CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 06-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1180 |
1.1253 |
0.0073 |
0.7% |
1.0906 |
| High |
1.1239 |
1.1408 |
0.0169 |
1.5% |
1.1320 |
| Low |
1.1110 |
1.1252 |
0.0142 |
1.3% |
1.0868 |
| Close |
1.1235 |
1.1391 |
0.0156 |
1.4% |
1.1232 |
| Range |
0.0129 |
0.0156 |
0.0027 |
20.9% |
0.0452 |
| ATR |
0.0116 |
0.0120 |
0.0004 |
3.5% |
0.0000 |
| Volume |
37 |
101 |
64 |
173.0% |
655 |
|
| Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1818 |
1.1761 |
1.1477 |
|
| R3 |
1.1662 |
1.1605 |
1.1434 |
|
| R2 |
1.1506 |
1.1506 |
1.1420 |
|
| R1 |
1.1449 |
1.1449 |
1.1405 |
1.1478 |
| PP |
1.1350 |
1.1350 |
1.1350 |
1.1365 |
| S1 |
1.1293 |
1.1293 |
1.1377 |
1.1322 |
| S2 |
1.1194 |
1.1194 |
1.1362 |
|
| S3 |
1.1038 |
1.1137 |
1.1348 |
|
| S4 |
1.0882 |
1.0981 |
1.1305 |
|
|
| 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 |
1.1408 |
1.1110 |
0.0298 |
2.6% |
0.0124 |
1.1% |
94% |
True |
False |
85 |
| 10 |
1.1408 |
1.0711 |
0.0697 |
6.1% |
0.0123 |
1.1% |
98% |
True |
False |
87 |
| 20 |
1.1408 |
1.0570 |
0.0838 |
7.4% |
0.0116 |
1.0% |
98% |
True |
False |
64 |
| 40 |
1.1408 |
1.0520 |
0.0888 |
7.8% |
0.0121 |
1.1% |
98% |
True |
False |
50 |
| 60 |
1.1477 |
1.0520 |
0.0957 |
8.4% |
0.0101 |
0.9% |
91% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2071 |
|
2.618 |
1.1816 |
|
1.618 |
1.1660 |
|
1.000 |
1.1564 |
|
0.618 |
1.1504 |
|
HIGH |
1.1408 |
|
0.618 |
1.1348 |
|
0.500 |
1.1330 |
|
0.382 |
1.1312 |
|
LOW |
1.1252 |
|
0.618 |
1.1156 |
|
1.000 |
1.1096 |
|
1.618 |
1.1000 |
|
2.618 |
1.0844 |
|
4.250 |
1.0589 |
|
|
| Fisher Pivots for day following 06-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1371 |
1.1347 |
| PP |
1.1350 |
1.1303 |
| S1 |
1.1330 |
1.1259 |
|