CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 26-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1125 |
1.0999 |
-0.0126 |
-1.1% |
1.1467 |
| High |
1.1225 |
1.1024 |
-0.0201 |
-1.8% |
1.1467 |
| Low |
1.1020 |
1.0882 |
-0.0138 |
-1.3% |
1.1020 |
| Close |
1.1057 |
1.0889 |
-0.0168 |
-1.5% |
1.1057 |
| Range |
0.0205 |
0.0142 |
-0.0063 |
-30.7% |
0.0447 |
| ATR |
0.0143 |
0.0145 |
0.0002 |
1.6% |
0.0000 |
| Volume |
1,548 |
5,630 |
4,082 |
263.7% |
13,933 |
|
| Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1358 |
1.1265 |
1.0967 |
|
| R3 |
1.1216 |
1.1123 |
1.0928 |
|
| R2 |
1.1074 |
1.1074 |
1.0915 |
|
| R1 |
1.0981 |
1.0981 |
1.0902 |
1.0957 |
| PP |
1.0932 |
1.0932 |
1.0932 |
1.0919 |
| S1 |
1.0839 |
1.0839 |
1.0876 |
1.0815 |
| S2 |
1.0790 |
1.0790 |
1.0863 |
|
| S3 |
1.0648 |
1.0697 |
1.0850 |
|
| S4 |
1.0506 |
1.0555 |
1.0811 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2522 |
1.2237 |
1.1303 |
|
| R3 |
1.2075 |
1.1790 |
1.1180 |
|
| R2 |
1.1628 |
1.1628 |
1.1139 |
|
| R1 |
1.1343 |
1.1343 |
1.1098 |
1.1262 |
| PP |
1.1181 |
1.1181 |
1.1181 |
1.1141 |
| S1 |
1.0896 |
1.0896 |
1.1016 |
1.0815 |
| S2 |
1.0734 |
1.0734 |
1.0975 |
|
| S3 |
1.0287 |
1.0449 |
1.0934 |
|
| S4 |
0.9840 |
1.0002 |
1.0811 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1343 |
1.0882 |
0.0461 |
4.2% |
0.0148 |
1.4% |
2% |
False |
True |
3,401 |
| 10 |
1.1485 |
1.0882 |
0.0603 |
5.5% |
0.0145 |
1.3% |
1% |
False |
True |
2,657 |
| 20 |
1.1485 |
1.0882 |
0.0603 |
5.5% |
0.0145 |
1.3% |
1% |
False |
True |
2,469 |
| 40 |
1.1485 |
1.0545 |
0.0940 |
8.6% |
0.0136 |
1.2% |
37% |
False |
False |
1,616 |
| 60 |
1.1485 |
1.0494 |
0.0991 |
9.1% |
0.0145 |
1.3% |
40% |
False |
False |
1,251 |
| 80 |
1.1560 |
1.0494 |
0.1066 |
9.8% |
0.0131 |
1.2% |
37% |
False |
False |
958 |
| 100 |
1.2099 |
1.0494 |
0.1605 |
14.7% |
0.0127 |
1.2% |
25% |
False |
False |
791 |
| 120 |
1.2564 |
1.0494 |
0.2070 |
19.0% |
0.0113 |
1.0% |
19% |
False |
False |
661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1628 |
|
2.618 |
1.1396 |
|
1.618 |
1.1254 |
|
1.000 |
1.1166 |
|
0.618 |
1.1112 |
|
HIGH |
1.1024 |
|
0.618 |
1.0970 |
|
0.500 |
1.0953 |
|
0.382 |
1.0936 |
|
LOW |
1.0882 |
|
0.618 |
1.0794 |
|
1.000 |
1.0740 |
|
1.618 |
1.0652 |
|
2.618 |
1.0510 |
|
4.250 |
1.0279 |
|
|
| Fisher Pivots for day following 26-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0953 |
1.1054 |
| PP |
1.0932 |
1.0999 |
| S1 |
1.0910 |
1.0944 |
|