CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 05-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1292 |
1.1265 |
-0.0027 |
-0.2% |
1.1006 |
| High |
1.1405 |
1.1290 |
-0.0115 |
-1.0% |
1.1405 |
| Low |
1.1259 |
1.1085 |
-0.0174 |
-1.5% |
1.0923 |
| Close |
1.1277 |
1.1152 |
-0.0125 |
-1.1% |
1.1152 |
| Range |
0.0146 |
0.0205 |
0.0059 |
40.4% |
0.0482 |
| ATR |
0.0133 |
0.0138 |
0.0005 |
3.9% |
0.0000 |
| Volume |
152 |
503 |
351 |
230.9% |
1,526 |
|
| Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1791 |
1.1676 |
1.1265 |
|
| R3 |
1.1586 |
1.1471 |
1.1208 |
|
| R2 |
1.1381 |
1.1381 |
1.1190 |
|
| R1 |
1.1266 |
1.1266 |
1.1171 |
1.1221 |
| PP |
1.1176 |
1.1176 |
1.1176 |
1.1153 |
| S1 |
1.1061 |
1.1061 |
1.1133 |
1.1016 |
| S2 |
1.0971 |
1.0971 |
1.1114 |
|
| S3 |
1.0766 |
1.0856 |
1.1096 |
|
| S4 |
1.0561 |
1.0651 |
1.1039 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2606 |
1.2361 |
1.1417 |
|
| R3 |
1.2124 |
1.1879 |
1.1285 |
|
| R2 |
1.1642 |
1.1642 |
1.1240 |
|
| R1 |
1.1397 |
1.1397 |
1.1196 |
1.1520 |
| PP |
1.1160 |
1.1160 |
1.1160 |
1.1221 |
| S1 |
1.0915 |
1.0915 |
1.1108 |
1.1038 |
| S2 |
1.0678 |
1.0678 |
1.1064 |
|
| S3 |
1.0196 |
1.0433 |
1.1019 |
|
| S4 |
0.9714 |
0.9951 |
1.0887 |
|
|
| 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% |
0.0180 |
1.6% |
48% |
False |
False |
305 |
| 10 |
1.1405 |
1.0863 |
0.0542 |
4.9% |
0.0145 |
1.3% |
53% |
False |
False |
237 |
| 20 |
1.1501 |
1.0863 |
0.0638 |
5.7% |
0.0128 |
1.1% |
45% |
False |
False |
201 |
| 40 |
1.1501 |
1.0570 |
0.0931 |
8.3% |
0.0121 |
1.1% |
63% |
False |
False |
139 |
| 60 |
1.1501 |
1.0520 |
0.0981 |
8.8% |
0.0123 |
1.1% |
64% |
False |
False |
103 |
| 80 |
1.1501 |
1.0520 |
0.0981 |
8.8% |
0.0109 |
1.0% |
64% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2161 |
|
2.618 |
1.1827 |
|
1.618 |
1.1622 |
|
1.000 |
1.1495 |
|
0.618 |
1.1417 |
|
HIGH |
1.1290 |
|
0.618 |
1.1212 |
|
0.500 |
1.1188 |
|
0.382 |
1.1163 |
|
LOW |
1.1085 |
|
0.618 |
1.0958 |
|
1.000 |
1.0880 |
|
1.618 |
1.0753 |
|
2.618 |
1.0548 |
|
4.250 |
1.0214 |
|
|
| Fisher Pivots for day following 05-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1188 |
1.1245 |
| PP |
1.1176 |
1.1214 |
| S1 |
1.1164 |
1.1183 |
|