CME Euro FX (E) Future September 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 |
1.1285 |
1.1239 |
-0.0046 |
-0.4% |
1.1000 |
| High |
1.1395 |
1.1297 |
-0.0098 |
-0.9% |
1.1395 |
| Low |
1.1238 |
1.1064 |
-0.0174 |
-1.5% |
1.0904 |
| Close |
1.1259 |
1.1134 |
-0.0125 |
-1.1% |
1.1134 |
| Range |
0.0157 |
0.0233 |
0.0076 |
48.4% |
0.0491 |
| ATR |
0.0147 |
0.0153 |
0.0006 |
4.2% |
0.0000 |
| Volume |
16,158 |
22,735 |
6,577 |
40.7% |
93,992 |
|
| Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1864 |
1.1732 |
1.1262 |
|
| R3 |
1.1631 |
1.1499 |
1.1198 |
|
| R2 |
1.1398 |
1.1398 |
1.1177 |
|
| R1 |
1.1266 |
1.1266 |
1.1155 |
1.1216 |
| PP |
1.1165 |
1.1165 |
1.1165 |
1.1140 |
| S1 |
1.1033 |
1.1033 |
1.1113 |
1.0983 |
| S2 |
1.0932 |
1.0932 |
1.1091 |
|
| S3 |
1.0699 |
1.0800 |
1.1070 |
|
| S4 |
1.0466 |
1.0567 |
1.1006 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2617 |
1.2367 |
1.1404 |
|
| R3 |
1.2126 |
1.1876 |
1.1269 |
|
| R2 |
1.1635 |
1.1635 |
1.1224 |
|
| R1 |
1.1385 |
1.1385 |
1.1179 |
1.1510 |
| PP |
1.1144 |
1.1144 |
1.1144 |
1.1207 |
| S1 |
1.0894 |
1.0894 |
1.1089 |
1.1019 |
| S2 |
1.0653 |
1.0653 |
1.1044 |
|
| S3 |
1.0162 |
1.0403 |
1.0999 |
|
| S4 |
0.9671 |
0.9912 |
1.0864 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1395 |
1.0904 |
0.0491 |
4.4% |
0.0193 |
1.7% |
47% |
False |
False |
18,798 |
| 10 |
1.1395 |
1.0837 |
0.0558 |
5.0% |
0.0160 |
1.4% |
53% |
False |
False |
12,245 |
| 20 |
1.1485 |
1.0837 |
0.0648 |
5.8% |
0.0145 |
1.3% |
46% |
False |
False |
7,394 |
| 40 |
1.1485 |
1.0545 |
0.0940 |
8.4% |
0.0141 |
1.3% |
63% |
False |
False |
4,341 |
| 60 |
1.1485 |
1.0494 |
0.0991 |
8.9% |
0.0148 |
1.3% |
65% |
False |
False |
3,137 |
| 80 |
1.1485 |
1.0494 |
0.0991 |
8.9% |
0.0137 |
1.2% |
65% |
False |
False |
2,391 |
| 100 |
1.1877 |
1.0494 |
0.1383 |
12.4% |
0.0134 |
1.2% |
46% |
False |
False |
1,937 |
| 120 |
1.2564 |
1.0494 |
0.2070 |
18.6% |
0.0121 |
1.1% |
31% |
False |
False |
1,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2287 |
|
2.618 |
1.1907 |
|
1.618 |
1.1674 |
|
1.000 |
1.1530 |
|
0.618 |
1.1441 |
|
HIGH |
1.1297 |
|
0.618 |
1.1208 |
|
0.500 |
1.1181 |
|
0.382 |
1.1153 |
|
LOW |
1.1064 |
|
0.618 |
1.0920 |
|
1.000 |
1.0831 |
|
1.618 |
1.0687 |
|
2.618 |
1.0454 |
|
4.250 |
1.0074 |
|
|
| Fisher Pivots for day following 05-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1181 |
1.1230 |
| PP |
1.1165 |
1.1198 |
| S1 |
1.1150 |
1.1166 |
|