CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 28-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0876 |
1.0902 |
0.0026 |
0.2% |
1.1450 |
| High |
1.0932 |
1.0962 |
0.0030 |
0.3% |
1.1452 |
| Low |
1.0821 |
1.0869 |
0.0048 |
0.4% |
1.1005 |
| Close |
1.0892 |
1.0957 |
0.0065 |
0.6% |
1.1043 |
| Range |
0.0111 |
0.0093 |
-0.0018 |
-16.2% |
0.0447 |
| ATR |
0.0146 |
0.0142 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
322,754 |
287,380 |
-35,374 |
-11.0% |
1,365,041 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1208 |
1.1176 |
1.1008 |
|
| R3 |
1.1115 |
1.1083 |
1.0983 |
|
| R2 |
1.1022 |
1.1022 |
1.0974 |
|
| R1 |
1.0990 |
1.0990 |
1.0966 |
1.1006 |
| PP |
1.0929 |
1.0929 |
1.0929 |
1.0938 |
| S1 |
1.0897 |
1.0897 |
1.0948 |
1.0913 |
| S2 |
1.0836 |
1.0836 |
1.0940 |
|
| S3 |
1.0743 |
1.0804 |
1.0931 |
|
| S4 |
1.0650 |
1.0711 |
1.0906 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2508 |
1.2222 |
1.1289 |
|
| R3 |
1.2061 |
1.1775 |
1.1166 |
|
| R2 |
1.1614 |
1.1614 |
1.1125 |
|
| R1 |
1.1328 |
1.1328 |
1.1084 |
1.1248 |
| PP |
1.1167 |
1.1167 |
1.1167 |
1.1126 |
| S1 |
1.0881 |
1.0881 |
1.1002 |
1.0801 |
| S2 |
1.0720 |
1.0720 |
1.0961 |
|
| S3 |
1.0273 |
1.0434 |
1.0920 |
|
| S4 |
0.9826 |
0.9987 |
1.0797 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1212 |
1.0821 |
0.0391 |
3.6% |
0.0132 |
1.2% |
35% |
False |
False |
291,923 |
| 10 |
1.1472 |
1.0821 |
0.0651 |
5.9% |
0.0137 |
1.2% |
21% |
False |
False |
286,991 |
| 20 |
1.1472 |
1.0821 |
0.0651 |
5.9% |
0.0140 |
1.3% |
21% |
False |
False |
283,883 |
| 40 |
1.1472 |
1.0529 |
0.0943 |
8.6% |
0.0138 |
1.3% |
45% |
False |
False |
271,251 |
| 60 |
1.1472 |
1.0473 |
0.0999 |
9.1% |
0.0150 |
1.4% |
48% |
False |
False |
262,287 |
| 80 |
1.1546 |
1.0473 |
0.1073 |
9.8% |
0.0140 |
1.3% |
45% |
False |
False |
197,412 |
| 100 |
1.1993 |
1.0473 |
0.1520 |
13.9% |
0.0139 |
1.3% |
32% |
False |
False |
158,208 |
| 120 |
1.2582 |
1.0473 |
0.2109 |
19.2% |
0.0131 |
1.2% |
23% |
False |
False |
131,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1357 |
|
2.618 |
1.1205 |
|
1.618 |
1.1112 |
|
1.000 |
1.1055 |
|
0.618 |
1.1019 |
|
HIGH |
1.0962 |
|
0.618 |
1.0926 |
|
0.500 |
1.0916 |
|
0.382 |
1.0905 |
|
LOW |
1.0869 |
|
0.618 |
1.0812 |
|
1.000 |
1.0776 |
|
1.618 |
1.0719 |
|
2.618 |
1.0626 |
|
4.250 |
1.0474 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0943 |
1.0944 |
| PP |
1.0929 |
1.0930 |
| S1 |
1.0916 |
1.0917 |
|