CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 29-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0902 |
1.0959 |
0.0057 |
0.5% |
1.0987 |
| High |
1.0962 |
1.1008 |
0.0046 |
0.4% |
1.1013 |
| Low |
1.0869 |
1.0928 |
0.0059 |
0.5% |
1.0821 |
| Close |
1.0957 |
1.0983 |
0.0026 |
0.2% |
1.0983 |
| Range |
0.0093 |
0.0080 |
-0.0013 |
-14.0% |
0.0192 |
| ATR |
0.0142 |
0.0138 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
287,380 |
244,226 |
-43,154 |
-15.0% |
1,170,899 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1213 |
1.1178 |
1.1027 |
|
| R3 |
1.1133 |
1.1098 |
1.1005 |
|
| R2 |
1.1053 |
1.1053 |
1.0998 |
|
| R1 |
1.1018 |
1.1018 |
1.0990 |
1.1036 |
| PP |
1.0973 |
1.0973 |
1.0973 |
1.0982 |
| S1 |
1.0938 |
1.0938 |
1.0976 |
1.0956 |
| S2 |
1.0893 |
1.0893 |
1.0968 |
|
| S3 |
1.0813 |
1.0858 |
1.0961 |
|
| S4 |
1.0733 |
1.0778 |
1.0939 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1515 |
1.1441 |
1.1089 |
|
| R3 |
1.1323 |
1.1249 |
1.1036 |
|
| R2 |
1.1131 |
1.1131 |
1.1018 |
|
| R1 |
1.1057 |
1.1057 |
1.1001 |
1.0998 |
| PP |
1.0939 |
1.0939 |
1.0939 |
1.0910 |
| S1 |
1.0865 |
1.0865 |
1.0965 |
1.0806 |
| S2 |
1.0747 |
1.0747 |
1.0948 |
|
| S3 |
1.0555 |
1.0673 |
1.0930 |
|
| S4 |
1.0363 |
1.0481 |
1.0877 |
|
|
| 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% |
0.0128 |
1.2% |
41% |
False |
False |
292,412 |
| 10 |
1.1472 |
1.0821 |
0.0651 |
5.9% |
0.0133 |
1.2% |
25% |
False |
False |
282,057 |
| 20 |
1.1472 |
1.0821 |
0.0651 |
5.9% |
0.0135 |
1.2% |
25% |
False |
False |
273,841 |
| 40 |
1.1472 |
1.0529 |
0.0943 |
8.6% |
0.0138 |
1.3% |
48% |
False |
False |
271,426 |
| 60 |
1.1472 |
1.0473 |
0.0999 |
9.1% |
0.0149 |
1.4% |
51% |
False |
False |
265,723 |
| 80 |
1.1513 |
1.0473 |
0.1040 |
9.5% |
0.0138 |
1.3% |
49% |
False |
False |
200,458 |
| 100 |
1.1985 |
1.0473 |
0.1512 |
13.8% |
0.0139 |
1.3% |
34% |
False |
False |
160,646 |
| 120 |
1.2582 |
1.0473 |
0.2109 |
19.2% |
0.0130 |
1.2% |
24% |
False |
False |
133,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1348 |
|
2.618 |
1.1217 |
|
1.618 |
1.1137 |
|
1.000 |
1.1088 |
|
0.618 |
1.1057 |
|
HIGH |
1.1008 |
|
0.618 |
1.0977 |
|
0.500 |
1.0968 |
|
0.382 |
1.0959 |
|
LOW |
1.0928 |
|
0.618 |
1.0879 |
|
1.000 |
1.0848 |
|
1.618 |
1.0799 |
|
2.618 |
1.0719 |
|
4.250 |
1.0588 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0978 |
1.0960 |
| PP |
1.0973 |
1.0937 |
| S1 |
1.0968 |
1.0915 |
|