CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 29-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0943 |
1.1000 |
0.0057 |
0.5% |
1.1006 |
| High |
1.0990 |
1.1031 |
0.0041 |
0.4% |
1.1031 |
| Low |
1.0907 |
1.0963 |
0.0056 |
0.5% |
1.0863 |
| Close |
1.0990 |
1.1015 |
0.0025 |
0.2% |
1.1015 |
| Range |
0.0083 |
0.0068 |
-0.0015 |
-18.1% |
0.0168 |
| ATR |
0.0122 |
0.0118 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
180 |
153 |
-27 |
-15.0% |
666 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1207 |
1.1179 |
1.1052 |
|
| R3 |
1.1139 |
1.1111 |
1.1034 |
|
| R2 |
1.1071 |
1.1071 |
1.1027 |
|
| R1 |
1.1043 |
1.1043 |
1.1021 |
1.1057 |
| PP |
1.1003 |
1.1003 |
1.1003 |
1.1010 |
| S1 |
1.0975 |
1.0975 |
1.1009 |
1.0989 |
| S2 |
1.0935 |
1.0935 |
1.1003 |
|
| S3 |
1.0867 |
1.0907 |
1.0996 |
|
| S4 |
1.0799 |
1.0839 |
1.0978 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1474 |
1.1412 |
1.1107 |
|
| R3 |
1.1306 |
1.1244 |
1.1061 |
|
| R2 |
1.1138 |
1.1138 |
1.1046 |
|
| R1 |
1.1076 |
1.1076 |
1.1030 |
1.1107 |
| PP |
1.0970 |
1.0970 |
1.0970 |
1.0985 |
| S1 |
1.0908 |
1.0908 |
1.1000 |
1.0939 |
| S2 |
1.0802 |
1.0802 |
1.0984 |
|
| S3 |
1.0634 |
1.0740 |
1.0969 |
|
| S4 |
1.0466 |
1.0572 |
1.0923 |
|
|
| 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% |
0.0111 |
1.0% |
42% |
False |
False |
169 |
| 10 |
1.1501 |
1.0863 |
0.0638 |
5.8% |
0.0115 |
1.0% |
24% |
False |
False |
176 |
| 20 |
1.1501 |
1.0863 |
0.0638 |
5.8% |
0.0111 |
1.0% |
24% |
False |
False |
153 |
| 40 |
1.1501 |
1.0570 |
0.0931 |
8.5% |
0.0112 |
1.0% |
48% |
False |
False |
102 |
| 60 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0118 |
1.1% |
50% |
False |
False |
81 |
| 80 |
1.1535 |
1.0520 |
0.1015 |
9.2% |
0.0101 |
0.9% |
49% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1320 |
|
2.618 |
1.1209 |
|
1.618 |
1.1141 |
|
1.000 |
1.1099 |
|
0.618 |
1.1073 |
|
HIGH |
1.1031 |
|
0.618 |
1.1005 |
|
0.500 |
1.0997 |
|
0.382 |
1.0989 |
|
LOW |
1.0963 |
|
0.618 |
1.0921 |
|
1.000 |
1.0895 |
|
1.618 |
1.0853 |
|
2.618 |
1.0785 |
|
4.250 |
1.0674 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1009 |
1.0992 |
| PP |
1.1003 |
1.0970 |
| S1 |
1.0997 |
1.0947 |
|