CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 01-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
01-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1124 |
1.1224 |
0.0100 |
0.9% |
1.0874 |
| High |
1.1273 |
1.1297 |
0.0024 |
0.2% |
1.1297 |
| Low |
1.1077 |
1.1181 |
0.0104 |
0.9% |
1.0826 |
| Close |
1.1266 |
1.1198 |
-0.0068 |
-0.6% |
1.1198 |
| Range |
0.0196 |
0.0116 |
-0.0080 |
-40.8% |
0.0471 |
| ATR |
0.0148 |
0.0146 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
445,064 |
194,427 |
-250,637 |
-56.3% |
1,545,404 |
|
| Daily Pivots for day following 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1573 |
1.1502 |
1.1262 |
|
| R3 |
1.1457 |
1.1386 |
1.1230 |
|
| R2 |
1.1341 |
1.1341 |
1.1219 |
|
| R1 |
1.1270 |
1.1270 |
1.1209 |
1.1248 |
| PP |
1.1225 |
1.1225 |
1.1225 |
1.1214 |
| S1 |
1.1154 |
1.1154 |
1.1187 |
1.1132 |
| S2 |
1.1109 |
1.1109 |
1.1177 |
|
| S3 |
1.0993 |
1.1038 |
1.1166 |
|
| S4 |
1.0877 |
1.0922 |
1.1134 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2520 |
1.2330 |
1.1457 |
|
| R3 |
1.2049 |
1.1859 |
1.1328 |
|
| R2 |
1.1578 |
1.1578 |
1.1284 |
|
| R1 |
1.1388 |
1.1388 |
1.1241 |
1.1483 |
| PP |
1.1107 |
1.1107 |
1.1107 |
1.1155 |
| S1 |
1.0917 |
1.0917 |
1.1155 |
1.1012 |
| S2 |
1.0636 |
1.0636 |
1.1112 |
|
| S3 |
1.0165 |
1.0446 |
1.1068 |
|
| S4 |
0.9694 |
0.9975 |
1.0939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1297 |
1.0826 |
0.0471 |
4.2% |
0.0156 |
1.4% |
79% |
True |
False |
309,080 |
| 10 |
1.1297 |
1.0667 |
0.0630 |
5.6% |
0.0140 |
1.3% |
84% |
True |
False |
272,139 |
| 20 |
1.1297 |
1.0529 |
0.0768 |
6.9% |
0.0139 |
1.2% |
87% |
True |
False |
267,568 |
| 40 |
1.1297 |
1.0473 |
0.0824 |
7.4% |
0.0156 |
1.4% |
88% |
True |
False |
265,465 |
| 60 |
1.1513 |
1.0473 |
0.1040 |
9.3% |
0.0139 |
1.2% |
70% |
False |
False |
179,189 |
| 80 |
1.1914 |
1.0473 |
0.1441 |
12.9% |
0.0140 |
1.2% |
50% |
False |
False |
134,767 |
| 100 |
1.2582 |
1.0473 |
0.2109 |
18.8% |
0.0129 |
1.2% |
34% |
False |
False |
107,886 |
| 120 |
1.2610 |
1.0473 |
0.2137 |
19.1% |
0.0123 |
1.1% |
34% |
False |
False |
89,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1790 |
|
2.618 |
1.1601 |
|
1.618 |
1.1485 |
|
1.000 |
1.1413 |
|
0.618 |
1.1369 |
|
HIGH |
1.1297 |
|
0.618 |
1.1253 |
|
0.500 |
1.1239 |
|
0.382 |
1.1225 |
|
LOW |
1.1181 |
|
0.618 |
1.1109 |
|
1.000 |
1.1065 |
|
1.618 |
1.0993 |
|
2.618 |
1.0877 |
|
4.250 |
1.0688 |
|
|
| Fisher Pivots for day following 01-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1239 |
1.1176 |
| PP |
1.1225 |
1.1153 |
| S1 |
1.1212 |
1.1131 |
|