CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 07-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2015 |
07-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1193 |
1.1349 |
0.0156 |
1.4% |
1.0874 |
| High |
1.1377 |
1.1398 |
0.0021 |
0.2% |
1.1297 |
| Low |
1.1181 |
1.1243 |
0.0062 |
0.6% |
1.0826 |
| Close |
1.1357 |
1.1274 |
-0.0083 |
-0.7% |
1.1198 |
| Range |
0.0196 |
0.0155 |
-0.0041 |
-20.9% |
0.0471 |
| ATR |
0.0148 |
0.0148 |
0.0001 |
0.4% |
0.0000 |
| Volume |
384,584 |
300,545 |
-84,039 |
-21.9% |
1,545,404 |
|
| Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1770 |
1.1677 |
1.1359 |
|
| R3 |
1.1615 |
1.1522 |
1.1317 |
|
| R2 |
1.1460 |
1.1460 |
1.1302 |
|
| R1 |
1.1367 |
1.1367 |
1.1288 |
1.1336 |
| PP |
1.1305 |
1.1305 |
1.1305 |
1.1290 |
| S1 |
1.1212 |
1.1212 |
1.1260 |
1.1181 |
| S2 |
1.1150 |
1.1150 |
1.1246 |
|
| S3 |
1.0995 |
1.1057 |
1.1231 |
|
| S4 |
1.0840 |
1.0902 |
1.1189 |
|
|
| 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 |
1.1398 |
1.1072 |
0.0326 |
2.9% |
0.0145 |
1.3% |
62% |
True |
False |
266,068 |
| 10 |
1.1398 |
1.0791 |
0.0607 |
5.4% |
0.0151 |
1.3% |
80% |
True |
False |
296,464 |
| 20 |
1.1398 |
1.0529 |
0.0869 |
7.7% |
0.0142 |
1.3% |
86% |
True |
False |
281,652 |
| 40 |
1.1398 |
1.0473 |
0.0925 |
8.2% |
0.0155 |
1.4% |
87% |
True |
False |
279,266 |
| 60 |
1.1466 |
1.0473 |
0.0993 |
8.8% |
0.0140 |
1.2% |
81% |
False |
False |
197,989 |
| 80 |
1.1872 |
1.0473 |
0.1399 |
12.4% |
0.0143 |
1.3% |
57% |
False |
False |
148,920 |
| 100 |
1.2582 |
1.0473 |
0.2109 |
18.7% |
0.0131 |
1.2% |
38% |
False |
False |
119,233 |
| 120 |
1.2610 |
1.0473 |
0.2137 |
19.0% |
0.0125 |
1.1% |
37% |
False |
False |
99,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2057 |
|
2.618 |
1.1804 |
|
1.618 |
1.1649 |
|
1.000 |
1.1553 |
|
0.618 |
1.1494 |
|
HIGH |
1.1398 |
|
0.618 |
1.1339 |
|
0.500 |
1.1321 |
|
0.382 |
1.1302 |
|
LOW |
1.1243 |
|
0.618 |
1.1147 |
|
1.000 |
1.1088 |
|
1.618 |
1.0992 |
|
2.618 |
1.0837 |
|
4.250 |
1.0584 |
|
|
| Fisher Pivots for day following 07-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1321 |
1.1261 |
| PP |
1.1305 |
1.1248 |
| S1 |
1.1290 |
1.1235 |
|