CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 10-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1297 |
1.1293 |
-0.0004 |
0.0% |
1.1000 |
| High |
1.1361 |
1.1401 |
0.0040 |
0.4% |
1.1395 |
| Low |
1.1228 |
1.1275 |
0.0047 |
0.4% |
1.0904 |
| Close |
1.1295 |
1.1330 |
0.0035 |
0.3% |
1.1134 |
| Range |
0.0133 |
0.0126 |
-0.0007 |
-5.3% |
0.0491 |
| ATR |
0.0157 |
0.0154 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
102,156 |
171,226 |
69,070 |
67.6% |
93,992 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1713 |
1.1648 |
1.1399 |
|
| R3 |
1.1587 |
1.1522 |
1.1365 |
|
| R2 |
1.1461 |
1.1461 |
1.1353 |
|
| R1 |
1.1396 |
1.1396 |
1.1342 |
1.1429 |
| PP |
1.1335 |
1.1335 |
1.1335 |
1.1352 |
| S1 |
1.1270 |
1.1270 |
1.1318 |
1.1303 |
| S2 |
1.1209 |
1.1209 |
1.1307 |
|
| S3 |
1.1083 |
1.1144 |
1.1295 |
|
| S4 |
1.0957 |
1.1018 |
1.1261 |
|
|
| 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 |
1.1401 |
1.1064 |
0.0337 |
3.0% |
0.0174 |
1.5% |
79% |
True |
False |
75,724 |
| 10 |
1.1401 |
1.0883 |
0.0518 |
4.6% |
0.0162 |
1.4% |
86% |
True |
False |
44,882 |
| 20 |
1.1485 |
1.0837 |
0.0648 |
5.7% |
0.0152 |
1.3% |
76% |
False |
False |
24,026 |
| 40 |
1.1485 |
1.0595 |
0.0890 |
7.9% |
0.0144 |
1.3% |
83% |
False |
False |
12,777 |
| 60 |
1.1485 |
1.0545 |
0.0940 |
8.3% |
0.0149 |
1.3% |
84% |
False |
False |
8,781 |
| 80 |
1.1485 |
1.0494 |
0.0991 |
8.7% |
0.0140 |
1.2% |
84% |
False |
False |
6,636 |
| 100 |
1.1672 |
1.0494 |
0.1178 |
10.4% |
0.0134 |
1.2% |
71% |
False |
False |
5,332 |
| 120 |
1.2360 |
1.0494 |
0.1866 |
16.5% |
0.0123 |
1.1% |
45% |
False |
False |
4,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1937 |
|
2.618 |
1.1731 |
|
1.618 |
1.1605 |
|
1.000 |
1.1527 |
|
0.618 |
1.1479 |
|
HIGH |
1.1401 |
|
0.618 |
1.1353 |
|
0.500 |
1.1338 |
|
0.382 |
1.1323 |
|
LOW |
1.1275 |
|
0.618 |
1.1197 |
|
1.000 |
1.1149 |
|
1.618 |
1.1071 |
|
2.618 |
1.0945 |
|
4.250 |
1.0740 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1338 |
1.1303 |
| PP |
1.1335 |
1.1277 |
| S1 |
1.1333 |
1.1250 |
|