CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 08-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2015 |
08-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1380 |
1.1278 |
-0.0102 |
-0.9% |
1.1227 |
| High |
1.1425 |
1.1310 |
-0.0115 |
-1.0% |
1.1425 |
| Low |
1.1296 |
1.1221 |
-0.0075 |
-0.7% |
1.1110 |
| Close |
1.1309 |
1.1244 |
-0.0065 |
-0.6% |
1.1244 |
| Range |
0.0129 |
0.0089 |
-0.0040 |
-31.0% |
0.0315 |
| ATR |
0.0120 |
0.0118 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
265 |
279 |
14 |
5.3% |
709 |
|
| Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1525 |
1.1474 |
1.1293 |
|
| R3 |
1.1436 |
1.1385 |
1.1268 |
|
| R2 |
1.1347 |
1.1347 |
1.1260 |
|
| R1 |
1.1296 |
1.1296 |
1.1252 |
1.1277 |
| PP |
1.1258 |
1.1258 |
1.1258 |
1.1249 |
| S1 |
1.1207 |
1.1207 |
1.1236 |
1.1188 |
| S2 |
1.1169 |
1.1169 |
1.1228 |
|
| S3 |
1.1080 |
1.1118 |
1.1220 |
|
| S4 |
1.0991 |
1.1029 |
1.1195 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2205 |
1.2039 |
1.1417 |
|
| R3 |
1.1890 |
1.1724 |
1.1331 |
|
| R2 |
1.1575 |
1.1575 |
1.1302 |
|
| R1 |
1.1409 |
1.1409 |
1.1273 |
1.1492 |
| PP |
1.1260 |
1.1260 |
1.1260 |
1.1301 |
| S1 |
1.1094 |
1.1094 |
1.1215 |
1.1177 |
| S2 |
1.0945 |
1.0945 |
1.1186 |
|
| S3 |
1.0630 |
1.0779 |
1.1157 |
|
| S4 |
1.0315 |
1.0464 |
1.1071 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1425 |
1.1110 |
0.0315 |
2.8% |
0.0113 |
1.0% |
43% |
False |
False |
141 |
| 10 |
1.1425 |
1.0868 |
0.0557 |
5.0% |
0.0122 |
1.1% |
68% |
False |
False |
136 |
| 20 |
1.1425 |
1.0570 |
0.0855 |
7.6% |
0.0114 |
1.0% |
79% |
False |
False |
89 |
| 40 |
1.1425 |
1.0553 |
0.0872 |
7.8% |
0.0119 |
1.1% |
79% |
False |
False |
60 |
| 60 |
1.1477 |
1.0520 |
0.0957 |
8.5% |
0.0103 |
0.9% |
76% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1688 |
|
2.618 |
1.1543 |
|
1.618 |
1.1454 |
|
1.000 |
1.1399 |
|
0.618 |
1.1365 |
|
HIGH |
1.1310 |
|
0.618 |
1.1276 |
|
0.500 |
1.1266 |
|
0.382 |
1.1255 |
|
LOW |
1.1221 |
|
0.618 |
1.1166 |
|
1.000 |
1.1132 |
|
1.618 |
1.1077 |
|
2.618 |
1.0988 |
|
4.250 |
1.0843 |
|
|
| Fisher Pivots for day following 08-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1266 |
1.1323 |
| PP |
1.1258 |
1.1297 |
| S1 |
1.1251 |
1.1270 |
|