CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 07-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2015 |
07-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1253 |
1.1380 |
0.0127 |
1.1% |
1.0906 |
| High |
1.1408 |
1.1425 |
0.0017 |
0.1% |
1.1320 |
| Low |
1.1252 |
1.1296 |
0.0044 |
0.4% |
1.0868 |
| Close |
1.1391 |
1.1309 |
-0.0082 |
-0.7% |
1.1232 |
| Range |
0.0156 |
0.0129 |
-0.0027 |
-17.3% |
0.0452 |
| ATR |
0.0120 |
0.0120 |
0.0001 |
0.6% |
0.0000 |
| Volume |
101 |
265 |
164 |
162.4% |
655 |
|
| Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1730 |
1.1649 |
1.1380 |
|
| R3 |
1.1601 |
1.1520 |
1.1344 |
|
| R2 |
1.1472 |
1.1472 |
1.1333 |
|
| R1 |
1.1391 |
1.1391 |
1.1321 |
1.1367 |
| PP |
1.1343 |
1.1343 |
1.1343 |
1.1332 |
| S1 |
1.1262 |
1.1262 |
1.1297 |
1.1238 |
| S2 |
1.1214 |
1.1214 |
1.1285 |
|
| S3 |
1.1085 |
1.1133 |
1.1274 |
|
| S4 |
1.0956 |
1.1004 |
1.1238 |
|
|
| 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 |
1.1425 |
1.1110 |
0.0315 |
2.8% |
0.0113 |
1.0% |
63% |
True |
False |
112 |
| 10 |
1.1425 |
1.0857 |
0.0568 |
5.0% |
0.0120 |
1.1% |
80% |
True |
False |
111 |
| 20 |
1.1425 |
1.0570 |
0.0855 |
7.6% |
0.0115 |
1.0% |
86% |
True |
False |
76 |
| 40 |
1.1425 |
1.0520 |
0.0905 |
8.0% |
0.0121 |
1.1% |
87% |
True |
False |
54 |
| 60 |
1.1477 |
1.0520 |
0.0957 |
8.5% |
0.0103 |
0.9% |
82% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1973 |
|
2.618 |
1.1763 |
|
1.618 |
1.1634 |
|
1.000 |
1.1554 |
|
0.618 |
1.1505 |
|
HIGH |
1.1425 |
|
0.618 |
1.1376 |
|
0.500 |
1.1361 |
|
0.382 |
1.1345 |
|
LOW |
1.1296 |
|
0.618 |
1.1216 |
|
1.000 |
1.1167 |
|
1.618 |
1.1087 |
|
2.618 |
1.0958 |
|
4.250 |
1.0748 |
|
|
| Fisher Pivots for day following 07-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1361 |
1.1295 |
| PP |
1.1343 |
1.1281 |
| S1 |
1.1326 |
1.1268 |
|