CME Euro FX (E) Future June 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 |
1.0982 |
1.0924 |
-0.0058 |
-0.5% |
1.0987 |
| High |
1.0983 |
1.1197 |
0.0214 |
1.9% |
1.1013 |
| Low |
1.0889 |
1.0918 |
0.0029 |
0.3% |
1.0821 |
| Close |
1.0935 |
1.1169 |
0.0234 |
2.1% |
1.0983 |
| Range |
0.0094 |
0.0279 |
0.0185 |
196.8% |
0.0192 |
| ATR |
0.0134 |
0.0145 |
0.0010 |
7.7% |
0.0000 |
| Volume |
243,563 |
410,264 |
166,701 |
68.4% |
1,170,899 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1932 |
1.1829 |
1.1322 |
|
| R3 |
1.1653 |
1.1550 |
1.1246 |
|
| R2 |
1.1374 |
1.1374 |
1.1220 |
|
| R1 |
1.1271 |
1.1271 |
1.1195 |
1.1323 |
| PP |
1.1095 |
1.1095 |
1.1095 |
1.1120 |
| S1 |
1.0992 |
1.0992 |
1.1143 |
1.1044 |
| S2 |
1.0816 |
1.0816 |
1.1118 |
|
| S3 |
1.0537 |
1.0713 |
1.1092 |
|
| S4 |
1.0258 |
1.0434 |
1.1016 |
|
|
| 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 |
1.1197 |
1.0821 |
0.0376 |
3.4% |
0.0131 |
1.2% |
93% |
True |
False |
301,637 |
| 10 |
1.1331 |
1.0821 |
0.0510 |
4.6% |
0.0141 |
1.3% |
68% |
False |
False |
298,377 |
| 20 |
1.1472 |
1.0821 |
0.0651 |
5.8% |
0.0142 |
1.3% |
53% |
False |
False |
288,074 |
| 40 |
1.1472 |
1.0529 |
0.0943 |
8.4% |
0.0140 |
1.3% |
68% |
False |
False |
279,484 |
| 60 |
1.1472 |
1.0473 |
0.0999 |
8.9% |
0.0150 |
1.3% |
70% |
False |
False |
275,041 |
| 80 |
1.1493 |
1.0473 |
0.1020 |
9.1% |
0.0138 |
1.2% |
68% |
False |
False |
208,561 |
| 100 |
1.1888 |
1.0473 |
0.1415 |
12.7% |
0.0141 |
1.3% |
49% |
False |
False |
167,171 |
| 120 |
1.2582 |
1.0473 |
0.2109 |
18.9% |
0.0131 |
1.2% |
33% |
False |
False |
139,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2383 |
|
2.618 |
1.1927 |
|
1.618 |
1.1648 |
|
1.000 |
1.1476 |
|
0.618 |
1.1369 |
|
HIGH |
1.1197 |
|
0.618 |
1.1090 |
|
0.500 |
1.1058 |
|
0.382 |
1.1025 |
|
LOW |
1.0918 |
|
0.618 |
1.0746 |
|
1.000 |
1.0639 |
|
1.618 |
1.0467 |
|
2.618 |
1.0188 |
|
4.250 |
0.9732 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1132 |
1.1127 |
| PP |
1.1095 |
1.1085 |
| S1 |
1.1058 |
1.1043 |
|