CME Euro FX (E) Future September 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 |
1.1210 |
1.1166 |
-0.0044 |
-0.4% |
1.0878 |
| High |
1.1244 |
1.1242 |
-0.0002 |
0.0% |
1.1308 |
| Low |
1.1146 |
1.1088 |
-0.0058 |
-0.5% |
1.0843 |
| Close |
1.1160 |
1.1216 |
0.0056 |
0.5% |
1.1213 |
| Range |
0.0098 |
0.0154 |
0.0056 |
57.1% |
0.0465 |
| ATR |
0.0138 |
0.0139 |
0.0001 |
0.8% |
0.0000 |
| Volume |
1,844 |
1,236 |
-608 |
-33.0% |
10,045 |
|
| Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1644 |
1.1584 |
1.1301 |
|
| R3 |
1.1490 |
1.1430 |
1.1258 |
|
| R2 |
1.1336 |
1.1336 |
1.1244 |
|
| R1 |
1.1276 |
1.1276 |
1.1230 |
1.1306 |
| PP |
1.1182 |
1.1182 |
1.1182 |
1.1197 |
| S1 |
1.1122 |
1.1122 |
1.1202 |
1.1152 |
| S2 |
1.1028 |
1.1028 |
1.1188 |
|
| S3 |
1.0874 |
1.0968 |
1.1174 |
|
| S4 |
1.0720 |
1.0814 |
1.1131 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2516 |
1.2330 |
1.1469 |
|
| R3 |
1.2051 |
1.1865 |
1.1341 |
|
| R2 |
1.1586 |
1.1586 |
1.1298 |
|
| R1 |
1.1400 |
1.1400 |
1.1256 |
1.1493 |
| PP |
1.1121 |
1.1121 |
1.1121 |
1.1168 |
| S1 |
1.0935 |
1.0935 |
1.1170 |
1.1028 |
| S2 |
1.0656 |
1.0656 |
1.1128 |
|
| S3 |
1.0191 |
1.0470 |
1.1085 |
|
| S4 |
0.9726 |
1.0005 |
1.0957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1308 |
1.0987 |
0.0321 |
2.9% |
0.0156 |
1.4% |
71% |
False |
False |
2,329 |
| 10 |
1.1308 |
1.0690 |
0.0618 |
5.5% |
0.0139 |
1.2% |
85% |
False |
False |
1,504 |
| 20 |
1.1308 |
1.0545 |
0.0763 |
6.8% |
0.0134 |
1.2% |
88% |
False |
False |
1,128 |
| 40 |
1.1308 |
1.0494 |
0.0814 |
7.3% |
0.0151 |
1.3% |
89% |
False |
False |
920 |
| 60 |
1.1480 |
1.0494 |
0.0986 |
8.8% |
0.0130 |
1.2% |
73% |
False |
False |
649 |
| 80 |
1.1900 |
1.0494 |
0.1406 |
12.5% |
0.0128 |
1.1% |
51% |
False |
False |
519 |
| 100 |
1.2564 |
1.0494 |
0.2070 |
18.5% |
0.0113 |
1.0% |
35% |
False |
False |
422 |
| 120 |
1.2610 |
1.0494 |
0.2116 |
18.9% |
0.0101 |
0.9% |
34% |
False |
False |
352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1897 |
|
2.618 |
1.1645 |
|
1.618 |
1.1491 |
|
1.000 |
1.1396 |
|
0.618 |
1.1337 |
|
HIGH |
1.1242 |
|
0.618 |
1.1183 |
|
0.500 |
1.1165 |
|
0.382 |
1.1147 |
|
LOW |
1.1088 |
|
0.618 |
1.0993 |
|
1.000 |
1.0934 |
|
1.618 |
1.0839 |
|
2.618 |
1.0685 |
|
4.250 |
1.0434 |
|
|
| Fisher Pivots for day following 05-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1199 |
1.1210 |
| PP |
1.1182 |
1.1204 |
| S1 |
1.1165 |
1.1198 |
|