CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 18-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1434 |
1.1480 |
0.0046 |
0.4% |
1.1194 |
| High |
1.1501 |
1.1480 |
-0.0021 |
-0.2% |
1.1501 |
| Low |
1.1372 |
1.1337 |
-0.0035 |
-0.3% |
1.1178 |
| Close |
1.1501 |
1.1340 |
-0.0161 |
-1.4% |
1.1501 |
| Range |
0.0129 |
0.0143 |
0.0014 |
10.9% |
0.0323 |
| ATR |
0.0118 |
0.0122 |
0.0003 |
2.7% |
0.0000 |
| Volume |
213 |
155 |
-58 |
-27.2% |
681 |
|
| Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1815 |
1.1720 |
1.1419 |
|
| R3 |
1.1672 |
1.1577 |
1.1379 |
|
| R2 |
1.1529 |
1.1529 |
1.1366 |
|
| R1 |
1.1434 |
1.1434 |
1.1353 |
1.1410 |
| PP |
1.1386 |
1.1386 |
1.1386 |
1.1374 |
| S1 |
1.1291 |
1.1291 |
1.1327 |
1.1267 |
| S2 |
1.1243 |
1.1243 |
1.1314 |
|
| S3 |
1.1100 |
1.1148 |
1.1301 |
|
| S4 |
1.0957 |
1.1005 |
1.1261 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2362 |
1.2255 |
1.1679 |
|
| R3 |
1.2039 |
1.1932 |
1.1590 |
|
| R2 |
1.1716 |
1.1716 |
1.1560 |
|
| R1 |
1.1609 |
1.1609 |
1.1531 |
1.1663 |
| PP |
1.1393 |
1.1393 |
1.1393 |
1.1420 |
| S1 |
1.1286 |
1.1286 |
1.1471 |
1.1340 |
| S2 |
1.1070 |
1.1070 |
1.1442 |
|
| S3 |
1.0747 |
1.0963 |
1.1412 |
|
| S4 |
1.0424 |
1.0640 |
1.1323 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1501 |
1.1182 |
0.0319 |
2.8% |
0.0132 |
1.2% |
50% |
False |
False |
143 |
| 10 |
1.1501 |
1.1110 |
0.0391 |
3.4% |
0.0119 |
1.1% |
59% |
False |
False |
151 |
| 20 |
1.1501 |
1.0711 |
0.0790 |
7.0% |
0.0115 |
1.0% |
80% |
False |
False |
113 |
| 40 |
1.1501 |
1.0570 |
0.0931 |
8.2% |
0.0107 |
0.9% |
83% |
False |
False |
75 |
| 60 |
1.1501 |
1.0520 |
0.0981 |
8.7% |
0.0111 |
1.0% |
84% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2088 |
|
2.618 |
1.1854 |
|
1.618 |
1.1711 |
|
1.000 |
1.1623 |
|
0.618 |
1.1568 |
|
HIGH |
1.1480 |
|
0.618 |
1.1425 |
|
0.500 |
1.1409 |
|
0.382 |
1.1392 |
|
LOW |
1.1337 |
|
0.618 |
1.1249 |
|
1.000 |
1.1194 |
|
1.618 |
1.1106 |
|
2.618 |
1.0963 |
|
4.250 |
1.0729 |
|
|
| Fisher Pivots for day following 18-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1409 |
1.1419 |
| PP |
1.1386 |
1.1393 |
| S1 |
1.1363 |
1.1366 |
|