CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 19-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1480 |
1.1339 |
-0.0141 |
-1.2% |
1.1194 |
| High |
1.1480 |
1.1342 |
-0.0138 |
-1.2% |
1.1501 |
| Low |
1.1337 |
1.1157 |
-0.0180 |
-1.6% |
1.1178 |
| Close |
1.1340 |
1.1191 |
-0.0149 |
-1.3% |
1.1501 |
| Range |
0.0143 |
0.0185 |
0.0042 |
29.4% |
0.0323 |
| ATR |
0.0122 |
0.0126 |
0.0005 |
3.7% |
0.0000 |
| Volume |
155 |
137 |
-18 |
-11.6% |
681 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1785 |
1.1673 |
1.1293 |
|
| R3 |
1.1600 |
1.1488 |
1.1242 |
|
| R2 |
1.1415 |
1.1415 |
1.1225 |
|
| R1 |
1.1303 |
1.1303 |
1.1208 |
1.1267 |
| PP |
1.1230 |
1.1230 |
1.1230 |
1.1212 |
| S1 |
1.1118 |
1.1118 |
1.1174 |
1.1082 |
| S2 |
1.1045 |
1.1045 |
1.1157 |
|
| S3 |
1.0860 |
1.0933 |
1.1140 |
|
| S4 |
1.0675 |
1.0748 |
1.1089 |
|
|
| 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 |
1.1157 |
0.0344 |
3.1% |
0.0142 |
1.3% |
10% |
False |
True |
164 |
| 10 |
1.1501 |
1.1157 |
0.0344 |
3.1% |
0.0125 |
1.1% |
10% |
False |
True |
161 |
| 20 |
1.1501 |
1.0711 |
0.0790 |
7.1% |
0.0120 |
1.1% |
61% |
False |
False |
119 |
| 40 |
1.1501 |
1.0570 |
0.0931 |
8.3% |
0.0110 |
1.0% |
67% |
False |
False |
76 |
| 60 |
1.1501 |
1.0520 |
0.0981 |
8.8% |
0.0113 |
1.0% |
68% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2128 |
|
2.618 |
1.1826 |
|
1.618 |
1.1641 |
|
1.000 |
1.1527 |
|
0.618 |
1.1456 |
|
HIGH |
1.1342 |
|
0.618 |
1.1271 |
|
0.500 |
1.1250 |
|
0.382 |
1.1228 |
|
LOW |
1.1157 |
|
0.618 |
1.1043 |
|
1.000 |
1.0972 |
|
1.618 |
1.0858 |
|
2.618 |
1.0673 |
|
4.250 |
1.0371 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1250 |
1.1329 |
| PP |
1.1230 |
1.1283 |
| S1 |
1.1211 |
1.1237 |
|