CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 27-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2015 |
27-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0999 |
1.0891 |
-0.0108 |
-1.0% |
1.1467 |
| High |
1.1024 |
1.0946 |
-0.0078 |
-0.7% |
1.1467 |
| Low |
1.0882 |
1.0837 |
-0.0045 |
-0.4% |
1.1020 |
| Close |
1.0889 |
1.0907 |
0.0018 |
0.2% |
1.1057 |
| Range |
0.0142 |
0.0109 |
-0.0033 |
-23.2% |
0.0447 |
| ATR |
0.0145 |
0.0142 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
5,630 |
6,181 |
551 |
9.8% |
13,933 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1224 |
1.1174 |
1.0967 |
|
| R3 |
1.1115 |
1.1065 |
1.0937 |
|
| R2 |
1.1006 |
1.1006 |
1.0927 |
|
| R1 |
1.0956 |
1.0956 |
1.0917 |
1.0981 |
| PP |
1.0897 |
1.0897 |
1.0897 |
1.0909 |
| S1 |
1.0847 |
1.0847 |
1.0897 |
1.0872 |
| S2 |
1.0788 |
1.0788 |
1.0887 |
|
| S3 |
1.0679 |
1.0738 |
1.0877 |
|
| S4 |
1.0570 |
1.0629 |
1.0847 |
|
|
| 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 |
1.1225 |
1.0837 |
0.0388 |
3.6% |
0.0129 |
1.2% |
18% |
False |
True |
4,325 |
| 10 |
1.1485 |
1.0837 |
0.0648 |
5.9% |
0.0141 |
1.3% |
11% |
False |
True |
3,170 |
| 20 |
1.1485 |
1.0837 |
0.0648 |
5.9% |
0.0144 |
1.3% |
11% |
False |
True |
2,749 |
| 40 |
1.1485 |
1.0545 |
0.0940 |
8.6% |
0.0136 |
1.2% |
39% |
False |
False |
1,738 |
| 60 |
1.1485 |
1.0494 |
0.0991 |
9.1% |
0.0146 |
1.3% |
42% |
False |
False |
1,351 |
| 80 |
1.1560 |
1.0494 |
0.1066 |
9.8% |
0.0132 |
1.2% |
39% |
False |
False |
1,034 |
| 100 |
1.2003 |
1.0494 |
0.1509 |
13.8% |
0.0127 |
1.2% |
27% |
False |
False |
852 |
| 120 |
1.2564 |
1.0494 |
0.2070 |
19.0% |
0.0114 |
1.0% |
20% |
False |
False |
713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1409 |
|
2.618 |
1.1231 |
|
1.618 |
1.1122 |
|
1.000 |
1.1055 |
|
0.618 |
1.1013 |
|
HIGH |
1.0946 |
|
0.618 |
1.0904 |
|
0.500 |
1.0892 |
|
0.382 |
1.0879 |
|
LOW |
1.0837 |
|
0.618 |
1.0770 |
|
1.000 |
1.0728 |
|
1.618 |
1.0661 |
|
2.618 |
1.0552 |
|
4.250 |
1.0374 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0902 |
1.1031 |
| PP |
1.0897 |
1.0990 |
| S1 |
1.0892 |
1.0948 |
|