048 |
0.4% |
1.1024 |
| Low |
1.0883 |
1.0943 |
0.0060 |
0.6% |
1.0837 |
| Close |
1.0971 |
1.0997 |
0.0026 |
0.2% |
1.0997 |
| Range |
0.0092 |
0.0080 |
-0.0012 |
-13.0% |
0.0187 |
| ATR |
0.0139 |
0.0135 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
5,996 |
9,110 |
3,114 |
51.9% |
26,917 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1228 |
1.1192 |
1.1041 |
|
| R3 |
1.1148 |
1.1112 |
1.1019 |
|
| R2 |
1.1068 |
1.1068 |
1.1012 |
|
| R1 |
1.1032 |
1.1032 |
1.1004 |
1.1050 |
| PP |
1.0988 |
1.0988 |
1.0988 |
1.0997 |
| S1 |
1.0952 |
1.0952 |
1.0990 |
1.0970 |
| S2 |
1.0908 |
1.0908 |
1.0982 |
|
| S3 |
1.0828 |
1.0872 |
1.0975 |
|
| S4 |
1.0748 |
1.0792 |
1.0953 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1514 |
1.1442 |
1.1100 |
|
| R3 |
1.1327 |
1.1255 |
1.1048 |
|
| R2 |
1.1140 |
1.1140 |
1.1031 |
|
| R1 |
1.1068 |
1.1068 |
1.1014 |
1.1011 |
| PP |
1.0953 |
1.0953 |
1.0953 |
1.0924 |
| S1 |
1.0881 |
1.0881 |
1.0980 |
1.0824 |
| S2 |
1.0766 |
1.0766 |
1.0963 |
|
| S3 |
1.0579 |
1.0694 |
1.0946 |
|
| S4 |
1.0392 |
1.0507 |
1.0894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1225 |
1.0837 |
0.0388 |
3.5% |
0.0126 |
1.1% |
41% |
False |
False |
5,693 |
| 10 |
1.1485 |
1.0837 |
0.0648 |
5.9% |
0.0131 |
1.2% |
25% |
False |
False |
4,278 |
| 20 |
1.1485 |
1.0837 |
0.0648 |
5.9% |
0.0131 |
1.2% |
25% |
False |
False |
3,251 |
| 40 |
1.1485 |
1.0545 |
0.0940 |
8.5% |
0.0134 |
1.2% |
48% |
False |
False |
2,077 |
| 60 |
1.1485 |
1.0494 |
0.0991 |
9.0% |
0.0145 |
1.3% |
51% |
False |
False |
1,599 |
| 80 |
1.1511 |
1.0494 |
0.1017 |
9.2% |
0.0130 |
1.2% |
49% |
False |
False |
1,219 |
| 100 |
1.1918 |
1.0494 |
0.1424 |
12.9% |
0.0127 |
1.2% |
35% |
False |
False |
1,002 |
| 120 |
1.2564 |
1.0494 |
0.2070 |
18.8% |
0.0114 |
1.0% |
24% |
False |
False |
839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1363 |
|
2.618 |
1.1232 |
|
1.618 |
1.1152 |
|
1.000 |
1.1103 |
|
0.618 |
1.1072 |
|
HIGH |
1.1023 |
|
0.618 |
1.0992 |
|
0.500 |
1.0983 |
|
0.382 |
1.0974 |
|
LOW |
1.0943 |
|
0.618 |
1.0894 |
|
1.000 |
1.0863 |
|
1.618 |
1.0814 |
|
2.618 |
1.0734 |
|
4.250 |
1.0603 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0992 |
1.0975 |
| PP |
1.0988 |
1.0952 |
| S1 |
1.0983 |
1.0930 |
|