CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 21-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1161 |
1.1151 |
-0.0010 |
-0.1% |
1.1194 |
| High |
1.1175 |
1.1205 |
0.0030 |
0.3% |
1.1501 |
| Low |
1.1098 |
1.1145 |
0.0047 |
0.4% |
1.1178 |
| Close |
1.1152 |
1.1166 |
0.0014 |
0.1% |
1.1501 |
| Range |
0.0077 |
0.0060 |
-0.0017 |
-22.1% |
0.0323 |
| ATR |
0.0124 |
0.0119 |
-0.0005 |
-3.7% |
0.0000 |
| Volume |
246 |
166 |
-80 |
-32.5% |
681 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1352 |
1.1319 |
1.1199 |
|
| R3 |
1.1292 |
1.1259 |
1.1183 |
|
| R2 |
1.1232 |
1.1232 |
1.1177 |
|
| R1 |
1.1199 |
1.1199 |
1.1172 |
1.1216 |
| PP |
1.1172 |
1.1172 |
1.1172 |
1.1180 |
| S1 |
1.1139 |
1.1139 |
1.1161 |
1.1156 |
| S2 |
1.1112 |
1.1112 |
1.1155 |
|
| S3 |
1.1052 |
1.1079 |
1.1150 |
|
| S4 |
1.0992 |
1.1019 |
1.1133 |
|
|
| 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 |
1.1098 |
0.0403 |
3.6% |
0.0119 |
1.1% |
17% |
False |
False |
183 |
| 10 |
1.1501 |
1.1098 |
0.0403 |
3.6% |
0.0110 |
1.0% |
17% |
False |
False |
166 |
| 20 |
1.1501 |
1.0857 |
0.0644 |
5.8% |
0.0115 |
1.0% |
48% |
False |
False |
139 |
| 40 |
1.1501 |
1.0570 |
0.0931 |
8.3% |
0.0107 |
1.0% |
64% |
False |
False |
86 |
| 60 |
1.1501 |
1.0520 |
0.0981 |
8.8% |
0.0113 |
1.0% |
66% |
False |
False |
69 |
| 80 |
1.1542 |
1.0520 |
0.1022 |
9.2% |
0.0098 |
0.9% |
63% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1460 |
|
2.618 |
1.1362 |
|
1.618 |
1.1302 |
|
1.000 |
1.1265 |
|
0.618 |
1.1242 |
|
HIGH |
1.1205 |
|
0.618 |
1.1182 |
|
0.500 |
1.1175 |
|
0.382 |
1.1168 |
|
LOW |
1.1145 |
|
0.618 |
1.1108 |
|
1.000 |
1.1085 |
|
1.618 |
1.1048 |
|
2.618 |
1.0988 |
|
4.250 |
1.0890 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1175 |
1.1220 |
| PP |
1.1172 |
1.1202 |
| S1 |
1.1169 |
1.1184 |
|