CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 14-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1235 |
1.1372 |
0.0137 |
1.2% |
1.1210 |
| High |
1.1400 |
1.1463 |
0.0063 |
0.6% |
1.1413 |
| Low |
1.1223 |
1.1362 |
0.0139 |
1.2% |
1.1088 |
| Close |
1.1379 |
1.1414 |
0.0035 |
0.3% |
1.1225 |
| Range |
0.0177 |
0.0101 |
-0.0076 |
-42.9% |
0.0325 |
| ATR |
0.0140 |
0.0138 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
991 |
3,035 |
2,044 |
206.3% |
9,762 |
|
| Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1716 |
1.1666 |
1.1470 |
|
| R3 |
1.1615 |
1.1565 |
1.1442 |
|
| R2 |
1.1514 |
1.1514 |
1.1433 |
|
| R1 |
1.1464 |
1.1464 |
1.1423 |
1.1489 |
| PP |
1.1413 |
1.1413 |
1.1413 |
1.1426 |
| S1 |
1.1363 |
1.1363 |
1.1405 |
1.1388 |
| S2 |
1.1312 |
1.1312 |
1.1395 |
|
| S3 |
1.1211 |
1.1262 |
1.1386 |
|
| S4 |
1.1110 |
1.1161 |
1.1358 |
|
|
| 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 |
1.1463 |
1.1152 |
0.0311 |
2.7% |
0.0124 |
1.1% |
84% |
True |
False |
2,221 |
| 10 |
1.1463 |
1.1088 |
0.0375 |
3.3% |
0.0132 |
1.2% |
87% |
True |
False |
2,225 |
| 20 |
1.1463 |
1.0687 |
0.0776 |
6.8% |
0.0134 |
1.2% |
94% |
True |
False |
1,635 |
| 40 |
1.1463 |
1.0545 |
0.0918 |
8.0% |
0.0138 |
1.2% |
95% |
True |
False |
1,228 |
| 60 |
1.1463 |
1.0494 |
0.0969 |
8.5% |
0.0138 |
1.2% |
95% |
True |
False |
905 |
| 80 |
1.1580 |
1.0494 |
0.1086 |
9.5% |
0.0132 |
1.2% |
85% |
False |
False |
703 |
| 100 |
1.2293 |
1.0494 |
0.1799 |
15.8% |
0.0119 |
1.0% |
51% |
False |
False |
577 |
| 120 |
1.2564 |
1.0494 |
0.2070 |
18.1% |
0.0107 |
0.9% |
44% |
False |
False |
482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1892 |
|
2.618 |
1.1727 |
|
1.618 |
1.1626 |
|
1.000 |
1.1564 |
|
0.618 |
1.1525 |
|
HIGH |
1.1463 |
|
0.618 |
1.1424 |
|
0.500 |
1.1413 |
|
0.382 |
1.1401 |
|
LOW |
1.1362 |
|
0.618 |
1.1300 |
|
1.000 |
1.1261 |
|
1.618 |
1.1199 |
|
2.618 |
1.1098 |
|
4.250 |
1.0933 |
|
|
| Fisher Pivots for day following 14-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1414 |
1.1379 |
| PP |
1.1413 |
1.1344 |
| S1 |
1.1413 |
1.1309 |
|