CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 28-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0891 |
1.0915 |
0.0024 |
0.2% |
1.1467 |
| High |
1.0946 |
1.0975 |
0.0029 |
0.3% |
1.1467 |
| Low |
1.0837 |
1.0883 |
0.0046 |
0.4% |
1.1020 |
| Close |
1.0907 |
1.0971 |
0.0064 |
0.6% |
1.1057 |
| Range |
0.0109 |
0.0092 |
-0.0017 |
-15.6% |
0.0447 |
| ATR |
0.0142 |
0.0139 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
6,181 |
5,996 |
-185 |
-3.0% |
13,933 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1219 |
1.1187 |
1.1022 |
|
| R3 |
1.1127 |
1.1095 |
1.0996 |
|
| R2 |
1.1035 |
1.1035 |
1.0988 |
|
| R1 |
1.1003 |
1.1003 |
1.0979 |
1.1019 |
| PP |
1.0943 |
1.0943 |
1.0943 |
1.0951 |
| S1 |
1.0911 |
1.0911 |
1.0963 |
1.0927 |
| S2 |
1.0851 |
1.0851 |
1.0954 |
|
| S3 |
1.0759 |
1.0819 |
1.0946 |
|
| S4 |
1.0667 |
1.0727 |
1.0920 |
|
|
| 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 |
3.5% |
0.0130 |
1.2% |
35% |
False |
False |
4,682 |
| 10 |
1.1485 |
1.0837 |
0.0648 |
5.9% |
0.0133 |
1.2% |
21% |
False |
False |
3,670 |
| 20 |
1.1485 |
1.0837 |
0.0648 |
5.9% |
0.0137 |
1.3% |
21% |
False |
False |
2,993 |
| 40 |
1.1485 |
1.0545 |
0.0940 |
8.6% |
0.0136 |
1.2% |
45% |
False |
False |
1,863 |
| 60 |
1.1485 |
1.0494 |
0.0991 |
9.0% |
0.0145 |
1.3% |
48% |
False |
False |
1,450 |
| 80 |
1.1520 |
1.0494 |
0.1026 |
9.4% |
0.0131 |
1.2% |
46% |
False |
False |
1,109 |
| 100 |
1.2000 |
1.0494 |
0.1506 |
13.7% |
0.0127 |
1.2% |
32% |
False |
False |
912 |
| 120 |
1.2564 |
1.0494 |
0.2070 |
18.9% |
0.0114 |
1.0% |
23% |
False |
False |
763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1366 |
|
2.618 |
1.1216 |
|
1.618 |
1.1124 |
|
1.000 |
1.1067 |
|
0.618 |
1.1032 |
|
HIGH |
1.0975 |
|
0.618 |
1.0940 |
|
0.500 |
1.0929 |
|
0.382 |
1.0918 |
|
LOW |
1.0883 |
|
0.618 |
1.0826 |
|
1.000 |
1.0791 |
|
1.618 |
1.0734 |
|
2.618 |
1.0642 |
|
4.250 |
1.0492 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0957 |
1.0958 |
| PP |
1.0943 |
1.0944 |
| S1 |
1.0929 |
1.0931 |
|