CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 11-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1293 |
1.1334 |
0.0041 |
0.4% |
1.1000 |
| High |
1.1401 |
1.1345 |
-0.0056 |
-0.5% |
1.1395 |
| Low |
1.1275 |
1.1194 |
-0.0081 |
-0.7% |
1.0904 |
| Close |
1.1330 |
1.1277 |
-0.0053 |
-0.5% |
1.1134 |
| Range |
0.0126 |
0.0151 |
0.0025 |
19.8% |
0.0491 |
| ATR |
0.0154 |
0.0154 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
171,226 |
194,028 |
22,802 |
13.3% |
93,992 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1725 |
1.1652 |
1.1360 |
|
| R3 |
1.1574 |
1.1501 |
1.1319 |
|
| R2 |
1.1423 |
1.1423 |
1.1305 |
|
| R1 |
1.1350 |
1.1350 |
1.1291 |
1.1311 |
| PP |
1.1272 |
1.1272 |
1.1272 |
1.1253 |
| S1 |
1.1199 |
1.1199 |
1.1263 |
1.1160 |
| S2 |
1.1121 |
1.1121 |
1.1249 |
|
| S3 |
1.0970 |
1.1048 |
1.1235 |
|
| S4 |
1.0819 |
1.0897 |
1.1194 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2617 |
1.2367 |
1.1404 |
|
| R3 |
1.2126 |
1.1876 |
1.1269 |
|
| R2 |
1.1635 |
1.1635 |
1.1224 |
|
| R1 |
1.1385 |
1.1385 |
1.1179 |
1.1510 |
| PP |
1.1144 |
1.1144 |
1.1144 |
1.1207 |
| S1 |
1.0894 |
1.0894 |
1.1089 |
1.1019 |
| S2 |
1.0653 |
1.0653 |
1.1044 |
|
| S3 |
1.0162 |
1.0403 |
1.0999 |
|
| S4 |
0.9671 |
0.9912 |
1.0864 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1401 |
1.1064 |
0.0337 |
3.0% |
0.0173 |
1.5% |
63% |
False |
False |
111,298 |
| 10 |
1.1401 |
1.0904 |
0.0497 |
4.4% |
0.0168 |
1.5% |
75% |
False |
False |
63,686 |
| 20 |
1.1485 |
1.0837 |
0.0648 |
5.7% |
0.0150 |
1.3% |
68% |
False |
False |
33,678 |
| 40 |
1.1485 |
1.0653 |
0.0832 |
7.4% |
0.0144 |
1.3% |
75% |
False |
False |
17,599 |
| 60 |
1.1485 |
1.0545 |
0.0940 |
8.3% |
0.0145 |
1.3% |
78% |
False |
False |
12,010 |
| 80 |
1.1485 |
1.0494 |
0.0991 |
8.8% |
0.0141 |
1.2% |
79% |
False |
False |
9,060 |
| 100 |
1.1649 |
1.0494 |
0.1155 |
10.2% |
0.0135 |
1.2% |
68% |
False |
False |
7,270 |
| 120 |
1.2320 |
1.0494 |
0.1826 |
16.2% |
0.0124 |
1.1% |
43% |
False |
False |
6,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1987 |
|
2.618 |
1.1740 |
|
1.618 |
1.1589 |
|
1.000 |
1.1496 |
|
0.618 |
1.1438 |
|
HIGH |
1.1345 |
|
0.618 |
1.1287 |
|
0.500 |
1.1270 |
|
0.382 |
1.1252 |
|
LOW |
1.1194 |
|
0.618 |
1.1101 |
|
1.000 |
1.1043 |
|
1.618 |
1.0950 |
|
2.618 |
1.0799 |
|
4.250 |
1.0552 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1275 |
1.1298 |
| PP |
1.1272 |
1.1291 |
| S1 |
1.1270 |
1.1284 |
|