CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 11-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1278 |
1.1194 |
-0.0084 |
-0.7% |
1.1227 |
| High |
1.1310 |
1.1210 |
-0.0100 |
-0.9% |
1.1425 |
| Low |
1.1221 |
1.1178 |
-0.0043 |
-0.4% |
1.1110 |
| Close |
1.1244 |
1.1195 |
-0.0049 |
-0.4% |
1.1244 |
| Range |
0.0089 |
0.0032 |
-0.0057 |
-64.0% |
0.0315 |
| ATR |
0.0118 |
0.0114 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
279 |
118 |
-161 |
-57.7% |
709 |
|
| Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1290 |
1.1275 |
1.1213 |
|
| R3 |
1.1258 |
1.1243 |
1.1204 |
|
| R2 |
1.1226 |
1.1226 |
1.1201 |
|
| R1 |
1.1211 |
1.1211 |
1.1198 |
1.1219 |
| PP |
1.1194 |
1.1194 |
1.1194 |
1.1198 |
| S1 |
1.1179 |
1.1179 |
1.1192 |
1.1187 |
| S2 |
1.1162 |
1.1162 |
1.1189 |
|
| S3 |
1.1130 |
1.1147 |
1.1186 |
|
| S4 |
1.1098 |
1.1115 |
1.1177 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2205 |
1.2039 |
1.1417 |
|
| R3 |
1.1890 |
1.1724 |
1.1331 |
|
| R2 |
1.1575 |
1.1575 |
1.1302 |
|
| R1 |
1.1409 |
1.1409 |
1.1273 |
1.1492 |
| PP |
1.1260 |
1.1260 |
1.1260 |
1.1301 |
| S1 |
1.1094 |
1.1094 |
1.1215 |
1.1177 |
| S2 |
1.0945 |
1.0945 |
1.1186 |
|
| S3 |
1.0630 |
1.0779 |
1.1157 |
|
| S4 |
1.0315 |
1.0464 |
1.1071 |
|
|
| 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% |
0.0107 |
1.0% |
27% |
False |
False |
160 |
| 10 |
1.1425 |
1.0920 |
0.0505 |
4.5% |
0.0116 |
1.0% |
54% |
False |
False |
136 |
| 20 |
1.1425 |
1.0580 |
0.0845 |
7.5% |
0.0111 |
1.0% |
73% |
False |
False |
92 |
| 40 |
1.1425 |
1.0570 |
0.0855 |
7.6% |
0.0117 |
1.0% |
73% |
False |
False |
62 |
| 60 |
1.1477 |
1.0520 |
0.0957 |
8.5% |
0.0103 |
0.9% |
71% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1346 |
|
2.618 |
1.1294 |
|
1.618 |
1.1262 |
|
1.000 |
1.1242 |
|
0.618 |
1.1230 |
|
HIGH |
1.1210 |
|
0.618 |
1.1198 |
|
0.500 |
1.1194 |
|
0.382 |
1.1190 |
|
LOW |
1.1178 |
|
0.618 |
1.1158 |
|
1.000 |
1.1146 |
|
1.618 |
1.1126 |
|
2.618 |
1.1094 |
|
4.250 |
1.1042 |
|
|
| Fisher Pivots for day following 11-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1195 |
1.1302 |
| PP |
1.1194 |
1.1266 |
| S1 |
1.1194 |
1.1231 |
|