CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 14-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1268 |
1.1409 |
0.0141 |
1.3% |
1.1227 |
| High |
1.1419 |
1.1482 |
0.0063 |
0.6% |
1.1425 |
| Low |
1.1267 |
1.1382 |
0.0115 |
1.0% |
1.1110 |
| Close |
1.1398 |
1.1432 |
0.0034 |
0.3% |
1.1244 |
| Range |
0.0152 |
0.0100 |
-0.0052 |
-34.2% |
0.0315 |
| ATR |
0.0119 |
0.0118 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
122 |
196 |
74 |
60.7% |
709 |
|
| Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1732 |
1.1682 |
1.1487 |
|
| R3 |
1.1632 |
1.1582 |
1.1460 |
|
| R2 |
1.1532 |
1.1532 |
1.1450 |
|
| R1 |
1.1482 |
1.1482 |
1.1441 |
1.1507 |
| PP |
1.1432 |
1.1432 |
1.1432 |
1.1445 |
| S1 |
1.1382 |
1.1382 |
1.1423 |
1.1407 |
| S2 |
1.1332 |
1.1332 |
1.1414 |
|
| S3 |
1.1232 |
1.1282 |
1.1405 |
|
| S4 |
1.1132 |
1.1182 |
1.1377 |
|
|
| 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 |
1.1482 |
1.1178 |
0.0304 |
2.7% |
0.0101 |
0.9% |
84% |
True |
False |
149 |
| 10 |
1.1482 |
1.1110 |
0.0372 |
3.3% |
0.0107 |
0.9% |
87% |
True |
False |
131 |
| 20 |
1.1482 |
1.0711 |
0.0771 |
6.7% |
0.0108 |
0.9% |
94% |
True |
False |
100 |
| 40 |
1.1482 |
1.0570 |
0.0912 |
8.0% |
0.0109 |
1.0% |
95% |
True |
False |
67 |
| 60 |
1.1482 |
1.0520 |
0.0962 |
8.4% |
0.0108 |
0.9% |
95% |
True |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1907 |
|
2.618 |
1.1744 |
|
1.618 |
1.1644 |
|
1.000 |
1.1582 |
|
0.618 |
1.1544 |
|
HIGH |
1.1482 |
|
0.618 |
1.1444 |
|
0.500 |
1.1432 |
|
0.382 |
1.1420 |
|
LOW |
1.1382 |
|
0.618 |
1.1320 |
|
1.000 |
1.1282 |
|
1.618 |
1.1220 |
|
2.618 |
1.1120 |
|
4.250 |
1.0957 |
|
|
| Fisher Pivots for day following 14-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1432 |
1.1399 |
| PP |
1.1432 |
1.1365 |
| S1 |
1.1432 |
1.1332 |
|