CME Euro FX (E) Future September 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 |
1.1175 |
1.1285 |
0.0110 |
1.0% |
1.0999 |
| High |
1.1301 |
1.1395 |
0.0094 |
0.8% |
1.1024 |
| Low |
1.1095 |
1.1238 |
0.0143 |
1.3% |
1.0837 |
| Close |
1.1265 |
1.1259 |
-0.0006 |
-0.1% |
1.0997 |
| Range |
0.0206 |
0.0157 |
-0.0049 |
-23.8% |
0.0187 |
| ATR |
0.0147 |
0.0147 |
0.0001 |
0.5% |
0.0000 |
| Volume |
24,764 |
16,158 |
-8,606 |
-34.8% |
26,917 |
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1768 |
1.1671 |
1.1345 |
|
| R3 |
1.1611 |
1.1514 |
1.1302 |
|
| R2 |
1.1454 |
1.1454 |
1.1288 |
|
| R1 |
1.1357 |
1.1357 |
1.1273 |
1.1327 |
| PP |
1.1297 |
1.1297 |
1.1297 |
1.1283 |
| S1 |
1.1200 |
1.1200 |
1.1245 |
1.1170 |
| S2 |
1.1140 |
1.1140 |
1.1230 |
|
| S3 |
1.0983 |
1.1043 |
1.1216 |
|
| S4 |
1.0826 |
1.0886 |
1.1173 |
|
|
| 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 |
1.1395 |
1.0904 |
0.0491 |
4.4% |
0.0163 |
1.4% |
72% |
True |
False |
16,073 |
| 10 |
1.1395 |
1.0837 |
0.0558 |
5.0% |
0.0146 |
1.3% |
76% |
True |
False |
10,377 |
| 20 |
1.1485 |
1.0837 |
0.0648 |
5.8% |
0.0141 |
1.3% |
65% |
False |
False |
6,408 |
| 40 |
1.1485 |
1.0545 |
0.0940 |
8.3% |
0.0139 |
1.2% |
76% |
False |
False |
3,790 |
| 60 |
1.1485 |
1.0494 |
0.0991 |
8.8% |
0.0147 |
1.3% |
77% |
False |
False |
2,772 |
| 80 |
1.1485 |
1.0494 |
0.0991 |
8.8% |
0.0135 |
1.2% |
77% |
False |
False |
2,107 |
| 100 |
1.1877 |
1.0494 |
0.1383 |
12.3% |
0.0132 |
1.2% |
55% |
False |
False |
1,710 |
| 120 |
1.2564 |
1.0494 |
0.2070 |
18.4% |
0.0119 |
1.1% |
37% |
False |
False |
1,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2062 |
|
2.618 |
1.1806 |
|
1.618 |
1.1649 |
|
1.000 |
1.1552 |
|
0.618 |
1.1492 |
|
HIGH |
1.1395 |
|
0.618 |
1.1335 |
|
0.500 |
1.1317 |
|
0.382 |
1.1298 |
|
LOW |
1.1238 |
|
0.618 |
1.1141 |
|
1.000 |
1.1081 |
|
1.618 |
1.0984 |
|
2.618 |
1.0827 |
|
4.250 |
1.0571 |
|
|
| Fisher Pivots for day following 04-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1317 |
1.1227 |
| PP |
1.1297 |
1.1196 |
| S1 |
1.1278 |
1.1164 |
|