CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 27-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2015 |
27-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1006 |
1.0924 |
-0.0082 |
-0.7% |
1.1480 |
| High |
1.1028 |
1.0960 |
-0.0068 |
-0.6% |
1.1480 |
| Low |
1.0907 |
1.0863 |
-0.0044 |
-0.4% |
1.1038 |
| Close |
1.0907 |
1.0925 |
0.0018 |
0.2% |
1.1076 |
| Range |
0.0121 |
0.0097 |
-0.0024 |
-19.8% |
0.0442 |
| ATR |
0.0127 |
0.0125 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
159 |
174 |
15 |
9.4% |
884 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1207 |
1.1163 |
1.0978 |
|
| R3 |
1.1110 |
1.1066 |
1.0952 |
|
| R2 |
1.1013 |
1.1013 |
1.0943 |
|
| R1 |
1.0969 |
1.0969 |
1.0934 |
1.0991 |
| PP |
1.0916 |
1.0916 |
1.0916 |
1.0927 |
| S1 |
1.0872 |
1.0872 |
1.0916 |
1.0894 |
| S2 |
1.0819 |
1.0819 |
1.0907 |
|
| S3 |
1.0722 |
1.0775 |
1.0898 |
|
| S4 |
1.0625 |
1.0678 |
1.0872 |
|
|
| 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 |
1.1225 |
1.0863 |
0.0362 |
3.3% |
0.0108 |
1.0% |
17% |
False |
True |
185 |
| 10 |
1.1501 |
1.0863 |
0.0638 |
5.8% |
0.0125 |
1.1% |
10% |
False |
True |
174 |
| 20 |
1.1501 |
1.0863 |
0.0638 |
5.8% |
0.0122 |
1.1% |
10% |
False |
True |
151 |
| 40 |
1.1501 |
1.0570 |
0.0931 |
8.5% |
0.0111 |
1.0% |
38% |
False |
False |
97 |
| 60 |
1.1501 |
1.0520 |
0.0981 |
9.0% |
0.0118 |
1.1% |
41% |
False |
False |
77 |
| 80 |
1.1542 |
1.0520 |
0.1022 |
9.4% |
0.0102 |
0.9% |
40% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1372 |
|
2.618 |
1.1214 |
|
1.618 |
1.1117 |
|
1.000 |
1.1057 |
|
0.618 |
1.1020 |
|
HIGH |
1.0960 |
|
0.618 |
1.0923 |
|
0.500 |
1.0912 |
|
0.382 |
1.0900 |
|
LOW |
1.0863 |
|
0.618 |
1.0803 |
|
1.000 |
1.0766 |
|
1.618 |
1.0706 |
|
2.618 |
1.0609 |
|
4.250 |
1.0451 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0921 |
1.1044 |
| PP |
1.0916 |
1.1004 |
| S1 |
1.0912 |
1.0965 |
|