CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 02-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1006 |
1.0964 |
-0.0042 |
-0.4% |
1.1006 |
| High |
1.1006 |
1.1221 |
0.0215 |
2.0% |
1.1031 |
| Low |
1.0923 |
1.0955 |
0.0032 |
0.3% |
1.0863 |
| Close |
1.0967 |
1.1201 |
0.0234 |
2.1% |
1.1015 |
| Range |
0.0083 |
0.0266 |
0.0183 |
220.5% |
0.0168 |
| ATR |
0.0116 |
0.0127 |
0.0011 |
9.2% |
0.0000 |
| Volume |
118 |
189 |
71 |
60.2% |
666 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1924 |
1.1828 |
1.1347 |
|
| R3 |
1.1658 |
1.1562 |
1.1274 |
|
| R2 |
1.1392 |
1.1392 |
1.1250 |
|
| R1 |
1.1296 |
1.1296 |
1.1225 |
1.1344 |
| PP |
1.1126 |
1.1126 |
1.1126 |
1.1150 |
| S1 |
1.1030 |
1.1030 |
1.1177 |
1.1078 |
| S2 |
1.0860 |
1.0860 |
1.1152 |
|
| S3 |
1.0594 |
1.0764 |
1.1128 |
|
| S4 |
1.0328 |
1.0498 |
1.1055 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1474 |
1.1412 |
1.1107 |
|
| R3 |
1.1306 |
1.1244 |
1.1061 |
|
| R2 |
1.1138 |
1.1138 |
1.1046 |
|
| R1 |
1.1076 |
1.1076 |
1.1030 |
1.1107 |
| PP |
1.0970 |
1.0970 |
1.0970 |
1.0985 |
| S1 |
1.0908 |
1.0908 |
1.1000 |
1.0939 |
| S2 |
1.0802 |
1.0802 |
1.0984 |
|
| S3 |
1.0634 |
1.0740 |
1.0969 |
|
| S4 |
1.0466 |
1.0572 |
1.0923 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1221 |
1.0863 |
0.0358 |
3.2% |
0.0119 |
1.1% |
94% |
True |
False |
162 |
| 10 |
1.1342 |
1.0863 |
0.0479 |
4.3% |
0.0123 |
1.1% |
71% |
False |
False |
170 |
| 20 |
1.1501 |
1.0863 |
0.0638 |
5.7% |
0.0121 |
1.1% |
53% |
False |
False |
161 |
| 40 |
1.1501 |
1.0570 |
0.0931 |
8.3% |
0.0115 |
1.0% |
68% |
False |
False |
110 |
| 60 |
1.1501 |
1.0520 |
0.0981 |
8.8% |
0.0120 |
1.1% |
69% |
False |
False |
85 |
| 80 |
1.1501 |
1.0520 |
0.0981 |
8.8% |
0.0104 |
0.9% |
69% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2352 |
|
2.618 |
1.1917 |
|
1.618 |
1.1651 |
|
1.000 |
1.1487 |
|
0.618 |
1.1385 |
|
HIGH |
1.1221 |
|
0.618 |
1.1119 |
|
0.500 |
1.1088 |
|
0.382 |
1.1057 |
|
LOW |
1.0955 |
|
0.618 |
1.0791 |
|
1.000 |
1.0689 |
|
1.618 |
1.0525 |
|
2.618 |
1.0259 |
|
4.250 |
0.9825 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1163 |
1.1158 |
| PP |
1.1126 |
1.1115 |
| S1 |
1.1088 |
1.1072 |
|