CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 11-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1280 |
1.1323 |
0.0043 |
0.4% |
1.0982 |
| High |
1.1388 |
1.1333 |
-0.0055 |
-0.5% |
1.1382 |
| Low |
1.1261 |
1.1180 |
-0.0081 |
-0.7% |
1.0889 |
| Close |
1.1317 |
1.1263 |
-0.0054 |
-0.5% |
1.1120 |
| Range |
0.0127 |
0.0153 |
0.0026 |
20.5% |
0.0493 |
| ATR |
0.0156 |
0.0156 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
411,341 |
376,177 |
-35,164 |
-8.5% |
1,776,881 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1718 |
1.1643 |
1.1347 |
|
| R3 |
1.1565 |
1.1490 |
1.1305 |
|
| R2 |
1.1412 |
1.1412 |
1.1291 |
|
| R1 |
1.1337 |
1.1337 |
1.1277 |
1.1298 |
| PP |
1.1259 |
1.1259 |
1.1259 |
1.1239 |
| S1 |
1.1184 |
1.1184 |
1.1249 |
1.1145 |
| S2 |
1.1106 |
1.1106 |
1.1235 |
|
| S3 |
1.0953 |
1.1031 |
1.1221 |
|
| S4 |
1.0800 |
1.0878 |
1.1179 |
|
|
| 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 |
1.1388 |
1.1050 |
0.0338 |
3.0% |
0.0174 |
1.5% |
63% |
False |
False |
348,594 |
| 10 |
1.1388 |
1.0889 |
0.0499 |
4.4% |
0.0169 |
1.5% |
75% |
False |
False |
342,221 |
| 20 |
1.1472 |
1.0821 |
0.0651 |
5.8% |
0.0153 |
1.4% |
68% |
False |
False |
314,606 |
| 40 |
1.1472 |
1.0633 |
0.0839 |
7.4% |
0.0147 |
1.3% |
75% |
False |
False |
295,900 |
| 60 |
1.1472 |
1.0529 |
0.0943 |
8.4% |
0.0153 |
1.4% |
78% |
False |
False |
290,783 |
| 80 |
1.1472 |
1.0473 |
0.0999 |
8.9% |
0.0145 |
1.3% |
79% |
False |
False |
239,987 |
| 100 |
1.1695 |
1.0473 |
0.1222 |
10.8% |
0.0144 |
1.3% |
65% |
False |
False |
192,345 |
| 120 |
1.2366 |
1.0473 |
0.1893 |
16.8% |
0.0135 |
1.2% |
42% |
False |
False |
160,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1983 |
|
2.618 |
1.1734 |
|
1.618 |
1.1581 |
|
1.000 |
1.1486 |
|
0.618 |
1.1428 |
|
HIGH |
1.1333 |
|
0.618 |
1.1275 |
|
0.500 |
1.1257 |
|
0.382 |
1.1238 |
|
LOW |
1.1180 |
|
0.618 |
1.1085 |
|
1.000 |
1.1027 |
|
1.618 |
1.0932 |
|
2.618 |
1.0779 |
|
4.250 |
1.0530 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1261 |
1.1284 |
| PP |
1.1259 |
1.1277 |
| S1 |
1.1257 |
1.1270 |
|