CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 06-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1166 |
1.1206 |
0.0040 |
0.4% |
1.0878 |
| High |
1.1242 |
1.1390 |
0.0148 |
1.3% |
1.1308 |
| Low |
1.1088 |
1.1204 |
0.0116 |
1.0% |
1.0843 |
| Close |
1.1216 |
1.1372 |
0.0156 |
1.4% |
1.1213 |
| Range |
0.0154 |
0.0186 |
0.0032 |
20.8% |
0.0465 |
| ATR |
0.0139 |
0.0143 |
0.0003 |
2.4% |
0.0000 |
| Volume |
1,236 |
1,538 |
302 |
24.4% |
10,045 |
|
| Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1880 |
1.1812 |
1.1474 |
|
| R3 |
1.1694 |
1.1626 |
1.1423 |
|
| R2 |
1.1508 |
1.1508 |
1.1406 |
|
| R1 |
1.1440 |
1.1440 |
1.1389 |
1.1474 |
| PP |
1.1322 |
1.1322 |
1.1322 |
1.1339 |
| S1 |
1.1254 |
1.1254 |
1.1355 |
1.1288 |
| S2 |
1.1136 |
1.1136 |
1.1338 |
|
| S3 |
1.0950 |
1.1068 |
1.1321 |
|
| S4 |
1.0764 |
1.0882 |
1.1270 |
|
|
| 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 |
1.1390 |
1.1088 |
0.0302 |
2.7% |
0.0148 |
1.3% |
94% |
True |
False |
2,412 |
| 10 |
1.1390 |
1.0690 |
0.0700 |
6.2% |
0.0149 |
1.3% |
97% |
True |
False |
1,581 |
| 20 |
1.1390 |
1.0545 |
0.0845 |
7.4% |
0.0137 |
1.2% |
98% |
True |
False |
1,172 |
| 40 |
1.1390 |
1.0494 |
0.0896 |
7.9% |
0.0151 |
1.3% |
98% |
True |
False |
953 |
| 60 |
1.1480 |
1.0494 |
0.0986 |
8.7% |
0.0132 |
1.2% |
89% |
False |
False |
674 |
| 80 |
1.1877 |
1.0494 |
0.1383 |
12.2% |
0.0130 |
1.1% |
63% |
False |
False |
536 |
| 100 |
1.2564 |
1.0494 |
0.2070 |
18.2% |
0.0115 |
1.0% |
42% |
False |
False |
437 |
| 120 |
1.2610 |
1.0494 |
0.2116 |
18.6% |
0.0102 |
0.9% |
41% |
False |
False |
365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2181 |
|
2.618 |
1.1877 |
|
1.618 |
1.1691 |
|
1.000 |
1.1576 |
|
0.618 |
1.1505 |
|
HIGH |
1.1390 |
|
0.618 |
1.1319 |
|
0.500 |
1.1297 |
|
0.382 |
1.1275 |
|
LOW |
1.1204 |
|
0.618 |
1.1089 |
|
1.000 |
1.1018 |
|
1.618 |
1.0903 |
|
2.618 |
1.0717 |
|
4.250 |
1.0414 |
|
|
| Fisher Pivots for day following 06-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1347 |
1.1328 |
| PP |
1.1322 |
1.1283 |
| S1 |
1.1297 |
1.1239 |
|