CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 08-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1239 |
1.1117 |
-0.0122 |
-1.1% |
1.1000 |
| High |
1.1297 |
1.1322 |
0.0025 |
0.2% |
1.1395 |
| Low |
1.1064 |
1.1099 |
0.0035 |
0.3% |
1.0904 |
| Close |
1.1134 |
1.1291 |
0.0157 |
1.4% |
1.1134 |
| Range |
0.0233 |
0.0223 |
-0.0010 |
-4.3% |
0.0491 |
| ATR |
0.0153 |
0.0158 |
0.0005 |
3.2% |
0.0000 |
| Volume |
22,735 |
66,349 |
43,614 |
191.8% |
93,992 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1906 |
1.1822 |
1.1414 |
|
| R3 |
1.1683 |
1.1599 |
1.1352 |
|
| R2 |
1.1460 |
1.1460 |
1.1332 |
|
| R1 |
1.1376 |
1.1376 |
1.1311 |
1.1418 |
| PP |
1.1237 |
1.1237 |
1.1237 |
1.1259 |
| S1 |
1.1153 |
1.1153 |
1.1271 |
1.1195 |
| S2 |
1.1014 |
1.1014 |
1.1250 |
|
| S3 |
1.0791 |
1.0930 |
1.1230 |
|
| S4 |
1.0568 |
1.0707 |
1.1168 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2617 |
1.2367 |
1.1404 |
|
| R3 |
1.2126 |
1.1876 |
1.1269 |
|
| R2 |
1.1635 |
1.1635 |
1.1224 |
|
| R1 |
1.1385 |
1.1385 |
1.1179 |
1.1510 |
| PP |
1.1144 |
1.1144 |
1.1144 |
1.1207 |
| S1 |
1.0894 |
1.0894 |
1.1089 |
1.1019 |
| S2 |
1.0653 |
1.0653 |
1.1044 |
|
| S3 |
1.0162 |
1.0403 |
1.0999 |
|
| S4 |
0.9671 |
0.9912 |
1.0864 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1395 |
1.0933 |
0.0462 |
4.1% |
0.0219 |
1.9% |
77% |
False |
False |
30,537 |
| 10 |
1.1395 |
1.0837 |
0.0558 |
4.9% |
0.0161 |
1.4% |
81% |
False |
False |
18,725 |
| 20 |
1.1485 |
1.0837 |
0.0648 |
5.7% |
0.0150 |
1.3% |
70% |
False |
False |
10,605 |
| 40 |
1.1485 |
1.0545 |
0.0940 |
8.3% |
0.0144 |
1.3% |
79% |
False |
False |
5,981 |
| 60 |
1.1485 |
1.0510 |
0.0975 |
8.6% |
0.0149 |
1.3% |
80% |
False |
False |
4,234 |
| 80 |
1.1485 |
1.0494 |
0.0991 |
8.8% |
0.0138 |
1.2% |
80% |
False |
False |
3,220 |
| 100 |
1.1777 |
1.0494 |
0.1283 |
11.4% |
0.0135 |
1.2% |
62% |
False |
False |
2,600 |
| 120 |
1.2564 |
1.0494 |
0.2070 |
18.3% |
0.0122 |
1.1% |
39% |
False |
False |
2,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2270 |
|
2.618 |
1.1906 |
|
1.618 |
1.1683 |
|
1.000 |
1.1545 |
|
0.618 |
1.1460 |
|
HIGH |
1.1322 |
|
0.618 |
1.1237 |
|
0.500 |
1.1211 |
|
0.382 |
1.1184 |
|
LOW |
1.1099 |
|
0.618 |
1.0961 |
|
1.000 |
1.0876 |
|
1.618 |
1.0738 |
|
2.618 |
1.0515 |
|
4.250 |
1.0151 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1264 |
1.1271 |
| PP |
1.1237 |
1.1250 |
| S1 |
1.1211 |
1.1230 |
|