CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 05-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1271 |
1.1228 |
-0.0043 |
-0.4% |
1.0982 |
| High |
1.1382 |
1.1283 |
-0.0099 |
-0.9% |
1.1382 |
| Low |
1.1223 |
1.1050 |
-0.0173 |
-1.5% |
1.0889 |
| Close |
1.1246 |
1.1120 |
-0.0126 |
-1.1% |
1.1120 |
| Range |
0.0159 |
0.0233 |
0.0074 |
46.5% |
0.0493 |
| ATR |
0.0150 |
0.0156 |
0.0006 |
4.0% |
0.0000 |
| Volume |
373,181 |
341,863 |
-31,318 |
-8.4% |
1,776,881 |
|
| Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1850 |
1.1718 |
1.1248 |
|
| R3 |
1.1617 |
1.1485 |
1.1184 |
|
| R2 |
1.1384 |
1.1384 |
1.1163 |
|
| R1 |
1.1252 |
1.1252 |
1.1141 |
1.1202 |
| PP |
1.1151 |
1.1151 |
1.1151 |
1.1126 |
| S1 |
1.1019 |
1.1019 |
1.1099 |
1.0969 |
| S2 |
1.0918 |
1.0918 |
1.1077 |
|
| S3 |
1.0685 |
1.0786 |
1.1056 |
|
| S4 |
1.0452 |
1.0553 |
1.0992 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2609 |
1.2358 |
1.1391 |
|
| R3 |
1.2116 |
1.1865 |
1.1256 |
|
| R2 |
1.1623 |
1.1623 |
1.1210 |
|
| R1 |
1.1372 |
1.1372 |
1.1165 |
1.1498 |
| PP |
1.1130 |
1.1130 |
1.1130 |
1.1193 |
| S1 |
1.0879 |
1.0879 |
1.1075 |
1.1005 |
| S2 |
1.0637 |
1.0637 |
1.1030 |
|
| S3 |
1.0144 |
1.0386 |
1.0984 |
|
| S4 |
0.9651 |
0.9893 |
1.0849 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1382 |
1.0889 |
0.0493 |
4.4% |
0.0194 |
1.7% |
47% |
False |
False |
355,376 |
| 10 |
1.1382 |
1.0821 |
0.0561 |
5.0% |
0.0161 |
1.4% |
53% |
False |
False |
323,894 |
| 20 |
1.1472 |
1.0821 |
0.0651 |
5.9% |
0.0147 |
1.3% |
46% |
False |
False |
296,168 |
| 40 |
1.1472 |
1.0529 |
0.0943 |
8.5% |
0.0145 |
1.3% |
63% |
False |
False |
288,910 |
| 60 |
1.1472 |
1.0473 |
0.0999 |
9.0% |
0.0153 |
1.4% |
65% |
False |
False |
284,900 |
| 80 |
1.1472 |
1.0473 |
0.0999 |
9.0% |
0.0142 |
1.3% |
65% |
False |
False |
222,534 |
| 100 |
1.1872 |
1.0473 |
0.1399 |
12.6% |
0.0144 |
1.3% |
46% |
False |
False |
178,370 |
| 120 |
1.2582 |
1.0473 |
0.2109 |
19.0% |
0.0134 |
1.2% |
31% |
False |
False |
148,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2273 |
|
2.618 |
1.1893 |
|
1.618 |
1.1660 |
|
1.000 |
1.1516 |
|
0.618 |
1.1427 |
|
HIGH |
1.1283 |
|
0.618 |
1.1194 |
|
0.500 |
1.1167 |
|
0.382 |
1.1139 |
|
LOW |
1.1050 |
|
0.618 |
1.0906 |
|
1.000 |
1.0817 |
|
1.618 |
1.0673 |
|
2.618 |
1.0440 |
|
4.250 |
1.0060 |
|
|
| Fisher Pivots for day following 05-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1167 |
1.1216 |
| PP |
1.1151 |
1.1184 |
| S1 |
1.1136 |
1.1152 |
|