CME Euro FX (E) Future December 2015
| Trading Metrics calculated at close of trading on 09-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1139 |
1.1362 |
0.0223 |
2.0% |
1.1006 |
| High |
1.1324 |
1.1362 |
0.0038 |
0.3% |
1.1405 |
| Low |
1.1126 |
1.1247 |
0.0121 |
1.1% |
1.0923 |
| Close |
1.1309 |
1.1313 |
0.0004 |
0.0% |
1.1152 |
| Range |
0.0198 |
0.0115 |
-0.0083 |
-41.9% |
0.0482 |
| ATR |
0.0143 |
0.0141 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
391 |
293 |
-98 |
-25.1% |
1,526 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1652 |
1.1598 |
1.1376 |
|
| R3 |
1.1537 |
1.1483 |
1.1345 |
|
| R2 |
1.1422 |
1.1422 |
1.1334 |
|
| R1 |
1.1368 |
1.1368 |
1.1324 |
1.1338 |
| PP |
1.1307 |
1.1307 |
1.1307 |
1.1292 |
| S1 |
1.1253 |
1.1253 |
1.1302 |
1.1223 |
| S2 |
1.1192 |
1.1192 |
1.1292 |
|
| S3 |
1.1077 |
1.1138 |
1.1281 |
|
| S4 |
1.0962 |
1.1023 |
1.1250 |
|
|
| 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 |
1.1085 |
0.0320 |
2.8% |
0.0172 |
1.5% |
71% |
False |
False |
380 |
| 10 |
1.1405 |
1.0863 |
0.0542 |
4.8% |
0.0146 |
1.3% |
83% |
False |
False |
271 |
| 20 |
1.1501 |
1.0863 |
0.0638 |
5.6% |
0.0137 |
1.2% |
71% |
False |
False |
216 |
| 40 |
1.1501 |
1.0580 |
0.0921 |
8.1% |
0.0124 |
1.1% |
80% |
False |
False |
154 |
| 60 |
1.1501 |
1.0570 |
0.0931 |
8.2% |
0.0124 |
1.1% |
80% |
False |
False |
113 |
| 80 |
1.1501 |
1.0520 |
0.0981 |
8.7% |
0.0111 |
1.0% |
81% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1851 |
|
2.618 |
1.1663 |
|
1.618 |
1.1548 |
|
1.000 |
1.1477 |
|
0.618 |
1.1433 |
|
HIGH |
1.1362 |
|
0.618 |
1.1318 |
|
0.500 |
1.1305 |
|
0.382 |
1.1291 |
|
LOW |
1.1247 |
|
0.618 |
1.1176 |
|
1.000 |
1.1132 |
|
1.618 |
1.1061 |
|
2.618 |
1.0946 |
|
4.250 |
1.0758 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1310 |
1.1283 |
| PP |
1.1307 |
1.1253 |
| S1 |
1.1305 |
1.1224 |
|