CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 04-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2015 |
04-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1245 |
1.1227 |
-0.0018 |
-0.2% |
1.0906 |
| High |
1.1320 |
1.1229 |
-0.0091 |
-0.8% |
1.1320 |
| Low |
1.1232 |
1.1166 |
-0.0066 |
-0.6% |
1.0868 |
| Close |
1.1232 |
1.1179 |
-0.0053 |
-0.5% |
1.1232 |
| Range |
0.0088 |
0.0063 |
-0.0025 |
-28.4% |
0.0452 |
| ATR |
0.0118 |
0.0115 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
133 |
27 |
-106 |
-79.7% |
655 |
|
| Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1380 |
1.1343 |
1.1214 |
|
| R3 |
1.1317 |
1.1280 |
1.1196 |
|
| R2 |
1.1254 |
1.1254 |
1.1191 |
|
| R1 |
1.1217 |
1.1217 |
1.1185 |
1.1204 |
| PP |
1.1191 |
1.1191 |
1.1191 |
1.1185 |
| S1 |
1.1154 |
1.1154 |
1.1173 |
1.1141 |
| S2 |
1.1128 |
1.1128 |
1.1167 |
|
| S3 |
1.1065 |
1.1091 |
1.1162 |
|
| S4 |
1.1002 |
1.1028 |
1.1144 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2496 |
1.2316 |
1.1481 |
|
| R3 |
1.2044 |
1.1864 |
1.1356 |
|
| R2 |
1.1592 |
1.1592 |
1.1315 |
|
| R1 |
1.1412 |
1.1412 |
1.1273 |
1.1502 |
| PP |
1.1140 |
1.1140 |
1.1140 |
1.1185 |
| S1 |
1.0960 |
1.0960 |
1.1191 |
1.1050 |
| S2 |
1.0688 |
1.0688 |
1.1149 |
|
| S3 |
1.0236 |
1.0508 |
1.1108 |
|
| S4 |
0.9784 |
1.0056 |
1.0983 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1320 |
1.0920 |
0.0400 |
3.6% |
0.0126 |
1.1% |
65% |
False |
False |
113 |
| 10 |
1.1320 |
1.0711 |
0.0609 |
5.4% |
0.0110 |
1.0% |
77% |
False |
False |
75 |
| 20 |
1.1320 |
1.0570 |
0.0750 |
6.7% |
0.0109 |
1.0% |
81% |
False |
False |
59 |
| 40 |
1.1320 |
1.0520 |
0.0800 |
7.2% |
0.0119 |
1.1% |
82% |
False |
False |
47 |
| 60 |
1.1477 |
1.0520 |
0.0957 |
8.6% |
0.0098 |
0.9% |
69% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1497 |
|
2.618 |
1.1394 |
|
1.618 |
1.1331 |
|
1.000 |
1.1292 |
|
0.618 |
1.1268 |
|
HIGH |
1.1229 |
|
0.618 |
1.1205 |
|
0.500 |
1.1198 |
|
0.382 |
1.1190 |
|
LOW |
1.1166 |
|
0.618 |
1.1127 |
|
1.000 |
1.1103 |
|
1.618 |
1.1064 |
|
2.618 |
1.1001 |
|
4.250 |
1.0898 |
|
|
| Fisher Pivots for day following 04-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1198 |
1.1218 |
| PP |
1.1191 |
1.1205 |
| S1 |
1.1185 |
1.1192 |
|