CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 21-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1162 |
1.1106 |
-0.0056 |
-0.5% |
1.1224 |
| High |
1.1167 |
1.1198 |
0.0031 |
0.3% |
1.1485 |
| Low |
1.1080 |
1.1098 |
0.0018 |
0.2% |
1.1152 |
| Close |
1.1134 |
1.1148 |
0.0014 |
0.1% |
1.1483 |
| Range |
0.0087 |
0.0100 |
0.0013 |
14.9% |
0.0333 |
| ATR |
0.0141 |
0.0138 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
4,214 |
4,055 |
-159 |
-3.8% |
10,917 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1448 |
1.1398 |
1.1203 |
|
| R3 |
1.1348 |
1.1298 |
1.1176 |
|
| R2 |
1.1248 |
1.1248 |
1.1166 |
|
| R1 |
1.1198 |
1.1198 |
1.1157 |
1.1223 |
| PP |
1.1148 |
1.1148 |
1.1148 |
1.1161 |
| S1 |
1.1098 |
1.1098 |
1.1139 |
1.1123 |
| S2 |
1.1048 |
1.1048 |
1.1130 |
|
| S3 |
1.0948 |
1.0998 |
1.1121 |
|
| S4 |
1.0848 |
1.0898 |
1.1093 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2372 |
1.2261 |
1.1666 |
|
| R3 |
1.2039 |
1.1928 |
1.1575 |
|
| R2 |
1.1706 |
1.1706 |
1.1544 |
|
| R1 |
1.1595 |
1.1595 |
1.1514 |
1.1651 |
| PP |
1.1373 |
1.1373 |
1.1373 |
1.1401 |
| S1 |
1.1262 |
1.1262 |
1.1452 |
1.1318 |
| S2 |
1.1040 |
1.1040 |
1.1422 |
|
| S3 |
1.0707 |
1.0929 |
1.1391 |
|
| S4 |
1.0374 |
1.0596 |
1.1300 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1485 |
1.1080 |
0.0405 |
3.6% |
0.0136 |
1.2% |
17% |
False |
False |
2,863 |
| 10 |
1.1485 |
1.1080 |
0.0405 |
3.6% |
0.0130 |
1.2% |
17% |
False |
False |
2,542 |
| 20 |
1.1485 |
1.0808 |
0.0677 |
6.1% |
0.0138 |
1.2% |
50% |
False |
False |
2,189 |
| 40 |
1.1485 |
1.0545 |
0.0940 |
8.4% |
0.0133 |
1.2% |
64% |
False |
False |
1,487 |
| 60 |
1.1485 |
1.0494 |
0.0991 |
8.9% |
0.0141 |
1.3% |
66% |
False |
False |
1,138 |
| 80 |
1.1560 |
1.0494 |
0.1066 |
9.6% |
0.0129 |
1.2% |
61% |
False |
False |
874 |
| 100 |
1.2217 |
1.0494 |
0.1723 |
15.5% |
0.0124 |
1.1% |
38% |
False |
False |
720 |
| 120 |
1.2564 |
1.0494 |
0.2070 |
18.6% |
0.0111 |
1.0% |
32% |
False |
False |
601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1623 |
|
2.618 |
1.1460 |
|
1.618 |
1.1360 |
|
1.000 |
1.1298 |
|
0.618 |
1.1260 |
|
HIGH |
1.1198 |
|
0.618 |
1.1160 |
|
0.500 |
1.1148 |
|
0.382 |
1.1136 |
|
LOW |
1.1098 |
|
0.618 |
1.1036 |
|
1.000 |
1.0998 |
|
1.618 |
1.0936 |
|
2.618 |
1.0836 |
|
4.250 |
1.0673 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1148 |
1.1212 |
| PP |
1.1148 |
1.1190 |
| S1 |
1.1148 |
1.1169 |
|