CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 20-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1339 |
1.1161 |
-0.0178 |
-1.6% |
1.1194 |
| High |
1.1342 |
1.1175 |
-0.0167 |
-1.5% |
1.1501 |
| Low |
1.1157 |
1.1098 |
-0.0059 |
-0.5% |
1.1178 |
| Close |
1.1191 |
1.1152 |
-0.0039 |
-0.3% |
1.1501 |
| Range |
0.0185 |
0.0077 |
-0.0108 |
-58.4% |
0.0323 |
| ATR |
0.0126 |
0.0124 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
137 |
246 |
109 |
79.6% |
681 |
|
| Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1373 |
1.1339 |
1.1194 |
|
| R3 |
1.1296 |
1.1262 |
1.1173 |
|
| R2 |
1.1219 |
1.1219 |
1.1166 |
|
| R1 |
1.1185 |
1.1185 |
1.1159 |
1.1164 |
| PP |
1.1142 |
1.1142 |
1.1142 |
1.1131 |
| S1 |
1.1108 |
1.1108 |
1.1145 |
1.1087 |
| S2 |
1.1065 |
1.1065 |
1.1138 |
|
| S3 |
1.0988 |
1.1031 |
1.1131 |
|
| S4 |
1.0911 |
1.0954 |
1.1110 |
|
|
| 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 |
1.1098 |
0.0403 |
3.6% |
0.0127 |
1.1% |
13% |
False |
True |
189 |
| 10 |
1.1501 |
1.1098 |
0.0403 |
3.6% |
0.0117 |
1.0% |
13% |
False |
True |
176 |
| 20 |
1.1501 |
1.0711 |
0.0790 |
7.1% |
0.0120 |
1.1% |
56% |
False |
False |
131 |
| 40 |
1.1501 |
1.0570 |
0.0931 |
8.3% |
0.0110 |
1.0% |
63% |
False |
False |
82 |
| 60 |
1.1501 |
1.0520 |
0.0981 |
8.8% |
0.0114 |
1.0% |
64% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1502 |
|
2.618 |
1.1377 |
|
1.618 |
1.1300 |
|
1.000 |
1.1252 |
|
0.618 |
1.1223 |
|
HIGH |
1.1175 |
|
0.618 |
1.1146 |
|
0.500 |
1.1137 |
|
0.382 |
1.1127 |
|
LOW |
1.1098 |
|
0.618 |
1.1050 |
|
1.000 |
1.1021 |
|
1.618 |
1.0973 |
|
2.618 |
1.0896 |
|
4.250 |
1.0771 |
|
|
| Fisher Pivots for day following 20-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1147 |
1.1289 |
| PP |
1.1142 |
1.1243 |
| S1 |
1.1137 |
1.1198 |
|