CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 08-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1228 |
1.1102 |
-0.0126 |
-1.1% |
1.0982 |
| High |
1.1283 |
1.1309 |
0.0026 |
0.2% |
1.1382 |
| Low |
1.1050 |
1.1084 |
0.0034 |
0.3% |
1.0889 |
| Close |
1.1120 |
1.1278 |
0.0158 |
1.4% |
1.1120 |
| Range |
0.0233 |
0.0225 |
-0.0008 |
-3.4% |
0.0493 |
| ATR |
0.0156 |
0.0161 |
0.0005 |
3.2% |
0.0000 |
| Volume |
341,863 |
300,374 |
-41,489 |
-12.1% |
1,776,881 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1899 |
1.1813 |
1.1402 |
|
| R3 |
1.1674 |
1.1588 |
1.1340 |
|
| R2 |
1.1449 |
1.1449 |
1.1319 |
|
| R1 |
1.1363 |
1.1363 |
1.1299 |
1.1406 |
| PP |
1.1224 |
1.1224 |
1.1224 |
1.1245 |
| S1 |
1.1138 |
1.1138 |
1.1257 |
1.1181 |
| S2 |
1.0999 |
1.0999 |
1.1237 |
|
| S3 |
1.0774 |
1.0913 |
1.1216 |
|
| S4 |
1.0549 |
1.0688 |
1.1154 |
|
|
| 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 |
1.0918 |
0.0464 |
4.1% |
0.0221 |
2.0% |
78% |
False |
False |
366,738 |
| 10 |
1.1382 |
1.0821 |
0.0561 |
5.0% |
0.0163 |
1.4% |
81% |
False |
False |
324,815 |
| 20 |
1.1472 |
1.0821 |
0.0651 |
5.8% |
0.0152 |
1.3% |
70% |
False |
False |
294,736 |
| 40 |
1.1472 |
1.0529 |
0.0943 |
8.4% |
0.0147 |
1.3% |
79% |
False |
False |
290,699 |
| 60 |
1.1472 |
1.0473 |
0.0999 |
8.9% |
0.0153 |
1.4% |
81% |
False |
False |
285,980 |
| 80 |
1.1472 |
1.0473 |
0.0999 |
8.9% |
0.0144 |
1.3% |
81% |
False |
False |
226,275 |
| 100 |
1.1864 |
1.0473 |
0.1391 |
12.3% |
0.0145 |
1.3% |
58% |
False |
False |
181,371 |
| 120 |
1.2582 |
1.0473 |
0.2109 |
18.7% |
0.0135 |
1.2% |
38% |
False |
False |
151,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2265 |
|
2.618 |
1.1898 |
|
1.618 |
1.1673 |
|
1.000 |
1.1534 |
|
0.618 |
1.1448 |
|
HIGH |
1.1309 |
|
0.618 |
1.1223 |
|
0.500 |
1.1197 |
|
0.382 |
1.1170 |
|
LOW |
1.1084 |
|
0.618 |
1.0945 |
|
1.000 |
1.0859 |
|
1.618 |
1.0720 |
|
2.618 |
1.0495 |
|
4.250 |
1.0128 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1251 |
1.1257 |
| PP |
1.1224 |
1.1237 |
| S1 |
1.1197 |
1.1216 |
|