CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 08-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1265 |
1.1139 |
-0.0126 |
-1.1% |
1.1006 |
| High |
1.1290 |
1.1324 |
0.0034 |
0.3% |
1.1405 |
| Low |
1.1085 |
1.1126 |
0.0041 |
0.4% |
1.0923 |
| Close |
1.1152 |
1.1309 |
0.0157 |
1.4% |
1.1152 |
| Range |
0.0205 |
0.0198 |
-0.0007 |
-3.4% |
0.0482 |
| ATR |
0.0138 |
0.0143 |
0.0004 |
3.1% |
0.0000 |
| Volume |
503 |
391 |
-112 |
-22.3% |
1,526 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1847 |
1.1776 |
1.1418 |
|
| R3 |
1.1649 |
1.1578 |
1.1363 |
|
| R2 |
1.1451 |
1.1451 |
1.1345 |
|
| R1 |
1.1380 |
1.1380 |
1.1327 |
1.1416 |
| PP |
1.1253 |
1.1253 |
1.1253 |
1.1271 |
| S1 |
1.1182 |
1.1182 |
1.1291 |
1.1218 |
| S2 |
1.1055 |
1.1055 |
1.1273 |
|
| S3 |
1.0857 |
1.0984 |
1.1255 |
|
| S4 |
1.0659 |
1.0786 |
1.1200 |
|
|
| 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 |
1.0955 |
0.0450 |
4.0% |
0.0203 |
1.8% |
79% |
False |
False |
359 |
| 10 |
1.1405 |
1.0863 |
0.0542 |
4.8% |
0.0147 |
1.3% |
82% |
False |
False |
258 |
| 20 |
1.1501 |
1.0863 |
0.0638 |
5.6% |
0.0133 |
1.2% |
70% |
False |
False |
207 |
| 40 |
1.1501 |
1.0570 |
0.0931 |
8.2% |
0.0123 |
1.1% |
79% |
False |
False |
148 |
| 60 |
1.1501 |
1.0553 |
0.0948 |
8.4% |
0.0124 |
1.1% |
80% |
False |
False |
109 |
| 80 |
1.1501 |
1.0520 |
0.0981 |
8.7% |
0.0110 |
1.0% |
80% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2166 |
|
2.618 |
1.1842 |
|
1.618 |
1.1644 |
|
1.000 |
1.1522 |
|
0.618 |
1.1446 |
|
HIGH |
1.1324 |
|
0.618 |
1.1248 |
|
0.500 |
1.1225 |
|
0.382 |
1.1202 |
|
LOW |
1.1126 |
|
0.618 |
1.1004 |
|
1.000 |
1.0928 |
|
1.618 |
1.0806 |
|
2.618 |
1.0608 |
|
4.250 |
1.0285 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1281 |
1.1288 |
| PP |
1.1253 |
1.1266 |
| S1 |
1.1225 |
1.1245 |
|