CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 15-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1409 |
1.1434 |
0.0025 |
0.2% |
1.1194 |
| High |
1.1482 |
1.1501 |
0.0019 |
0.2% |
1.1501 |
| Low |
1.1382 |
1.1372 |
-0.0010 |
-0.1% |
1.1178 |
| Close |
1.1432 |
1.1501 |
0.0069 |
0.6% |
1.1501 |
| Range |
0.0100 |
0.0129 |
0.0029 |
29.0% |
0.0323 |
| ATR |
0.0118 |
0.0118 |
0.0001 |
0.7% |
0.0000 |
| Volume |
196 |
213 |
17 |
8.7% |
681 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1845 |
1.1802 |
1.1572 |
|
| R3 |
1.1716 |
1.1673 |
1.1536 |
|
| R2 |
1.1587 |
1.1587 |
1.1525 |
|
| R1 |
1.1544 |
1.1544 |
1.1513 |
1.1566 |
| PP |
1.1458 |
1.1458 |
1.1458 |
1.1469 |
| S1 |
1.1415 |
1.1415 |
1.1489 |
1.1437 |
| S2 |
1.1329 |
1.1329 |
1.1477 |
|
| S3 |
1.1200 |
1.1286 |
1.1466 |
|
| S4 |
1.1071 |
1.1157 |
1.1430 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2362 |
1.2255 |
1.1679 |
|
| R3 |
1.2039 |
1.1932 |
1.1590 |
|
| R2 |
1.1716 |
1.1716 |
1.1560 |
|
| R1 |
1.1609 |
1.1609 |
1.1531 |
1.1663 |
| PP |
1.1393 |
1.1393 |
1.1393 |
1.1420 |
| S1 |
1.1286 |
1.1286 |
1.1471 |
1.1340 |
| S2 |
1.1070 |
1.1070 |
1.1442 |
|
| S3 |
1.0747 |
1.0963 |
1.1412 |
|
| S4 |
1.0424 |
1.0640 |
1.1323 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1501 |
1.1178 |
0.0323 |
2.8% |
0.0109 |
1.0% |
100% |
True |
False |
136 |
| 10 |
1.1501 |
1.1110 |
0.0391 |
3.4% |
0.0111 |
1.0% |
100% |
True |
False |
139 |
| 20 |
1.1501 |
1.0711 |
0.0790 |
6.9% |
0.0111 |
1.0% |
100% |
True |
False |
107 |
| 40 |
1.1501 |
1.0570 |
0.0931 |
8.1% |
0.0107 |
0.9% |
100% |
True |
False |
71 |
| 60 |
1.1501 |
1.0520 |
0.0981 |
8.5% |
0.0108 |
0.9% |
100% |
True |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2049 |
|
2.618 |
1.1839 |
|
1.618 |
1.1710 |
|
1.000 |
1.1630 |
|
0.618 |
1.1581 |
|
HIGH |
1.1501 |
|
0.618 |
1.1452 |
|
0.500 |
1.1437 |
|
0.382 |
1.1421 |
|
LOW |
1.1372 |
|
0.618 |
1.1292 |
|
1.000 |
1.1243 |
|
1.618 |
1.1163 |
|
2.618 |
1.1034 |
|
4.250 |
1.0824 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1480 |
1.1462 |
| PP |
1.1458 |
1.1423 |
| S1 |
1.1437 |
1.1384 |
|