CME Euro FX (E) Future September 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 |
1.0940 |
1.1175 |
0.0235 |
2.1% |
1.0999 |
| High |
1.1208 |
1.1301 |
0.0093 |
0.8% |
1.1024 |
| Low |
1.0933 |
1.1095 |
0.0162 |
1.5% |
1.0837 |
| Close |
1.1183 |
1.1265 |
0.0082 |
0.7% |
1.0997 |
| Range |
0.0275 |
0.0206 |
-0.0069 |
-25.1% |
0.0187 |
| ATR |
0.0142 |
0.0147 |
0.0005 |
3.2% |
0.0000 |
| Volume |
22,682 |
24,764 |
2,082 |
9.2% |
26,917 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1838 |
1.1758 |
1.1378 |
|
| R3 |
1.1632 |
1.1552 |
1.1322 |
|
| R2 |
1.1426 |
1.1426 |
1.1303 |
|
| R1 |
1.1346 |
1.1346 |
1.1284 |
1.1386 |
| PP |
1.1220 |
1.1220 |
1.1220 |
1.1241 |
| S1 |
1.1140 |
1.1140 |
1.1246 |
1.1180 |
| S2 |
1.1014 |
1.1014 |
1.1227 |
|
| S3 |
1.0808 |
1.0934 |
1.1208 |
|
| S4 |
1.0602 |
1.0728 |
1.1152 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1514 |
1.1442 |
1.1100 |
|
| R3 |
1.1327 |
1.1255 |
1.1048 |
|
| R2 |
1.1140 |
1.1140 |
1.1031 |
|
| R1 |
1.1068 |
1.1068 |
1.1014 |
1.1011 |
| PP |
1.0953 |
1.0953 |
1.0953 |
1.0924 |
| S1 |
1.0881 |
1.0881 |
1.0980 |
1.0824 |
| S2 |
1.0766 |
1.0766 |
1.0963 |
|
| S3 |
1.0579 |
1.0694 |
1.0946 |
|
| S4 |
1.0392 |
1.0507 |
1.0894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1301 |
1.0883 |
0.0418 |
3.7% |
0.0150 |
1.3% |
91% |
True |
False |
14,041 |
| 10 |
1.1301 |
1.0837 |
0.0464 |
4.1% |
0.0139 |
1.2% |
92% |
True |
False |
9,183 |
| 20 |
1.1485 |
1.0837 |
0.0648 |
5.8% |
0.0142 |
1.3% |
66% |
False |
False |
5,677 |
| 40 |
1.1485 |
1.0545 |
0.0940 |
8.3% |
0.0138 |
1.2% |
77% |
False |
False |
3,402 |
| 60 |
1.1485 |
1.0494 |
0.0991 |
8.8% |
0.0148 |
1.3% |
78% |
False |
False |
2,506 |
| 80 |
1.1485 |
1.0494 |
0.0991 |
8.8% |
0.0133 |
1.2% |
78% |
False |
False |
1,906 |
| 100 |
1.1900 |
1.0494 |
0.1406 |
12.5% |
0.0131 |
1.2% |
55% |
False |
False |
1,550 |
| 120 |
1.2564 |
1.0494 |
0.2070 |
18.4% |
0.0118 |
1.0% |
37% |
False |
False |
1,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2177 |
|
2.618 |
1.1840 |
|
1.618 |
1.1634 |
|
1.000 |
1.1507 |
|
0.618 |
1.1428 |
|
HIGH |
1.1301 |
|
0.618 |
1.1222 |
|
0.500 |
1.1198 |
|
0.382 |
1.1174 |
|
LOW |
1.1095 |
|
0.618 |
1.0968 |
|
1.000 |
1.0889 |
|
1.618 |
1.0762 |
|
2.618 |
1.0556 |
|
4.250 |
1.0220 |
|
|
| Fisher Pivots for day following 03-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1243 |
1.1211 |
| PP |
1.1220 |
1.1157 |
| S1 |
1.1198 |
1.1103 |
|