CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 19-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1450 |
1.1320 |
-0.0130 |
-1.1% |
1.1206 |
| High |
1.1452 |
1.1331 |
-0.0121 |
-1.1% |
1.1472 |
| Low |
1.1302 |
1.1122 |
-0.0180 |
-1.6% |
1.1136 |
| Close |
1.1308 |
1.1159 |
-0.0149 |
-1.3% |
1.1469 |
| Range |
0.0150 |
0.0209 |
0.0059 |
39.3% |
0.0336 |
| ATR |
0.0144 |
0.0148 |
0.0005 |
3.2% |
0.0000 |
| Volume |
205,989 |
329,743 |
123,754 |
60.1% |
1,281,533 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1831 |
1.1704 |
1.1274 |
|
| R3 |
1.1622 |
1.1495 |
1.1216 |
|
| R2 |
1.1413 |
1.1413 |
1.1197 |
|
| R1 |
1.1286 |
1.1286 |
1.1178 |
1.1245 |
| PP |
1.1204 |
1.1204 |
1.1204 |
1.1184 |
| S1 |
1.1077 |
1.1077 |
1.1140 |
1.1036 |
| S2 |
1.0995 |
1.0995 |
1.1121 |
|
| S3 |
1.0786 |
1.0868 |
1.1102 |
|
| S4 |
1.0577 |
1.0659 |
1.1044 |
|
|
| 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 |
1.1122 |
0.0350 |
3.1% |
0.0159 |
1.4% |
11% |
False |
True |
274,943 |
| 10 |
1.1472 |
1.1122 |
0.0350 |
3.1% |
0.0149 |
1.3% |
11% |
False |
True |
283,141 |
| 20 |
1.1472 |
1.0672 |
0.0800 |
7.2% |
0.0146 |
1.3% |
61% |
False |
False |
280,436 |
| 40 |
1.1472 |
1.0529 |
0.0943 |
8.5% |
0.0140 |
1.3% |
67% |
False |
False |
267,861 |
| 60 |
1.1472 |
1.0473 |
0.0999 |
9.0% |
0.0146 |
1.3% |
69% |
False |
False |
233,548 |
| 80 |
1.1546 |
1.0473 |
0.1073 |
9.6% |
0.0140 |
1.3% |
64% |
False |
False |
175,621 |
| 100 |
1.2236 |
1.0473 |
0.1763 |
15.8% |
0.0135 |
1.2% |
39% |
False |
False |
140,661 |
| 120 |
1.2582 |
1.0473 |
0.2109 |
18.9% |
0.0128 |
1.2% |
33% |
False |
False |
117,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2219 |
|
2.618 |
1.1878 |
|
1.618 |
1.1669 |
|
1.000 |
1.1540 |
|
0.618 |
1.1460 |
|
HIGH |
1.1331 |
|
0.618 |
1.1251 |
|
0.500 |
1.1227 |
|
0.382 |
1.1202 |
|
LOW |
1.1122 |
|
0.618 |
1.0993 |
|
1.000 |
1.0913 |
|
1.618 |
1.0784 |
|
2.618 |
1.0575 |
|
4.250 |
1.0234 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1227 |
1.1297 |
| PP |
1.1204 |
1.1251 |
| S1 |
1.1182 |
1.1205 |
|