CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 12-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1194 |
1.1188 |
-0.0006 |
-0.1% |
1.1227 |
| High |
1.1210 |
1.1316 |
0.0106 |
0.9% |
1.1425 |
| Low |
1.1178 |
1.1182 |
0.0004 |
0.0% |
1.1110 |
| Close |
1.1195 |
1.1259 |
0.0064 |
0.6% |
1.1244 |
| Range |
0.0032 |
0.0134 |
0.0102 |
318.8% |
0.0315 |
| ATR |
0.0114 |
0.0116 |
0.0001 |
1.2% |
0.0000 |
| Volume |
118 |
32 |
-86 |
-72.9% |
709 |
|
| Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1654 |
1.1591 |
1.1333 |
|
| R3 |
1.1520 |
1.1457 |
1.1296 |
|
| R2 |
1.1386 |
1.1386 |
1.1284 |
|
| R1 |
1.1323 |
1.1323 |
1.1271 |
1.1355 |
| PP |
1.1252 |
1.1252 |
1.1252 |
1.1268 |
| S1 |
1.1189 |
1.1189 |
1.1247 |
1.1221 |
| S2 |
1.1118 |
1.1118 |
1.1234 |
|
| S3 |
1.0984 |
1.1055 |
1.1222 |
|
| S4 |
1.0850 |
1.0921 |
1.1185 |
|
|
| 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 |
1.1178 |
0.0247 |
2.2% |
0.0108 |
1.0% |
33% |
False |
False |
159 |
| 10 |
1.1425 |
1.1031 |
0.0394 |
3.5% |
0.0119 |
1.1% |
58% |
False |
False |
128 |
| 20 |
1.1425 |
1.0618 |
0.0807 |
7.2% |
0.0110 |
1.0% |
79% |
False |
False |
93 |
| 40 |
1.1425 |
1.0570 |
0.0855 |
7.6% |
0.0119 |
1.1% |
81% |
False |
False |
62 |
| 60 |
1.1477 |
1.0520 |
0.0957 |
8.5% |
0.0105 |
0.9% |
77% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1886 |
|
2.618 |
1.1667 |
|
1.618 |
1.1533 |
|
1.000 |
1.1450 |
|
0.618 |
1.1399 |
|
HIGH |
1.1316 |
|
0.618 |
1.1265 |
|
0.500 |
1.1249 |
|
0.382 |
1.1233 |
|
LOW |
1.1182 |
|
0.618 |
1.1099 |
|
1.000 |
1.1048 |
|
1.618 |
1.0965 |
|
2.618 |
1.0831 |
|
4.250 |
1.0613 |
|
|
| Fisher Pivots for day following 12-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1256 |
1.1255 |
| PP |
1.1252 |
1.1251 |
| S1 |
1.1249 |
1.1247 |
|