CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 03-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0924 |
1.1154 |
0.0230 |
2.1% |
1.0987 |
| High |
1.1197 |
1.1288 |
0.0091 |
0.8% |
1.1013 |
| Low |
1.0918 |
1.1081 |
0.0163 |
1.5% |
1.0821 |
| Close |
1.1169 |
1.1252 |
0.0083 |
0.7% |
1.0983 |
| Range |
0.0279 |
0.0207 |
-0.0072 |
-25.8% |
0.0192 |
| ATR |
0.0145 |
0.0149 |
0.0004 |
3.1% |
0.0000 |
| Volume |
410,264 |
408,010 |
-2,254 |
-0.5% |
1,170,899 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1828 |
1.1747 |
1.1366 |
|
| R3 |
1.1621 |
1.1540 |
1.1309 |
|
| R2 |
1.1414 |
1.1414 |
1.1290 |
|
| R1 |
1.1333 |
1.1333 |
1.1271 |
1.1374 |
| PP |
1.1207 |
1.1207 |
1.1207 |
1.1227 |
| S1 |
1.1126 |
1.1126 |
1.1233 |
1.1167 |
| S2 |
1.1000 |
1.1000 |
1.1214 |
|
| S3 |
1.0793 |
1.0919 |
1.1195 |
|
| S4 |
1.0586 |
1.0712 |
1.1138 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1515 |
1.1441 |
1.1089 |
|
| R3 |
1.1323 |
1.1249 |
1.1036 |
|
| R2 |
1.1131 |
1.1131 |
1.1018 |
|
| R1 |
1.1057 |
1.1057 |
1.1001 |
1.0998 |
| PP |
1.0939 |
1.0939 |
1.0939 |
1.0910 |
| S1 |
1.0865 |
1.0865 |
1.0965 |
1.0806 |
| S2 |
1.0747 |
1.0747 |
1.0948 |
|
| S3 |
1.0555 |
1.0673 |
1.0930 |
|
| S4 |
1.0363 |
1.0481 |
1.0877 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1288 |
1.0869 |
0.0419 |
3.7% |
0.0151 |
1.3% |
91% |
True |
False |
318,688 |
| 10 |
1.1288 |
1.0821 |
0.0467 |
4.2% |
0.0141 |
1.3% |
92% |
True |
False |
306,204 |
| 20 |
1.1472 |
1.0821 |
0.0651 |
5.8% |
0.0145 |
1.3% |
66% |
False |
False |
294,672 |
| 40 |
1.1472 |
1.0529 |
0.0943 |
8.4% |
0.0142 |
1.3% |
77% |
False |
False |
284,105 |
| 60 |
1.1472 |
1.0473 |
0.0999 |
8.9% |
0.0152 |
1.4% |
78% |
False |
False |
280,816 |
| 80 |
1.1472 |
1.0473 |
0.0999 |
8.9% |
0.0139 |
1.2% |
78% |
False |
False |
213,639 |
| 100 |
1.1888 |
1.0473 |
0.1415 |
12.6% |
0.0142 |
1.3% |
55% |
False |
False |
171,241 |
| 120 |
1.2582 |
1.0473 |
0.2109 |
18.7% |
0.0132 |
1.2% |
37% |
False |
False |
142,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2168 |
|
2.618 |
1.1830 |
|
1.618 |
1.1623 |
|
1.000 |
1.1495 |
|
0.618 |
1.1416 |
|
HIGH |
1.1288 |
|
0.618 |
1.1209 |
|
0.500 |
1.1185 |
|
0.382 |
1.1160 |
|
LOW |
1.1081 |
|
0.618 |
1.0953 |
|
1.000 |
1.0874 |
|
1.618 |
1.0746 |
|
2.618 |
1.0539 |
|
4.250 |
1.0201 |
|
|
| Fisher Pivots for day following 03-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1230 |
1.1198 |
| PP |
1.1207 |
1.1143 |
| S1 |
1.1185 |
1.1089 |
|