CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 18-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1414 |
1.1450 |
0.0036 |
0.3% |
1.1206 |
| High |
1.1472 |
1.1452 |
-0.0020 |
-0.2% |
1.1472 |
| Low |
1.1328 |
1.1302 |
-0.0026 |
-0.2% |
1.1136 |
| Close |
1.1469 |
1.1308 |
-0.0161 |
-1.4% |
1.1469 |
| Range |
0.0144 |
0.0150 |
0.0006 |
4.2% |
0.0336 |
| ATR |
0.0142 |
0.0144 |
0.0002 |
1.3% |
0.0000 |
| Volume |
284,636 |
205,989 |
-78,647 |
-27.6% |
1,281,533 |
|
| Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1804 |
1.1706 |
1.1391 |
|
| R3 |
1.1654 |
1.1556 |
1.1349 |
|
| R2 |
1.1504 |
1.1504 |
1.1336 |
|
| R1 |
1.1406 |
1.1406 |
1.1322 |
1.1380 |
| PP |
1.1354 |
1.1354 |
1.1354 |
1.1341 |
| S1 |
1.1256 |
1.1256 |
1.1294 |
1.1230 |
| S2 |
1.1204 |
1.1204 |
1.1281 |
|
| S3 |
1.1054 |
1.1106 |
1.1267 |
|
| S4 |
1.0904 |
1.0956 |
1.1226 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2367 |
1.2254 |
1.1654 |
|
| R3 |
1.2031 |
1.1918 |
1.1561 |
|
| R2 |
1.1695 |
1.1695 |
1.1531 |
|
| R1 |
1.1582 |
1.1582 |
1.1500 |
1.1639 |
| PP |
1.1359 |
1.1359 |
1.1359 |
1.1387 |
| S1 |
1.1246 |
1.1246 |
1.1438 |
1.1303 |
| S2 |
1.1023 |
1.1023 |
1.1407 |
|
| S3 |
1.0687 |
1.0910 |
1.1377 |
|
| S4 |
1.0351 |
1.0574 |
1.1284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1472 |
1.1139 |
0.0333 |
2.9% |
0.0146 |
1.3% |
51% |
False |
False |
254,513 |
| 10 |
1.1472 |
1.1072 |
0.0400 |
3.5% |
0.0143 |
1.3% |
59% |
False |
False |
277,771 |
| 20 |
1.1472 |
1.0667 |
0.0805 |
7.1% |
0.0141 |
1.3% |
80% |
False |
False |
274,556 |
| 40 |
1.1472 |
1.0529 |
0.0943 |
8.3% |
0.0140 |
1.2% |
83% |
False |
False |
268,353 |
| 60 |
1.1472 |
1.0473 |
0.0999 |
8.8% |
0.0144 |
1.3% |
84% |
False |
False |
228,104 |
| 80 |
1.1546 |
1.0473 |
0.1073 |
9.5% |
0.0140 |
1.2% |
78% |
False |
False |
171,522 |
| 100 |
1.2256 |
1.0473 |
0.1783 |
15.8% |
0.0133 |
1.2% |
47% |
False |
False |
137,365 |
| 120 |
1.2582 |
1.0473 |
0.2109 |
18.7% |
0.0127 |
1.1% |
40% |
False |
False |
114,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2090 |
|
2.618 |
1.1845 |
|
1.618 |
1.1695 |
|
1.000 |
1.1602 |
|
0.618 |
1.1545 |
|
HIGH |
1.1452 |
|
0.618 |
1.1395 |
|
0.500 |
1.1377 |
|
0.382 |
1.1359 |
|
LOW |
1.1302 |
|
0.618 |
1.1209 |
|
1.000 |
1.1152 |
|
1.618 |
1.1059 |
|
2.618 |
1.0909 |
|
4.250 |
1.0665 |
|
|
| Fisher Pivots for day following 18-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1377 |
1.1387 |
| PP |
1.1354 |
1.1361 |
| S1 |
1.1331 |
1.1334 |
|