CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 26-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1146 |
1.1006 |
-0.0140 |
-1.3% |
1.1480 |
| High |
1.1225 |
1.1028 |
-0.0197 |
-1.8% |
1.1480 |
| Low |
1.1038 |
1.0907 |
-0.0131 |
-1.2% |
1.1038 |
| Close |
1.1076 |
1.0907 |
-0.0169 |
-1.5% |
1.1076 |
| Range |
0.0187 |
0.0121 |
-0.0066 |
-35.3% |
0.0442 |
| ATR |
0.0124 |
0.0127 |
0.0003 |
2.6% |
0.0000 |
| Volume |
180 |
159 |
-21 |
-11.7% |
884 |
|
| Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1310 |
1.1230 |
1.0974 |
|
| R3 |
1.1189 |
1.1109 |
1.0940 |
|
| R2 |
1.1068 |
1.1068 |
1.0929 |
|
| R1 |
1.0988 |
1.0988 |
1.0918 |
1.0968 |
| PP |
1.0947 |
1.0947 |
1.0947 |
1.0937 |
| S1 |
1.0867 |
1.0867 |
1.0896 |
1.0847 |
| S2 |
1.0826 |
1.0826 |
1.0885 |
|
| S3 |
1.0705 |
1.0746 |
1.0874 |
|
| S4 |
1.0584 |
1.0625 |
1.0840 |
|
|
| 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 |
1.1342 |
1.0907 |
0.0435 |
4.0% |
0.0126 |
1.2% |
0% |
False |
True |
177 |
| 10 |
1.1501 |
1.0907 |
0.0594 |
5.4% |
0.0129 |
1.2% |
0% |
False |
True |
160 |
| 20 |
1.1501 |
1.0907 |
0.0594 |
5.4% |
0.0123 |
1.1% |
0% |
False |
True |
148 |
| 40 |
1.1501 |
1.0570 |
0.0931 |
8.5% |
0.0110 |
1.0% |
36% |
False |
False |
94 |
| 60 |
1.1501 |
1.0520 |
0.0981 |
9.0% |
0.0117 |
1.1% |
39% |
False |
False |
74 |
| 80 |
1.1542 |
1.0520 |
0.1022 |
9.4% |
0.0101 |
0.9% |
38% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1542 |
|
2.618 |
1.1345 |
|
1.618 |
1.1224 |
|
1.000 |
1.1149 |
|
0.618 |
1.1103 |
|
HIGH |
1.1028 |
|
0.618 |
1.0982 |
|
0.500 |
1.0968 |
|
0.382 |
1.0953 |
|
LOW |
1.0907 |
|
0.618 |
1.0832 |
|
1.000 |
1.0786 |
|
1.618 |
1.0711 |
|
2.618 |
1.0590 |
|
4.250 |
1.0393 |
|
|
| Fisher Pivots for day following 26-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0968 |
1.1066 |
| PP |
1.0947 |
1.1013 |
| S1 |
1.0927 |
1.0960 |
|