CME Euro FX (E) Future September 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 |
1.1206 |
1.1365 |
0.0159 |
1.4% |
1.0878 |
| High |
1.1390 |
1.1413 |
0.0023 |
0.2% |
1.1308 |
| Low |
1.1204 |
1.1259 |
0.0055 |
0.5% |
1.0843 |
| Close |
1.1372 |
1.1289 |
-0.0083 |
-0.7% |
1.1213 |
| Range |
0.0186 |
0.0154 |
-0.0032 |
-17.2% |
0.0465 |
| ATR |
0.0143 |
0.0143 |
0.0001 |
0.6% |
0.0000 |
| Volume |
1,538 |
3,020 |
1,482 |
96.4% |
10,045 |
|
| Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1782 |
1.1690 |
1.1374 |
|
| R3 |
1.1628 |
1.1536 |
1.1331 |
|
| R2 |
1.1474 |
1.1474 |
1.1317 |
|
| R1 |
1.1382 |
1.1382 |
1.1303 |
1.1351 |
| PP |
1.1320 |
1.1320 |
1.1320 |
1.1305 |
| S1 |
1.1228 |
1.1228 |
1.1275 |
1.1197 |
| S2 |
1.1166 |
1.1166 |
1.1261 |
|
| S3 |
1.1012 |
1.1074 |
1.1247 |
|
| S4 |
1.0858 |
1.0920 |
1.1204 |
|
|
| 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 |
1.1413 |
1.1088 |
0.0325 |
2.9% |
0.0140 |
1.2% |
62% |
True |
False |
2,229 |
| 10 |
1.1413 |
1.0808 |
0.0605 |
5.4% |
0.0147 |
1.3% |
80% |
True |
False |
1,836 |
| 20 |
1.1413 |
1.0545 |
0.0868 |
7.7% |
0.0138 |
1.2% |
86% |
True |
False |
1,289 |
| 40 |
1.1413 |
1.0494 |
0.0919 |
8.1% |
0.0150 |
1.3% |
87% |
True |
False |
1,009 |
| 60 |
1.1480 |
1.0494 |
0.0986 |
8.7% |
0.0134 |
1.2% |
81% |
False |
False |
723 |
| 80 |
1.1877 |
1.0494 |
0.1383 |
12.3% |
0.0131 |
1.2% |
57% |
False |
False |
573 |
| 100 |
1.2564 |
1.0494 |
0.2070 |
18.3% |
0.0116 |
1.0% |
38% |
False |
False |
467 |
| 120 |
1.2610 |
1.0494 |
0.2116 |
18.7% |
0.0103 |
0.9% |
38% |
False |
False |
390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2068 |
|
2.618 |
1.1816 |
|
1.618 |
1.1662 |
|
1.000 |
1.1567 |
|
0.618 |
1.1508 |
|
HIGH |
1.1413 |
|
0.618 |
1.1354 |
|
0.500 |
1.1336 |
|
0.382 |
1.1318 |
|
LOW |
1.1259 |
|
0.618 |
1.1164 |
|
1.000 |
1.1105 |
|
1.618 |
1.1010 |
|
2.618 |
1.0856 |
|
4.250 |
1.0605 |
|
|
| Fisher Pivots for day following 07-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1336 |
1.1276 |
| PP |
1.1320 |
1.1263 |
| S1 |
1.1305 |
1.1251 |
|