CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 22-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1151 |
1.1146 |
-0.0005 |
0.0% |
1.1480 |
| High |
1.1205 |
1.1225 |
0.0020 |
0.2% |
1.1480 |
| Low |
1.1145 |
1.1038 |
-0.0107 |
-1.0% |
1.1038 |
| Close |
1.1166 |
1.1076 |
-0.0090 |
-0.8% |
1.1076 |
| Range |
0.0060 |
0.0187 |
0.0127 |
211.7% |
0.0442 |
| ATR |
0.0119 |
0.0124 |
0.0005 |
4.1% |
0.0000 |
| Volume |
166 |
180 |
14 |
8.4% |
884 |
|
| Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1674 |
1.1562 |
1.1179 |
|
| R3 |
1.1487 |
1.1375 |
1.1127 |
|
| R2 |
1.1300 |
1.1300 |
1.1110 |
|
| R1 |
1.1188 |
1.1188 |
1.1093 |
1.1151 |
| PP |
1.1113 |
1.1113 |
1.1113 |
1.1094 |
| S1 |
1.1001 |
1.1001 |
1.1059 |
1.0964 |
| S2 |
1.0926 |
1.0926 |
1.1042 |
|
| S3 |
1.0739 |
1.0814 |
1.1025 |
|
| S4 |
1.0552 |
1.0627 |
1.0973 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2524 |
1.2242 |
1.1319 |
|
| R3 |
1.2082 |
1.1800 |
1.1198 |
|
| R2 |
1.1640 |
1.1640 |
1.1157 |
|
| R1 |
1.1358 |
1.1358 |
1.1117 |
1.1278 |
| PP |
1.1198 |
1.1198 |
1.1198 |
1.1158 |
| S1 |
1.0916 |
1.0916 |
1.1035 |
1.0836 |
| S2 |
1.0756 |
1.0756 |
1.0995 |
|
| S3 |
1.0314 |
1.0474 |
1.0954 |
|
| S4 |
0.9872 |
1.0032 |
1.0833 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1480 |
1.1038 |
0.0442 |
4.0% |
0.0130 |
1.2% |
9% |
False |
True |
176 |
| 10 |
1.1501 |
1.1038 |
0.0463 |
4.2% |
0.0120 |
1.1% |
8% |
False |
True |
156 |
| 20 |
1.1501 |
1.0868 |
0.0633 |
5.7% |
0.0121 |
1.1% |
33% |
False |
False |
146 |
| 40 |
1.1501 |
1.0570 |
0.0931 |
8.4% |
0.0108 |
1.0% |
54% |
False |
False |
90 |
| 60 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0116 |
1.0% |
57% |
False |
False |
71 |
| 80 |
1.1542 |
1.0520 |
0.1022 |
9.2% |
0.0100 |
0.9% |
54% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2020 |
|
2.618 |
1.1715 |
|
1.618 |
1.1528 |
|
1.000 |
1.1412 |
|
0.618 |
1.1341 |
|
HIGH |
1.1225 |
|
0.618 |
1.1154 |
|
0.500 |
1.1132 |
|
0.382 |
1.1109 |
|
LOW |
1.1038 |
|
0.618 |
1.0922 |
|
1.000 |
1.0851 |
|
1.618 |
1.0735 |
|
2.618 |
1.0548 |
|
4.250 |
1.0243 |
|
|
| Fisher Pivots for day following 22-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1132 |
1.1132 |
| PP |
1.1113 |
1.1113 |
| S1 |
1.1095 |
1.1095 |
|