CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 03-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0964 |
1.1187 |
0.0223 |
2.0% |
1.1006 |
| High |
1.1221 |
1.1318 |
0.0097 |
0.9% |
1.1031 |
| Low |
1.0955 |
1.1120 |
0.0165 |
1.5% |
1.0863 |
| Close |
1.1201 |
1.1283 |
0.0082 |
0.7% |
1.1015 |
| Range |
0.0266 |
0.0198 |
-0.0068 |
-25.6% |
0.0168 |
| ATR |
0.0127 |
0.0132 |
0.0005 |
4.0% |
0.0000 |
| Volume |
189 |
564 |
375 |
198.4% |
666 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1834 |
1.1757 |
1.1392 |
|
| R3 |
1.1636 |
1.1559 |
1.1337 |
|
| R2 |
1.1438 |
1.1438 |
1.1319 |
|
| R1 |
1.1361 |
1.1361 |
1.1301 |
1.1400 |
| PP |
1.1240 |
1.1240 |
1.1240 |
1.1260 |
| S1 |
1.1163 |
1.1163 |
1.1265 |
1.1202 |
| S2 |
1.1042 |
1.1042 |
1.1247 |
|
| S3 |
1.0844 |
1.0965 |
1.1229 |
|
| S4 |
1.0646 |
1.0767 |
1.1174 |
|
|
| 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 |
1.1318 |
1.0907 |
0.0411 |
3.6% |
0.0140 |
1.2% |
91% |
True |
False |
240 |
| 10 |
1.1318 |
1.0863 |
0.0455 |
4.0% |
0.0124 |
1.1% |
92% |
True |
False |
212 |
| 20 |
1.1501 |
1.0863 |
0.0638 |
5.7% |
0.0124 |
1.1% |
66% |
False |
False |
187 |
| 40 |
1.1501 |
1.0570 |
0.0931 |
8.3% |
0.0118 |
1.0% |
77% |
False |
False |
123 |
| 60 |
1.1501 |
1.0520 |
0.0981 |
8.7% |
0.0122 |
1.1% |
78% |
False |
False |
94 |
| 80 |
1.1501 |
1.0520 |
0.0981 |
8.7% |
0.0106 |
0.9% |
78% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2160 |
|
2.618 |
1.1836 |
|
1.618 |
1.1638 |
|
1.000 |
1.1516 |
|
0.618 |
1.1440 |
|
HIGH |
1.1318 |
|
0.618 |
1.1242 |
|
0.500 |
1.1219 |
|
0.382 |
1.1196 |
|
LOW |
1.1120 |
|
0.618 |
1.0998 |
|
1.000 |
1.0922 |
|
1.618 |
1.0800 |
|
2.618 |
1.0602 |
|
4.250 |
1.0279 |
|
|
| Fisher Pivots for day following 03-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1262 |
1.1229 |
| PP |
1.1240 |
1.1175 |
| S1 |
1.1219 |
1.1121 |
|