CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 09-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1102 |
1.1283 |
0.0181 |
1.6% |
1.0982 |
| High |
1.1309 |
1.1347 |
0.0038 |
0.3% |
1.1382 |
| Low |
1.1084 |
1.1215 |
0.0131 |
1.2% |
1.0889 |
| Close |
1.1278 |
1.1282 |
0.0004 |
0.0% |
1.1120 |
| Range |
0.0225 |
0.0132 |
-0.0093 |
-41.3% |
0.0493 |
| ATR |
0.0161 |
0.0159 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
300,374 |
313,215 |
12,841 |
4.3% |
1,776,881 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1677 |
1.1612 |
1.1355 |
|
| R3 |
1.1545 |
1.1480 |
1.1318 |
|
| R2 |
1.1413 |
1.1413 |
1.1306 |
|
| R1 |
1.1348 |
1.1348 |
1.1294 |
1.1315 |
| PP |
1.1281 |
1.1281 |
1.1281 |
1.1265 |
| S1 |
1.1216 |
1.1216 |
1.1270 |
1.1183 |
| S2 |
1.1149 |
1.1149 |
1.1258 |
|
| S3 |
1.1017 |
1.1084 |
1.1246 |
|
| S4 |
1.0885 |
1.0952 |
1.1209 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2609 |
1.2358 |
1.1391 |
|
| R3 |
1.2116 |
1.1865 |
1.1256 |
|
| R2 |
1.1623 |
1.1623 |
1.1210 |
|
| R1 |
1.1372 |
1.1372 |
1.1165 |
1.1498 |
| PP |
1.1130 |
1.1130 |
1.1130 |
1.1193 |
| S1 |
1.0879 |
1.0879 |
1.1075 |
1.1005 |
| S2 |
1.0637 |
1.0637 |
1.1030 |
|
| S3 |
1.0144 |
1.0386 |
1.0984 |
|
| S4 |
0.9651 |
0.9893 |
1.0849 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1382 |
1.1050 |
0.0332 |
2.9% |
0.0191 |
1.7% |
70% |
False |
False |
347,328 |
| 10 |
1.1382 |
1.0821 |
0.0561 |
5.0% |
0.0161 |
1.4% |
82% |
False |
False |
324,483 |
| 20 |
1.1472 |
1.0821 |
0.0651 |
5.8% |
0.0155 |
1.4% |
71% |
False |
False |
299,649 |
| 40 |
1.1472 |
1.0539 |
0.0933 |
8.3% |
0.0148 |
1.3% |
80% |
False |
False |
292,542 |
| 60 |
1.1472 |
1.0491 |
0.0981 |
8.7% |
0.0152 |
1.4% |
81% |
False |
False |
285,844 |
| 80 |
1.1472 |
1.0473 |
0.0999 |
8.9% |
0.0144 |
1.3% |
81% |
False |
False |
230,173 |
| 100 |
1.1806 |
1.0473 |
0.1333 |
11.8% |
0.0145 |
1.3% |
61% |
False |
False |
184,497 |
| 120 |
1.2582 |
1.0473 |
0.2109 |
18.7% |
0.0135 |
1.2% |
38% |
False |
False |
153,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1908 |
|
2.618 |
1.1693 |
|
1.618 |
1.1561 |
|
1.000 |
1.1479 |
|
0.618 |
1.1429 |
|
HIGH |
1.1347 |
|
0.618 |
1.1297 |
|
0.500 |
1.1281 |
|
0.382 |
1.1265 |
|
LOW |
1.1215 |
|
0.618 |
1.1133 |
|
1.000 |
1.1083 |
|
1.618 |
1.1001 |
|
2.618 |
1.0869 |
|
4.250 |
1.0654 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1282 |
1.1254 |
| PP |
1.1281 |
1.1226 |
| S1 |
1.1281 |
1.1199 |
|