CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 01-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
01-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1115 |
1.1245 |
0.0130 |
1.2% |
1.0906 |
| High |
1.1300 |
1.1320 |
0.0020 |
0.2% |
1.1320 |
| Low |
1.1115 |
1.1232 |
0.0117 |
1.1% |
1.0868 |
| Close |
1.1300 |
1.1232 |
-0.0068 |
-0.6% |
1.1232 |
| Range |
0.0185 |
0.0088 |
-0.0097 |
-52.4% |
0.0452 |
| ATR |
0.0121 |
0.0118 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
129 |
133 |
4 |
3.1% |
655 |
|
| Daily Pivots for day following 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1525 |
1.1467 |
1.1280 |
|
| R3 |
1.1437 |
1.1379 |
1.1256 |
|
| R2 |
1.1349 |
1.1349 |
1.1248 |
|
| R1 |
1.1291 |
1.1291 |
1.1240 |
1.1276 |
| PP |
1.1261 |
1.1261 |
1.1261 |
1.1254 |
| S1 |
1.1203 |
1.1203 |
1.1224 |
1.1188 |
| S2 |
1.1173 |
1.1173 |
1.1216 |
|
| S3 |
1.1085 |
1.1115 |
1.1208 |
|
| S4 |
1.0997 |
1.1027 |
1.1184 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2496 |
1.2316 |
1.1481 |
|
| R3 |
1.2044 |
1.1864 |
1.1356 |
|
| R2 |
1.1592 |
1.1592 |
1.1315 |
|
| R1 |
1.1412 |
1.1412 |
1.1273 |
1.1502 |
| PP |
1.1140 |
1.1140 |
1.1140 |
1.1185 |
| S1 |
1.0960 |
1.0960 |
1.1191 |
1.1050 |
| S2 |
1.0688 |
1.0688 |
1.1149 |
|
| S3 |
1.0236 |
1.0508 |
1.1108 |
|
| S4 |
0.9784 |
1.0056 |
1.0983 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1320 |
1.0868 |
0.0452 |
4.0% |
0.0130 |
1.2% |
81% |
True |
False |
131 |
| 10 |
1.1320 |
1.0711 |
0.0609 |
5.4% |
0.0111 |
1.0% |
86% |
True |
False |
75 |
| 20 |
1.1320 |
1.0570 |
0.0750 |
6.7% |
0.0110 |
1.0% |
88% |
True |
False |
58 |
| 40 |
1.1320 |
1.0520 |
0.0800 |
7.1% |
0.0119 |
1.1% |
89% |
True |
False |
49 |
| 60 |
1.1500 |
1.0520 |
0.0980 |
8.7% |
0.0099 |
0.9% |
73% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1694 |
|
2.618 |
1.1550 |
|
1.618 |
1.1462 |
|
1.000 |
1.1408 |
|
0.618 |
1.1374 |
|
HIGH |
1.1320 |
|
0.618 |
1.1286 |
|
0.500 |
1.1276 |
|
0.382 |
1.1266 |
|
LOW |
1.1232 |
|
0.618 |
1.1178 |
|
1.000 |
1.1144 |
|
1.618 |
1.1090 |
|
2.618 |
1.1002 |
|
4.250 |
1.0858 |
|
|
| Fisher Pivots for day following 01-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1276 |
1.1213 |
| PP |
1.1261 |
1.1194 |
| S1 |
1.1247 |
1.1176 |
|