CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 05-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2015 |
05-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1227 |
1.1180 |
-0.0047 |
-0.4% |
1.0906 |
| High |
1.1229 |
1.1239 |
0.0010 |
0.1% |
1.1320 |
| Low |
1.1166 |
1.1110 |
-0.0056 |
-0.5% |
1.0868 |
| Close |
1.1179 |
1.1235 |
0.0056 |
0.5% |
1.1232 |
| Range |
0.0063 |
0.0129 |
0.0066 |
104.8% |
0.0452 |
| ATR |
0.0115 |
0.0116 |
0.0001 |
0.9% |
0.0000 |
| Volume |
27 |
37 |
10 |
37.0% |
655 |
|
| Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1582 |
1.1537 |
1.1306 |
|
| R3 |
1.1453 |
1.1408 |
1.1270 |
|
| R2 |
1.1324 |
1.1324 |
1.1259 |
|
| R1 |
1.1279 |
1.1279 |
1.1247 |
1.1302 |
| PP |
1.1195 |
1.1195 |
1.1195 |
1.1206 |
| S1 |
1.1150 |
1.1150 |
1.1223 |
1.1173 |
| S2 |
1.1066 |
1.1066 |
1.1211 |
|
| S3 |
1.0937 |
1.1021 |
1.1200 |
|
| S4 |
1.0808 |
1.0892 |
1.1164 |
|
|
| 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 |
1.1031 |
0.0289 |
2.6% |
0.0130 |
1.2% |
71% |
False |
False |
97 |
| 10 |
1.1320 |
1.0711 |
0.0609 |
5.4% |
0.0114 |
1.0% |
86% |
False |
False |
77 |
| 20 |
1.1320 |
1.0570 |
0.0750 |
6.7% |
0.0111 |
1.0% |
89% |
False |
False |
59 |
| 40 |
1.1320 |
1.0520 |
0.0800 |
7.1% |
0.0121 |
1.1% |
89% |
False |
False |
48 |
| 60 |
1.1477 |
1.0520 |
0.0957 |
8.5% |
0.0099 |
0.9% |
75% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1787 |
|
2.618 |
1.1577 |
|
1.618 |
1.1448 |
|
1.000 |
1.1368 |
|
0.618 |
1.1319 |
|
HIGH |
1.1239 |
|
0.618 |
1.1190 |
|
0.500 |
1.1175 |
|
0.382 |
1.1159 |
|
LOW |
1.1110 |
|
0.618 |
1.1030 |
|
1.000 |
1.0981 |
|
1.618 |
1.0901 |
|
2.618 |
1.0772 |
|
4.250 |
1.0562 |
|
|
| Fisher Pivots for day following 05-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1215 |
1.1228 |
| PP |
1.1195 |
1.1222 |
| S1 |
1.1175 |
1.1215 |
|