CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 09-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1117 |
1.1297 |
0.0180 |
1.6% |
1.1000 |
| High |
1.1322 |
1.1361 |
0.0039 |
0.3% |
1.1395 |
| Low |
1.1099 |
1.1228 |
0.0129 |
1.2% |
1.0904 |
| Close |
1.1291 |
1.1295 |
0.0004 |
0.0% |
1.1134 |
| Range |
0.0223 |
0.0133 |
-0.0090 |
-40.4% |
0.0491 |
| ATR |
0.0158 |
0.0157 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
66,349 |
102,156 |
35,807 |
54.0% |
93,992 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1694 |
1.1627 |
1.1368 |
|
| R3 |
1.1561 |
1.1494 |
1.1332 |
|
| R2 |
1.1428 |
1.1428 |
1.1319 |
|
| R1 |
1.1361 |
1.1361 |
1.1307 |
1.1328 |
| PP |
1.1295 |
1.1295 |
1.1295 |
1.1278 |
| S1 |
1.1228 |
1.1228 |
1.1283 |
1.1195 |
| S2 |
1.1162 |
1.1162 |
1.1271 |
|
| S3 |
1.1029 |
1.1095 |
1.1258 |
|
| S4 |
1.0896 |
1.0962 |
1.1222 |
|
|
| 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 |
1.1064 |
0.0331 |
2.9% |
0.0190 |
1.7% |
70% |
False |
False |
46,432 |
| 10 |
1.1395 |
1.0837 |
0.0558 |
4.9% |
0.0160 |
1.4% |
82% |
False |
False |
28,378 |
| 20 |
1.1485 |
1.0837 |
0.0648 |
5.7% |
0.0153 |
1.4% |
71% |
False |
False |
15,518 |
| 40 |
1.1485 |
1.0556 |
0.0929 |
8.2% |
0.0145 |
1.3% |
80% |
False |
False |
8,513 |
| 60 |
1.1485 |
1.0545 |
0.0940 |
8.3% |
0.0149 |
1.3% |
80% |
False |
False |
5,934 |
| 80 |
1.1485 |
1.0494 |
0.0991 |
8.8% |
0.0139 |
1.2% |
81% |
False |
False |
4,496 |
| 100 |
1.1677 |
1.0494 |
0.1183 |
10.5% |
0.0135 |
1.2% |
68% |
False |
False |
3,621 |
| 120 |
1.2501 |
1.0494 |
0.2007 |
17.8% |
0.0123 |
1.1% |
40% |
False |
False |
3,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1926 |
|
2.618 |
1.1709 |
|
1.618 |
1.1576 |
|
1.000 |
1.1494 |
|
0.618 |
1.1443 |
|
HIGH |
1.1361 |
|
0.618 |
1.1310 |
|
0.500 |
1.1295 |
|
0.382 |
1.1279 |
|
LOW |
1.1228 |
|
0.618 |
1.1146 |
|
1.000 |
1.1095 |
|
1.618 |
1.1013 |
|
2.618 |
1.0880 |
|
4.250 |
1.0663 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1295 |
1.1268 |
| PP |
1.1295 |
1.1240 |
| S1 |
1.1295 |
1.1213 |
|