CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 01-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0959 |
1.0982 |
0.0023 |
0.2% |
1.0987 |
| High |
1.1008 |
1.0983 |
-0.0025 |
-0.2% |
1.1013 |
| Low |
1.0928 |
1.0889 |
-0.0039 |
-0.4% |
1.0821 |
| Close |
1.0983 |
1.0935 |
-0.0048 |
-0.4% |
1.0983 |
| Range |
0.0080 |
0.0094 |
0.0014 |
17.5% |
0.0192 |
| ATR |
0.0138 |
0.0134 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
244,226 |
243,563 |
-663 |
-0.3% |
1,170,899 |
|
| Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1218 |
1.1170 |
1.0987 |
|
| R3 |
1.1124 |
1.1076 |
1.0961 |
|
| R2 |
1.1030 |
1.1030 |
1.0952 |
|
| R1 |
1.0982 |
1.0982 |
1.0944 |
1.0959 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0924 |
| S1 |
1.0888 |
1.0888 |
1.0926 |
1.0865 |
| S2 |
1.0842 |
1.0842 |
1.0918 |
|
| S3 |
1.0748 |
1.0794 |
1.0909 |
|
| S4 |
1.0654 |
1.0700 |
1.0883 |
|
|
| 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 |
1.1013 |
1.0821 |
0.0192 |
1.8% |
0.0105 |
1.0% |
59% |
False |
False |
282,892 |
| 10 |
1.1452 |
1.0821 |
0.0631 |
5.8% |
0.0128 |
1.2% |
18% |
False |
False |
277,950 |
| 20 |
1.1472 |
1.0821 |
0.0651 |
6.0% |
0.0134 |
1.2% |
18% |
False |
False |
276,298 |
| 40 |
1.1472 |
1.0529 |
0.0943 |
8.6% |
0.0136 |
1.2% |
43% |
False |
False |
271,933 |
| 60 |
1.1472 |
1.0473 |
0.0999 |
9.1% |
0.0149 |
1.4% |
46% |
False |
False |
269,076 |
| 80 |
1.1513 |
1.0473 |
0.1040 |
9.5% |
0.0137 |
1.3% |
44% |
False |
False |
203,466 |
| 100 |
1.1914 |
1.0473 |
0.1441 |
13.2% |
0.0139 |
1.3% |
32% |
False |
False |
163,073 |
| 120 |
1.2582 |
1.0473 |
0.2109 |
19.3% |
0.0130 |
1.2% |
22% |
False |
False |
135,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1383 |
|
2.618 |
1.1229 |
|
1.618 |
1.1135 |
|
1.000 |
1.1077 |
|
0.618 |
1.1041 |
|
HIGH |
1.0983 |
|
0.618 |
1.0947 |
|
0.500 |
1.0936 |
|
0.382 |
1.0925 |
|
LOW |
1.0889 |
|
0.618 |
1.0831 |
|
1.000 |
1.0795 |
|
1.618 |
1.0737 |
|
2.618 |
1.0643 |
|
4.250 |
1.0490 |
|
|
| Fisher Pivots for day following 01-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0936 |
1.0939 |
| PP |
1.0936 |
1.0937 |
| S1 |
1.0935 |
1.0936 |
|