CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 11-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1268 |
1.1224 |
-0.0044 |
-0.4% |
1.1210 |
| High |
1.1328 |
1.1224 |
-0.0104 |
-0.9% |
1.1413 |
| Low |
1.1200 |
1.1152 |
-0.0048 |
-0.4% |
1.1088 |
| Close |
1.1225 |
1.1175 |
-0.0050 |
-0.4% |
1.1225 |
| Range |
0.0128 |
0.0072 |
-0.0056 |
-43.8% |
0.0325 |
| ATR |
0.0142 |
0.0137 |
-0.0005 |
-3.5% |
0.0000 |
| Volume |
2,124 |
3,901 |
1,777 |
83.7% |
9,762 |
|
| Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1400 |
1.1359 |
1.1215 |
|
| R3 |
1.1328 |
1.1287 |
1.1195 |
|
| R2 |
1.1256 |
1.1256 |
1.1188 |
|
| R1 |
1.1215 |
1.1215 |
1.1182 |
1.1200 |
| PP |
1.1184 |
1.1184 |
1.1184 |
1.1176 |
| S1 |
1.1143 |
1.1143 |
1.1168 |
1.1128 |
| S2 |
1.1112 |
1.1112 |
1.1162 |
|
| S3 |
1.1040 |
1.1071 |
1.1155 |
|
| S4 |
1.0968 |
1.0999 |
1.1135 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2217 |
1.2046 |
1.1404 |
|
| R3 |
1.1892 |
1.1721 |
1.1314 |
|
| R2 |
1.1567 |
1.1567 |
1.1285 |
|
| R1 |
1.1396 |
1.1396 |
1.1255 |
1.1482 |
| PP |
1.1242 |
1.1242 |
1.1242 |
1.1285 |
| S1 |
1.1071 |
1.1071 |
1.1195 |
1.1157 |
| S2 |
1.0917 |
1.0917 |
1.1165 |
|
| S3 |
1.0592 |
1.0746 |
1.1136 |
|
| S4 |
1.0267 |
1.0421 |
1.1046 |
|
|
| 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% |
0.0139 |
1.2% |
27% |
False |
False |
2,363 |
| 10 |
1.1413 |
1.0882 |
0.0531 |
4.8% |
0.0145 |
1.3% |
55% |
False |
False |
2,280 |
| 20 |
1.1413 |
1.0556 |
0.0857 |
7.7% |
0.0137 |
1.2% |
72% |
False |
False |
1,508 |
| 40 |
1.1413 |
1.0545 |
0.0868 |
7.8% |
0.0147 |
1.3% |
73% |
False |
False |
1,142 |
| 60 |
1.1480 |
1.0494 |
0.0986 |
8.8% |
0.0135 |
1.2% |
69% |
False |
False |
822 |
| 80 |
1.1677 |
1.0494 |
0.1183 |
10.6% |
0.0130 |
1.2% |
58% |
False |
False |
647 |
| 100 |
1.2501 |
1.0494 |
0.2007 |
18.0% |
0.0117 |
1.0% |
34% |
False |
False |
527 |
| 120 |
1.2610 |
1.0494 |
0.2116 |
18.9% |
0.0103 |
0.9% |
32% |
False |
False |
440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1530 |
|
2.618 |
1.1412 |
|
1.618 |
1.1340 |
|
1.000 |
1.1296 |
|
0.618 |
1.1268 |
|
HIGH |
1.1224 |
|
0.618 |
1.1196 |
|
0.500 |
1.1188 |
|
0.382 |
1.1180 |
|
LOW |
1.1152 |
|
0.618 |
1.1108 |
|
1.000 |
1.1080 |
|
1.618 |
1.1036 |
|
2.618 |
1.0964 |
|
4.250 |
1.0846 |
|
|
| Fisher Pivots for day following 11-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1188 |
1.1283 |
| PP |
1.1184 |
1.1247 |
| S1 |
1.1179 |
1.1211 |
|