CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 28-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0924 |
1.0943 |
0.0019 |
0.2% |
1.1480 |
| High |
1.0960 |
1.0990 |
0.0030 |
0.3% |
1.1480 |
| Low |
1.0863 |
1.0907 |
0.0044 |
0.4% |
1.1038 |
| Close |
1.0925 |
1.0990 |
0.0065 |
0.6% |
1.1076 |
| Range |
0.0097 |
0.0083 |
-0.0014 |
-14.4% |
0.0442 |
| ATR |
0.0125 |
0.0122 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
174 |
180 |
6 |
3.4% |
884 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1211 |
1.1184 |
1.1036 |
|
| R3 |
1.1128 |
1.1101 |
1.1013 |
|
| R2 |
1.1045 |
1.1045 |
1.1005 |
|
| R1 |
1.1018 |
1.1018 |
1.0998 |
1.1032 |
| PP |
1.0962 |
1.0962 |
1.0962 |
1.0969 |
| S1 |
1.0935 |
1.0935 |
1.0982 |
1.0949 |
| S2 |
1.0879 |
1.0879 |
1.0975 |
|
| S3 |
1.0796 |
1.0852 |
1.0967 |
|
| S4 |
1.0713 |
1.0769 |
1.0944 |
|
|
| 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% |
0.0110 |
1.0% |
35% |
False |
False |
171 |
| 10 |
1.1501 |
1.0863 |
0.0638 |
5.8% |
0.0118 |
1.1% |
20% |
False |
False |
180 |
| 20 |
1.1501 |
1.0863 |
0.0638 |
5.8% |
0.0117 |
1.1% |
20% |
False |
False |
152 |
| 40 |
1.1501 |
1.0570 |
0.0931 |
8.5% |
0.0112 |
1.0% |
45% |
False |
False |
100 |
| 60 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0118 |
1.1% |
48% |
False |
False |
80 |
| 80 |
1.1535 |
1.0520 |
0.1015 |
9.2% |
0.0101 |
0.9% |
46% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1343 |
|
2.618 |
1.1207 |
|
1.618 |
1.1124 |
|
1.000 |
1.1073 |
|
0.618 |
1.1041 |
|
HIGH |
1.0990 |
|
0.618 |
1.0958 |
|
0.500 |
1.0949 |
|
0.382 |
1.0939 |
|
LOW |
1.0907 |
|
0.618 |
1.0856 |
|
1.000 |
1.0824 |
|
1.618 |
1.0773 |
|
2.618 |
1.0690 |
|
4.250 |
1.0554 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0976 |
1.0975 |
| PP |
1.0962 |
1.0960 |
| S1 |
1.0949 |
1.0946 |
|