CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 27-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2015 |
27-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0987 |
1.0876 |
-0.0111 |
-1.0% |
1.1450 |
| High |
1.1013 |
1.0932 |
-0.0081 |
-0.7% |
1.1452 |
| Low |
1.0866 |
1.0821 |
-0.0045 |
-0.4% |
1.1005 |
| Close |
1.0874 |
1.0892 |
0.0018 |
0.2% |
1.1043 |
| Range |
0.0147 |
0.0111 |
-0.0036 |
-24.5% |
0.0447 |
| ATR |
0.0148 |
0.0146 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
316,539 |
322,754 |
6,215 |
2.0% |
1,365,041 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1215 |
1.1164 |
1.0953 |
|
| R3 |
1.1104 |
1.1053 |
1.0923 |
|
| R2 |
1.0993 |
1.0993 |
1.0912 |
|
| R1 |
1.0942 |
1.0942 |
1.0902 |
1.0968 |
| PP |
1.0882 |
1.0882 |
1.0882 |
1.0894 |
| S1 |
1.0831 |
1.0831 |
1.0882 |
1.0857 |
| S2 |
1.0771 |
1.0771 |
1.0872 |
|
| S3 |
1.0660 |
1.0720 |
1.0861 |
|
| S4 |
1.0549 |
1.0609 |
1.0831 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2508 |
1.2222 |
1.1289 |
|
| R3 |
1.2061 |
1.1775 |
1.1166 |
|
| R2 |
1.1614 |
1.1614 |
1.1125 |
|
| R1 |
1.1328 |
1.1328 |
1.1084 |
1.1248 |
| PP |
1.1167 |
1.1167 |
1.1167 |
1.1126 |
| S1 |
1.0881 |
1.0881 |
1.1002 |
1.0801 |
| S2 |
1.0720 |
1.0720 |
1.0961 |
|
| S3 |
1.0273 |
1.0434 |
1.0920 |
|
| S4 |
0.9826 |
0.9987 |
1.0797 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1212 |
1.0821 |
0.0391 |
3.6% |
0.0132 |
1.2% |
18% |
False |
True |
293,720 |
| 10 |
1.1472 |
1.0821 |
0.0651 |
6.0% |
0.0145 |
1.3% |
11% |
False |
True |
284,331 |
| 20 |
1.1472 |
1.0821 |
0.0651 |
6.0% |
0.0147 |
1.4% |
11% |
False |
True |
292,383 |
| 40 |
1.1472 |
1.0529 |
0.0943 |
8.7% |
0.0139 |
1.3% |
38% |
False |
False |
269,799 |
| 60 |
1.1472 |
1.0473 |
0.0999 |
9.2% |
0.0149 |
1.4% |
42% |
False |
False |
257,614 |
| 80 |
1.1546 |
1.0473 |
0.1073 |
9.9% |
0.0139 |
1.3% |
39% |
False |
False |
193,829 |
| 100 |
1.2111 |
1.0473 |
0.1638 |
15.0% |
0.0139 |
1.3% |
26% |
False |
False |
155,337 |
| 120 |
1.2582 |
1.0473 |
0.2109 |
19.4% |
0.0131 |
1.2% |
20% |
False |
False |
129,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1404 |
|
2.618 |
1.1223 |
|
1.618 |
1.1112 |
|
1.000 |
1.1043 |
|
0.618 |
1.1001 |
|
HIGH |
1.0932 |
|
0.618 |
1.0890 |
|
0.500 |
1.0877 |
|
0.382 |
1.0863 |
|
LOW |
1.0821 |
|
0.618 |
1.0752 |
|
1.000 |
1.0710 |
|
1.618 |
1.0641 |
|
2.618 |
1.0530 |
|
4.250 |
1.0349 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0887 |
1.1017 |
| PP |
1.0882 |
1.0975 |
| S1 |
1.0877 |
1.0934 |
|