CME Euro FX (E) Future December 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 |
1.1000 |
1.1006 |
0.0006 |
0.1% |
1.1006 |
| High |
1.1031 |
1.1006 |
-0.0025 |
-0.2% |
1.1031 |
| Low |
1.0963 |
1.0923 |
-0.0040 |
-0.4% |
1.0863 |
| Close |
1.1015 |
1.0967 |
-0.0048 |
-0.4% |
1.1015 |
| Range |
0.0068 |
0.0083 |
0.0015 |
22.1% |
0.0168 |
| ATR |
0.0118 |
0.0116 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
153 |
118 |
-35 |
-22.9% |
666 |
|
| Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1214 |
1.1174 |
1.1013 |
|
| R3 |
1.1131 |
1.1091 |
1.0990 |
|
| R2 |
1.1048 |
1.1048 |
1.0982 |
|
| R1 |
1.1008 |
1.1008 |
1.0975 |
1.0987 |
| PP |
1.0965 |
1.0965 |
1.0965 |
1.0955 |
| S1 |
1.0925 |
1.0925 |
1.0959 |
1.0904 |
| S2 |
1.0882 |
1.0882 |
1.0952 |
|
| S3 |
1.0799 |
1.0842 |
1.0944 |
|
| S4 |
1.0716 |
1.0759 |
1.0921 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1474 |
1.1412 |
1.1107 |
|
| R3 |
1.1306 |
1.1244 |
1.1061 |
|
| R2 |
1.1138 |
1.1138 |
1.1046 |
|
| R1 |
1.1076 |
1.1076 |
1.1030 |
1.1107 |
| PP |
1.0970 |
1.0970 |
1.0970 |
1.0985 |
| S1 |
1.0908 |
1.0908 |
1.1000 |
1.0939 |
| S2 |
1.0802 |
1.0802 |
1.0984 |
|
| S3 |
1.0634 |
1.0740 |
1.0969 |
|
| S4 |
1.0466 |
1.0572 |
1.0923 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1031 |
1.0863 |
0.0168 |
1.5% |
0.0090 |
0.8% |
62% |
False |
False |
156 |
| 10 |
1.1480 |
1.0863 |
0.0617 |
5.6% |
0.0110 |
1.0% |
17% |
False |
False |
166 |
| 20 |
1.1501 |
1.0863 |
0.0638 |
5.8% |
0.0111 |
1.0% |
16% |
False |
False |
152 |
| 40 |
1.1501 |
1.0570 |
0.0931 |
8.5% |
0.0110 |
1.0% |
43% |
False |
False |
105 |
| 60 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0116 |
1.1% |
46% |
False |
False |
83 |
| 80 |
1.1501 |
1.0520 |
0.0981 |
8.9% |
0.0102 |
0.9% |
46% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1359 |
|
2.618 |
1.1223 |
|
1.618 |
1.1140 |
|
1.000 |
1.1089 |
|
0.618 |
1.1057 |
|
HIGH |
1.1006 |
|
0.618 |
1.0974 |
|
0.500 |
1.0965 |
|
0.382 |
1.0955 |
|
LOW |
1.0923 |
|
0.618 |
1.0872 |
|
1.000 |
1.0840 |
|
1.618 |
1.0789 |
|
2.618 |
1.0706 |
|
4.250 |
1.0570 |
|
|
| Fisher Pivots for day following 01-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0966 |
1.0969 |
| PP |
1.0965 |
1.0968 |
| S1 |
1.0965 |
1.0968 |
|