CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 10-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1283 |
1.1280 |
-0.0003 |
0.0% |
1.0982 |
| High |
1.1347 |
1.1388 |
0.0041 |
0.4% |
1.1382 |
| Low |
1.1215 |
1.1261 |
0.0046 |
0.4% |
1.0889 |
| Close |
1.1282 |
1.1317 |
0.0035 |
0.3% |
1.1120 |
| Range |
0.0132 |
0.0127 |
-0.0005 |
-3.8% |
0.0493 |
| ATR |
0.0159 |
0.0156 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
313,215 |
411,341 |
98,126 |
31.3% |
1,776,881 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1703 |
1.1637 |
1.1387 |
|
| R3 |
1.1576 |
1.1510 |
1.1352 |
|
| R2 |
1.1449 |
1.1449 |
1.1340 |
|
| R1 |
1.1383 |
1.1383 |
1.1329 |
1.1416 |
| PP |
1.1322 |
1.1322 |
1.1322 |
1.1339 |
| S1 |
1.1256 |
1.1256 |
1.1305 |
1.1289 |
| S2 |
1.1195 |
1.1195 |
1.1294 |
|
| S3 |
1.1068 |
1.1129 |
1.1282 |
|
| S4 |
1.0941 |
1.1002 |
1.1247 |
|
|
| 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 |
1.1388 |
1.1050 |
0.0338 |
3.0% |
0.0175 |
1.5% |
79% |
True |
False |
347,994 |
| 10 |
1.1388 |
1.0869 |
0.0519 |
4.6% |
0.0163 |
1.4% |
86% |
True |
False |
333,341 |
| 20 |
1.1472 |
1.0821 |
0.0651 |
5.8% |
0.0154 |
1.4% |
76% |
False |
False |
308,836 |
| 40 |
1.1472 |
1.0579 |
0.0893 |
7.9% |
0.0147 |
1.3% |
83% |
False |
False |
295,077 |
| 60 |
1.1472 |
1.0529 |
0.0943 |
8.3% |
0.0152 |
1.3% |
84% |
False |
False |
288,542 |
| 80 |
1.1472 |
1.0473 |
0.0999 |
8.8% |
0.0145 |
1.3% |
84% |
False |
False |
235,297 |
| 100 |
1.1695 |
1.0473 |
0.1222 |
10.8% |
0.0145 |
1.3% |
69% |
False |
False |
188,606 |
| 120 |
1.2531 |
1.0473 |
0.2058 |
18.2% |
0.0135 |
1.2% |
41% |
False |
False |
157,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1928 |
|
2.618 |
1.1720 |
|
1.618 |
1.1593 |
|
1.000 |
1.1515 |
|
0.618 |
1.1466 |
|
HIGH |
1.1388 |
|
0.618 |
1.1339 |
|
0.500 |
1.1325 |
|
0.382 |
1.1310 |
|
LOW |
1.1261 |
|
0.618 |
1.1183 |
|
1.000 |
1.1134 |
|
1.618 |
1.1056 |
|
2.618 |
1.0929 |
|
4.250 |
1.0721 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1325 |
1.1290 |
| PP |
1.1322 |
1.1263 |
| S1 |
1.1320 |
1.1236 |
|