CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 04-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1154 |
1.1271 |
0.0117 |
1.0% |
1.0987 |
| High |
1.1288 |
1.1382 |
0.0094 |
0.8% |
1.1013 |
| Low |
1.1081 |
1.1223 |
0.0142 |
1.3% |
1.0821 |
| Close |
1.1252 |
1.1246 |
-0.0006 |
-0.1% |
1.0983 |
| Range |
0.0207 |
0.0159 |
-0.0048 |
-23.2% |
0.0192 |
| ATR |
0.0149 |
0.0150 |
0.0001 |
0.5% |
0.0000 |
| Volume |
408,010 |
373,181 |
-34,829 |
-8.5% |
1,170,899 |
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1761 |
1.1662 |
1.1333 |
|
| R3 |
1.1602 |
1.1503 |
1.1290 |
|
| R2 |
1.1443 |
1.1443 |
1.1275 |
|
| R1 |
1.1344 |
1.1344 |
1.1261 |
1.1314 |
| PP |
1.1284 |
1.1284 |
1.1284 |
1.1269 |
| S1 |
1.1185 |
1.1185 |
1.1231 |
1.1155 |
| S2 |
1.1125 |
1.1125 |
1.1217 |
|
| S3 |
1.0966 |
1.1026 |
1.1202 |
|
| S4 |
1.0807 |
1.0867 |
1.1159 |
|
|
| 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 |
1.1382 |
1.0889 |
0.0493 |
4.4% |
0.0164 |
1.5% |
72% |
True |
False |
335,848 |
| 10 |
1.1382 |
1.0821 |
0.0561 |
5.0% |
0.0148 |
1.3% |
76% |
True |
False |
313,886 |
| 20 |
1.1472 |
1.0821 |
0.0651 |
5.8% |
0.0143 |
1.3% |
65% |
False |
False |
294,102 |
| 40 |
1.1472 |
1.0529 |
0.0943 |
8.4% |
0.0142 |
1.3% |
76% |
False |
False |
286,894 |
| 60 |
1.1472 |
1.0473 |
0.0999 |
8.9% |
0.0152 |
1.4% |
77% |
False |
False |
284,079 |
| 80 |
1.1472 |
1.0473 |
0.0999 |
8.9% |
0.0140 |
1.2% |
77% |
False |
False |
218,277 |
| 100 |
1.1888 |
1.0473 |
0.1415 |
12.6% |
0.0143 |
1.3% |
55% |
False |
False |
174,961 |
| 120 |
1.2582 |
1.0473 |
0.2109 |
18.8% |
0.0133 |
1.2% |
37% |
False |
False |
145,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2058 |
|
2.618 |
1.1798 |
|
1.618 |
1.1639 |
|
1.000 |
1.1541 |
|
0.618 |
1.1480 |
|
HIGH |
1.1382 |
|
0.618 |
1.1321 |
|
0.500 |
1.1303 |
|
0.382 |
1.1284 |
|
LOW |
1.1223 |
|
0.618 |
1.1125 |
|
1.000 |
1.1064 |
|
1.618 |
1.0966 |
|
2.618 |
1.0807 |
|
4.250 |
1.0547 |
|
|
| Fisher Pivots for day following 04-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1303 |
1.1214 |
| PP |
1.1284 |
1.1182 |
| S1 |
1.1265 |
1.1150 |
|