CME Euro FX (E) Future September 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 |
1.1000 |
1.0940 |
-0.0060 |
-0.5% |
1.0999 |
| High |
1.1000 |
1.1208 |
0.0208 |
1.9% |
1.1024 |
| Low |
1.0904 |
1.0933 |
0.0029 |
0.3% |
1.0837 |
| Close |
1.0949 |
1.1183 |
0.0234 |
2.1% |
1.0997 |
| Range |
0.0096 |
0.0275 |
0.0179 |
186.5% |
0.0187 |
| ATR |
0.0132 |
0.0142 |
0.0010 |
7.8% |
0.0000 |
| Volume |
7,653 |
22,682 |
15,029 |
196.4% |
26,917 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1933 |
1.1833 |
1.1334 |
|
| R3 |
1.1658 |
1.1558 |
1.1259 |
|
| R2 |
1.1383 |
1.1383 |
1.1233 |
|
| R1 |
1.1283 |
1.1283 |
1.1208 |
1.1333 |
| PP |
1.1108 |
1.1108 |
1.1108 |
1.1133 |
| S1 |
1.1008 |
1.1008 |
1.1158 |
1.1058 |
| S2 |
1.0833 |
1.0833 |
1.1133 |
|
| S3 |
1.0558 |
1.0733 |
1.1107 |
|
| S4 |
1.0283 |
1.0458 |
1.1032 |
|
|
| 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 |
1.1208 |
1.0837 |
0.0371 |
3.3% |
0.0130 |
1.2% |
93% |
True |
False |
10,324 |
| 10 |
1.1343 |
1.0837 |
0.0506 |
4.5% |
0.0139 |
1.2% |
68% |
False |
False |
6,862 |
| 20 |
1.1485 |
1.0837 |
0.0648 |
5.8% |
0.0140 |
1.2% |
53% |
False |
False |
4,501 |
| 40 |
1.1485 |
1.0545 |
0.0940 |
8.4% |
0.0137 |
1.2% |
68% |
False |
False |
2,797 |
| 60 |
1.1485 |
1.0494 |
0.0991 |
8.9% |
0.0147 |
1.3% |
70% |
False |
False |
2,095 |
| 80 |
1.1485 |
1.0494 |
0.0991 |
8.9% |
0.0131 |
1.2% |
70% |
False |
False |
1,597 |
| 100 |
1.1900 |
1.0494 |
0.1406 |
12.6% |
0.0130 |
1.2% |
49% |
False |
False |
1,304 |
| 120 |
1.2564 |
1.0494 |
0.2070 |
18.5% |
0.0117 |
1.0% |
33% |
False |
False |
1,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2377 |
|
2.618 |
1.1928 |
|
1.618 |
1.1653 |
|
1.000 |
1.1483 |
|
0.618 |
1.1378 |
|
HIGH |
1.1208 |
|
0.618 |
1.1103 |
|
0.500 |
1.1071 |
|
0.382 |
1.1038 |
|
LOW |
1.0933 |
|
0.618 |
1.0763 |
|
1.000 |
1.0658 |
|
1.618 |
1.0488 |
|
2.618 |
1.0213 |
|
4.250 |
0.9764 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1146 |
1.1141 |
| PP |
1.1108 |
1.1098 |
| S1 |
1.1071 |
1.1056 |
|