CME Euro FX (E) Future December 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 |
1.1187 |
1.1292 |
0.0105 |
0.9% |
1.1006 |
| High |
1.1318 |
1.1405 |
0.0087 |
0.8% |
1.1031 |
| Low |
1.1120 |
1.1259 |
0.0139 |
1.3% |
1.0863 |
| Close |
1.1283 |
1.1277 |
-0.0006 |
-0.1% |
1.1015 |
| Range |
0.0198 |
0.0146 |
-0.0052 |
-26.3% |
0.0168 |
| ATR |
0.0132 |
0.0133 |
0.0001 |
0.7% |
0.0000 |
| Volume |
564 |
152 |
-412 |
-73.0% |
666 |
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1752 |
1.1660 |
1.1357 |
|
| R3 |
1.1606 |
1.1514 |
1.1317 |
|
| R2 |
1.1460 |
1.1460 |
1.1304 |
|
| R1 |
1.1368 |
1.1368 |
1.1290 |
1.1341 |
| PP |
1.1314 |
1.1314 |
1.1314 |
1.1300 |
| S1 |
1.1222 |
1.1222 |
1.1264 |
1.1195 |
| S2 |
1.1168 |
1.1168 |
1.1250 |
|
| S3 |
1.1022 |
1.1076 |
1.1237 |
|
| S4 |
1.0876 |
1.0930 |
1.1197 |
|
|
| 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 |
1.1405 |
1.0923 |
0.0482 |
4.3% |
0.0152 |
1.3% |
73% |
True |
False |
235 |
| 10 |
1.1405 |
1.0863 |
0.0542 |
4.8% |
0.0131 |
1.2% |
76% |
True |
False |
203 |
| 20 |
1.1501 |
1.0863 |
0.0638 |
5.7% |
0.0124 |
1.1% |
65% |
False |
False |
189 |
| 40 |
1.1501 |
1.0570 |
0.0931 |
8.3% |
0.0120 |
1.1% |
76% |
False |
False |
127 |
| 60 |
1.1501 |
1.0520 |
0.0981 |
8.7% |
0.0122 |
1.1% |
77% |
False |
False |
96 |
| 80 |
1.1501 |
1.0520 |
0.0981 |
8.7% |
0.0107 |
0.9% |
77% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2026 |
|
2.618 |
1.1787 |
|
1.618 |
1.1641 |
|
1.000 |
1.1551 |
|
0.618 |
1.1495 |
|
HIGH |
1.1405 |
|
0.618 |
1.1349 |
|
0.500 |
1.1332 |
|
0.382 |
1.1315 |
|
LOW |
1.1259 |
|
0.618 |
1.1169 |
|
1.000 |
1.1113 |
|
1.618 |
1.1023 |
|
2.618 |
1.0877 |
|
4.250 |
1.0639 |
|
|
| Fisher Pivots for day following 04-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1332 |
1.1245 |
| PP |
1.1314 |
1.1212 |
| S1 |
1.1295 |
1.1180 |
|