CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 05-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2015 |
05-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1199 |
1.1154 |
-0.0045 |
-0.4% |
1.0874 |
| High |
1.1231 |
1.1229 |
-0.0002 |
0.0% |
1.1297 |
| Low |
1.1129 |
1.1072 |
-0.0057 |
-0.5% |
1.0826 |
| Close |
1.1145 |
1.1201 |
0.0056 |
0.5% |
1.1198 |
| Range |
0.0102 |
0.0157 |
0.0055 |
53.9% |
0.0471 |
| ATR |
0.0143 |
0.0144 |
0.0001 |
0.7% |
0.0000 |
| Volume |
174,738 |
276,050 |
101,312 |
58.0% |
1,545,404 |
|
| Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1638 |
1.1577 |
1.1287 |
|
| R3 |
1.1481 |
1.1420 |
1.1244 |
|
| R2 |
1.1324 |
1.1324 |
1.1230 |
|
| R1 |
1.1263 |
1.1263 |
1.1215 |
1.1294 |
| PP |
1.1167 |
1.1167 |
1.1167 |
1.1183 |
| S1 |
1.1106 |
1.1106 |
1.1187 |
1.1137 |
| S2 |
1.1010 |
1.1010 |
1.1172 |
|
| S3 |
1.0853 |
1.0949 |
1.1158 |
|
| S4 |
1.0696 |
1.0792 |
1.1115 |
|
|
| 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 |
1.0965 |
0.0332 |
3.0% |
0.0160 |
1.4% |
71% |
False |
False |
309,531 |
| 10 |
1.1297 |
1.0672 |
0.0625 |
5.6% |
0.0143 |
1.3% |
85% |
False |
False |
277,732 |
| 20 |
1.1297 |
1.0529 |
0.0768 |
6.9% |
0.0138 |
1.2% |
88% |
False |
False |
273,537 |
| 40 |
1.1297 |
1.0473 |
0.0824 |
7.4% |
0.0156 |
1.4% |
88% |
False |
False |
273,887 |
| 60 |
1.1466 |
1.0473 |
0.0993 |
8.9% |
0.0137 |
1.2% |
73% |
False |
False |
186,628 |
| 80 |
1.1888 |
1.0473 |
0.1415 |
12.6% |
0.0141 |
1.3% |
51% |
False |
False |
140,383 |
| 100 |
1.2582 |
1.0473 |
0.2109 |
18.8% |
0.0129 |
1.2% |
35% |
False |
False |
112,389 |
| 120 |
1.2610 |
1.0473 |
0.2137 |
19.1% |
0.0123 |
1.1% |
34% |
False |
False |
93,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1896 |
|
2.618 |
1.1640 |
|
1.618 |
1.1483 |
|
1.000 |
1.1386 |
|
0.618 |
1.1326 |
|
HIGH |
1.1229 |
|
0.618 |
1.1169 |
|
0.500 |
1.1151 |
|
0.382 |
1.1132 |
|
LOW |
1.1072 |
|
0.618 |
1.0975 |
|
1.000 |
1.0915 |
|
1.618 |
1.0818 |
|
2.618 |
1.0661 |
|
4.250 |
1.0405 |
|
|
| Fisher Pivots for day following 05-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1184 |
1.1196 |
| PP |
1.1167 |
1.1190 |
| S1 |
1.1151 |
1.1185 |
|