CME Euro FX (E) Future September 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 |
1.0972 |
1.1000 |
0.0028 |
0.3% |
1.0999 |
| High |
1.1023 |
1.1000 |
-0.0023 |
-0.2% |
1.1024 |
| Low |
1.0943 |
1.0904 |
-0.0039 |
-0.4% |
1.0837 |
| Close |
1.0997 |
1.0949 |
-0.0048 |
-0.4% |
1.0997 |
| Range |
0.0080 |
0.0096 |
0.0016 |
20.0% |
0.0187 |
| ATR |
0.0135 |
0.0132 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
9,110 |
7,653 |
-1,457 |
-16.0% |
26,917 |
|
| Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1239 |
1.1190 |
1.1002 |
|
| R3 |
1.1143 |
1.1094 |
1.0975 |
|
| R2 |
1.1047 |
1.1047 |
1.0967 |
|
| R1 |
1.0998 |
1.0998 |
1.0958 |
1.0975 |
| PP |
1.0951 |
1.0951 |
1.0951 |
1.0939 |
| S1 |
1.0902 |
1.0902 |
1.0940 |
1.0879 |
| S2 |
1.0855 |
1.0855 |
1.0931 |
|
| S3 |
1.0759 |
1.0806 |
1.0923 |
|
| S4 |
1.0663 |
1.0710 |
1.0896 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1514 |
1.1442 |
1.1100 |
|
| R3 |
1.1327 |
1.1255 |
1.1048 |
|
| R2 |
1.1140 |
1.1140 |
1.1031 |
|
| R1 |
1.1068 |
1.1068 |
1.1014 |
1.1011 |
| PP |
1.0953 |
1.0953 |
1.0953 |
1.0924 |
| S1 |
1.0881 |
1.0881 |
1.0980 |
1.0824 |
| S2 |
1.0766 |
1.0766 |
1.0963 |
|
| S3 |
1.0579 |
1.0694 |
1.0946 |
|
| S4 |
1.0392 |
1.0507 |
1.0894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1024 |
1.0837 |
0.0187 |
1.7% |
0.0104 |
0.9% |
60% |
False |
False |
6,914 |
| 10 |
1.1467 |
1.0837 |
0.0630 |
5.8% |
0.0126 |
1.2% |
18% |
False |
False |
4,850 |
| 20 |
1.1485 |
1.0837 |
0.0648 |
5.9% |
0.0131 |
1.2% |
17% |
False |
False |
3,459 |
| 40 |
1.1485 |
1.0545 |
0.0940 |
8.6% |
0.0133 |
1.2% |
43% |
False |
False |
2,240 |
| 60 |
1.1485 |
1.0494 |
0.0991 |
9.1% |
0.0144 |
1.3% |
46% |
False |
False |
1,720 |
| 80 |
1.1503 |
1.0494 |
0.1009 |
9.2% |
0.0130 |
1.2% |
45% |
False |
False |
1,314 |
| 100 |
1.1900 |
1.0494 |
0.1406 |
12.8% |
0.0128 |
1.2% |
32% |
False |
False |
1,077 |
| 120 |
1.2564 |
1.0494 |
0.2070 |
18.9% |
0.0115 |
1.0% |
22% |
False |
False |
902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1408 |
|
2.618 |
1.1251 |
|
1.618 |
1.1155 |
|
1.000 |
1.1096 |
|
0.618 |
1.1059 |
|
HIGH |
1.1000 |
|
0.618 |
1.0963 |
|
0.500 |
1.0952 |
|
0.382 |
1.0941 |
|
LOW |
1.0904 |
|
0.618 |
1.0845 |
|
1.000 |
1.0808 |
|
1.618 |
1.0749 |
|
2.618 |
1.0653 |
|
4.250 |
1.0496 |
|
|
| Fisher Pivots for day following 01-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0952 |
1.0953 |
| PP |
1.0951 |
1.0952 |
| S1 |
1.0950 |
1.0950 |
|