CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 13-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1188 |
1.1268 |
0.0080 |
0.7% |
1.1227 |
| High |
1.1316 |
1.1419 |
0.0103 |
0.9% |
1.1425 |
| Low |
1.1182 |
1.1267 |
0.0085 |
0.8% |
1.1110 |
| Close |
1.1259 |
1.1398 |
0.0139 |
1.2% |
1.1244 |
| Range |
0.0134 |
0.0152 |
0.0018 |
13.4% |
0.0315 |
| ATR |
0.0116 |
0.0119 |
0.0003 |
2.7% |
0.0000 |
| Volume |
32 |
122 |
90 |
281.3% |
709 |
|
| Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1817 |
1.1760 |
1.1482 |
|
| R3 |
1.1665 |
1.1608 |
1.1440 |
|
| R2 |
1.1513 |
1.1513 |
1.1426 |
|
| R1 |
1.1456 |
1.1456 |
1.1412 |
1.1485 |
| PP |
1.1361 |
1.1361 |
1.1361 |
1.1376 |
| S1 |
1.1304 |
1.1304 |
1.1384 |
1.1333 |
| S2 |
1.1209 |
1.1209 |
1.1370 |
|
| S3 |
1.1057 |
1.1152 |
1.1356 |
|
| S4 |
1.0905 |
1.1000 |
1.1314 |
|
|
| 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% |
0.0107 |
0.9% |
89% |
False |
False |
163 |
| 10 |
1.1425 |
1.1110 |
0.0315 |
2.8% |
0.0116 |
1.0% |
91% |
False |
False |
124 |
| 20 |
1.1425 |
1.0696 |
0.0729 |
6.4% |
0.0112 |
1.0% |
96% |
False |
False |
92 |
| 40 |
1.1425 |
1.0570 |
0.0855 |
7.5% |
0.0113 |
1.0% |
97% |
False |
False |
64 |
| 60 |
1.1477 |
1.0520 |
0.0957 |
8.4% |
0.0107 |
0.9% |
92% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2065 |
|
2.618 |
1.1817 |
|
1.618 |
1.1665 |
|
1.000 |
1.1571 |
|
0.618 |
1.1513 |
|
HIGH |
1.1419 |
|
0.618 |
1.1361 |
|
0.500 |
1.1343 |
|
0.382 |
1.1325 |
|
LOW |
1.1267 |
|
0.618 |
1.1173 |
|
1.000 |
1.1115 |
|
1.618 |
1.1021 |
|
2.618 |
1.0869 |
|
4.250 |
1.0621 |
|
|
| Fisher Pivots for day following 13-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1380 |
1.1365 |
| PP |
1.1361 |
1.1332 |
| S1 |
1.1343 |
1.1299 |
|